BTG vs. GLD

The year-to-date returns for both stocks are quite close, with BTG having a 27.16% return and GLD slightly lower at 25.85%. Over the past 10 years, BTG has underperformed GLD with an annualized return of 9.50%, while GLD has yielded a comparatively higher 10.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for B2Gold Corp. (BTG) and SPDR Gold Trust (GLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current BTG Sharpe Ratio is 0.59, which is lower than the GLD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BTG and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BTG's dividend yield for the trailing twelve months is around 4.55%, while GLD has not paid dividends to shareholders.

The maximum BTG drawdown since its inception was -85.97%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for BTG and GLD. For additional features, visit the drawdowns tool.

B2Gold Corp. (BTG) has a higher volatility of 20.73% compared to SPDR Gold Trust (GLD) at 8.30%. This indicates that BTG's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.