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CCU vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCU vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compañía Cervecerías Unidas S.A. (CCU) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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CCU vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCU
Compañía Cervecerías Unidas S.A.
-11.05%15.85%-6.29%-2.41%-15.15%24.91%-19.30%-20.83%-12.59%43.21%
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Returns By Period

In the year-to-date period, CCU achieves a -11.05% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, CCU has underperformed GLD with an annualized return of -2.79%, while GLD has yielded a comparatively higher 13.92% annualized return.


CCU

1D
2.16%
1M
-14.92%
YTD
-11.05%
6M
-4.99%
1Y
-23.19%
3Y*
-7.52%
5Y*
-3.83%
10Y*
-2.79%

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CCU vs. GLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCU
CCU Risk / Return Rank: 1212
Overall Rank
CCU Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CCU Sortino Ratio Rank: 1111
Sortino Ratio Rank
CCU Omega Ratio Rank: 1313
Omega Ratio Rank
CCU Calmar Ratio Rank: 1313
Calmar Ratio Rank
CCU Martin Ratio Rank: 1212
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCU vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compañía Cervecerías Unidas S.A. (CCU) and SPDR Gold Shares (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.


CCUGLDDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.79

-2.58

Sortino ratio

Return per unit of downside risk

-1.00

2.21

-3.22

Omega ratio

Gain probability vs. loss probability

0.89

1.33

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.80

2.68

-3.48

Martin ratio

Return relative to average drawdown

-1.39

9.90

-11.30

CCU vs. GLD - Sharpe Ratio Comparison

The current CCU Sharpe Ratio is -0.79, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of CCU 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.


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Sharpe Ratios by Period


CCUGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.79

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

1.22

-1.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.88

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.62

-0.59

Correlation

The correlation between CCU and GLD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CCU vs. GLD - Dividend Comparison

CCU's dividend yield for the trailing twelve months is around 3.48%, while GLD has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CCU
Compañía Cervecerías Unidas S.A.
3.48%3.10%3.65%2.09%5.93%12.08%4.05%6.62%3.05%1.47%1.42%1.41%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCU vs. GLD - Drawdown Comparison

The maximum CCU drawdown since its inception was -65.68%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for CCU and GLD.


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Drawdown Indicators


CCUGLDDifference

Max Drawdown

Largest peak-to-trough decline

-65.68%

-45.56%

-20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.80%

-19.21%

-10.59%

Max Drawdown (5Y)

Largest decline over 5 years

-49.89%

-21.03%

-28.86%

Max Drawdown (10Y)

Largest decline over 10 years

-61.79%

-22.00%

-39.79%

Current Drawdown

Current decline from peak

-48.96%

-13.23%

-35.73%

Average Drawdown

Average peak-to-trough decline

-32.46%

-16.17%

-16.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.10%

5.20%

+11.90%

Volatility

CCU vs. GLD - Volatility Comparison

Compañía Cervecerías Unidas S.A. (CCU) and SPDR Gold Shares (GLD) have volatilities of 10.88% and 11.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCUGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.88%

11.06%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

24.30%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.32%

27.80%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

17.74%

+11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

15.87%

+11.20%