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CDNA vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDNA vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CareDx, Inc (CDNA) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDNA achieves a 32.96% return, which is significantly higher than GLDM's -2.87% return.


CDNA

1D
-4.32%
1M
15.81%
YTD
32.96%
6M
25.12%
1Y
31.57%
3Y*
47.04%
5Y*
-23.19%
10Y*
18.09%

GLDM

1D
-0.62%
1M
-7.05%
YTD
-2.87%
6M
-5.63%
1Y
24.39%
3Y*
29.61%
5Y*
18.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDNA vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CDNA
CareDx, Inc
32.96%-12.00%78.42%5.17%-74.91%-37.23%235.88%-14.20%110.03%
GLDM
SPDR Gold MiniShares Trust
-2.87%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between CDNA and GLDM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.09

The correlation between CDNA and GLDM shifts across timeframes, from 0.09 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CDNA vs. GLDM — Risk / Return Rank

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

CDNA
CDNA Risk / Return Rank: 5959
Overall Rank
CDNA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CDNA Sortino Ratio Rank: 5757
Sortino Ratio Rank
CDNA Omega Ratio Rank: 6363
Omega Ratio Rank
CDNA Calmar Ratio Rank: 5858
Calmar Ratio Rank
CDNA Martin Ratio Rank: 5858
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2424
Overall Rank
GLDM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLDM Omega Ratio Rank: 2828
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2323
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.

CDNA vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CareDx, Inc (CDNA) and SPDR Gold MiniShares Trust (GLDM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDNAGLDMDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

0.72

1.01

-0.28

Martin ratioReturn relative to average drawdown

1.50

2.74

-1.24

CDNA vs. GLDM - Sharpe Ratio Comparison

The current CDNA Sharpe Ratio is 0.44, which is lower than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CDNA and GLDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDNA vs. GLDM - Drawdown Comparison

The maximum CDNA drawdown since its inception was -94.87%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for CDNA and GLDM.


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Drawdown Indicators


CDNAGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-94.87%

-24.35%

-70.52%

Max Drawdown (1Y)

Largest decline over 1 year

-43.92%

-24.35%

-19.57%

Max Drawdown (3Y)

Largest decline over 3 years

-65.96%

-24.35%

-41.61%

Max Drawdown (5Y)

Largest decline over 5 years

-94.85%

-24.35%

-70.50%

Max Drawdown (10Y)

Largest decline over 10 years

-94.87%

Current Drawdown

Current decline from peak

-73.80%

-22.34%

-51.46%

Average Drawdown

Average peak-to-trough decline

-53.75%

-6.31%

-47.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.10%

8.92%

+12.18%

Volatility

CDNA vs. GLDM - Volatility Comparison

CareDx, Inc (CDNA) has a higher volatility of 16.23% compared to SPDR Gold MiniShares Trust (GLDM) at 8.02%. This indicates that CDNA's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDNAGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.23%

8.02%

+8.21%

Volatility (6M)

Calculated over the trailing 6-month period

45.88%

24.15%

+21.73%

Volatility (1Y)

Calculated over the trailing 1-year period

72.34%

27.34%

+45.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.50%

18.13%

+59.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.19%

17.01%

+61.18%

Dividends

CDNA vs. GLDM - Dividend Comparison

Neither CDNA nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CDNA and GLDM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDNA has higher volatility (16.23%) compared to GLDM (8.02%). In terms of maximum drawdown, CDNA dropped -94.87% vs GLDM's -24.35%.

GLDM currently has the higher Sharpe Ratio (0.90 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CDNA and GLDM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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