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CGAU vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGAU and AAAU is 0.10, 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.

CGAU vs. AAAU

Last updated Jun 1, 2025

Compare and contrast key facts about Centerra Gold Inc (CGAU) and Goldman Sachs Physical Gold ETF (AAAU).

AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGAU or AAAU.

Performance

CGAU vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centerra Gold Inc (CGAU) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CGAU:

0.14

AAAU:

2.30

Sortino Ratio

CGAU:

0.40

AAAU:

3.00

Omega Ratio

CGAU:

1.05

AAAU:

1.38

Calmar Ratio

CGAU:

0.07

AAAU:

4.86

Martin Ratio

CGAU:

0.18

AAAU:

13.29

Ulcer Index

CGAU:

15.69%

AAAU:

2.97%

Daily Std Dev

CGAU:

43.64%

AAAU:

17.72%

Max Drawdown

CGAU:

-62.79%

AAAU:

-21.63%

Current Drawdown

CGAU:

-23.44%

AAAU:

-3.78%

Returns By Period

In the year-to-date period, CGAU achieves a 27.33% return, which is significantly higher than AAAU's 25.49% return.

CGAU

YTD

27.33%

1M

12.23%

6M

20.15%

1Y

6.79%

3Y*

0.73%

5Y*

N/A

10Y*

N/A

AAAU

YTD

25.49%

1M

2.04%

6M

23.75%

1Y

41.29%

3Y*

21.30%

5Y*

13.51%

10Y*

N/A

*Annualized

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Centerra Gold Inc

Goldman Sachs Physical Gold ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CGAU vs. AAAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CGAU
The Risk-Adjusted Performance Rank of CGAU is 5151
Overall Rank
The Sharpe Ratio Rank of CGAU is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CGAU is 4848
Sortino Ratio Rank
The Omega Ratio Rank of CGAU is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CGAU is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CGAU is 5353
Martin Ratio Rank
AAAU
The Risk-Adjusted Performance Rank of AAAU is 9595
Overall Rank
The Sharpe Ratio Rank of AAAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGAU vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and Goldman Sachs Physical Gold ETF (AAAU). 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 CGAU Sharpe Ratio is 0.14, which is lower than the AAAU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CGAU and AAAU, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CGAU vs. AAAU - Dividend Comparison

CGAU's dividend yield for the trailing twelve months is around 2.81%, while AAAU has not paid dividends to shareholders.

TTM2024202320222021
CGAU
Centerra Gold Inc		2.81%3.59%3.44%4.17%1.98%
AAAU
Goldman Sachs Physical Gold ETF		0.00%0.00%0.00%0.00%0.00%

Drawdowns

CGAU vs. AAAU - Drawdown Comparison

The maximum CGAU drawdown since its inception was -62.79%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for CGAU and AAAU.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CGAU vs. AAAU - Volatility Comparison

Centerra Gold Inc (CGAU) has a higher volatility of 19.66% compared to Goldman Sachs Physical Gold ETF (AAAU) at 7.81%. This indicates that CGAU's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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