CHFUSD=X vs. GOLD
Compare and contrast key facts about USD/CHF (CHFUSD=X) and Barrick Gold Corporation (GOLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or GOLD.
Key characteristics
CHFUSD=X | GOLD | |
---|---|---|
YTD Return | -0.84% | 12.87% |
1Y Return | 5.75% | 25.76% |
3Y Return (Ann) | 2.98% | 6.16% |
5Y Return (Ann) | 2.98% | 4.43% |
10Y Return (Ann) | 0.99% | 4.39% |
Sharpe Ratio | 0.90 | 0.69 |
Daily Std Dev | 6.66% | 33.64% |
Max Drawdown | -38.65% | -88.52% |
Current Drawdown | -14.85% | -54.23% |
Correlation
The correlation between CHFUSD=X and GOLD is 0.24, 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.
Performance
CHFUSD=X vs. GOLD - Performance Comparison
In the year-to-date period, CHFUSD=X achieves a -0.84% return, which is significantly lower than GOLD's 12.87% return. Over the past 10 years, CHFUSD=X has underperformed GOLD with an annualized return of 0.99%, while GOLD has yielded a comparatively higher 4.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHFUSD=X vs. GOLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and Barrick Gold Corporation (GOLD). 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.
Drawdowns
CHFUSD=X vs. GOLD - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, smaller than the maximum GOLD drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GOLD. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. GOLD - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 1.65%, while Barrick Gold Corporation (GOLD) has a volatility of 7.73%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.