CHFUSD=X vs. GOLD

In the year-to-date period, CHFUSD=X achieves a 9.07% return, which is significantly lower than GOLD's 26.26% return. Over the past 10 years, CHFUSD=X has underperformed GOLD with an annualized return of 0.93%, while GOLD has yielded a comparatively higher 5.88% annualized return.

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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.

The current CHFUSD=X Sharpe Ratio is 0.85, which is higher than the GOLD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CHFUSD=X and GOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CHFUSD=X drawdown since its inception was -38.65%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GOLD. For additional features, visit the drawdowns tool.

The current volatility for USD/CHF (CHFUSD=X) is 3.44%, while Barrick Gold Corporation (GOLD) has a volatility of 12.35%. 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.