CHFUSD=X vs. GOLD

Last updated Apr 3, 2026

Compare and contrast key facts about USD/CHF (CHFUSD=X) and Gold.com, Inc (GOLD).

Performance

CHFUSD=X vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and Gold.com, Inc (GOLD). The values are adjusted to include any dividend payments, if applicable.

CHFUSD=X vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
CHFUSD=X USD/CHF	-0.76%	1.31%
GOLD Gold.com, Inc	21.62%	14.34%

Returns By Period

In the year-to-date period, CHFUSD=X achieves a -0.76% return, which is significantly lower than GOLD's 21.62% return.

CHFUSD=X

• 1D: -0.59%
• 1M: -2.09%
• YTD: -0.76%
• 6M: -0.12%
• 1Y: 10.59%
• 3Y*: 4.56%
• 5Y*: 3.38%
• 10Y*: 1.85%

GOLD

• 1D: -1.29%
• 1M: -26.80%
• YTD: 21.62%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHFUSD=X vs. GOLD — Risk / Return Rank

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

CHFUSD=X

CHFUSD=X Risk / Return Rank: 75
CHFUSD=X Sharpe Ratio Rank: 81
CHFUSD=X Sortino Ratio Rank: 82
CHFUSD=X Omega Ratio Rank: 82
CHFUSD=X Calmar Ratio Rank: 66
CHFUSD=X Martin Ratio Rank: 66

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.

CHFUSD=X vs. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and Gold.com, Inc (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.

	CHFUSD=X	GOLD	Difference
Sharpe ratio Return per unit of total volatility	0.93	—	—
Sortino ratio Return per unit of downside risk	1.53	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	0.31	—	—
Martin ratio Return relative to average drawdown	0.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CHFUSD=X	GOLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	2.68	-2.47

Correlation

The correlation between CHFUSD=X and GOLD is 0.27, 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.

Drawdowns

CHFUSD=X vs. GOLD - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, smaller than the maximum GOLD drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GOLD.

Drawdown Indicators

	CHFUSD=X	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-29.99%	-40.58%	+10.59%
Max Drawdown (1Y) Largest decline over 1 year	-4.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.70%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.35%	—	—
Current Drawdown Current decline from peak	-9.67%	-35.44%	+25.77%
Average Drawdown Average peak-to-trough decline	-18.55%	-9.88%	-8.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	—	—

Volatility

Volatility by Period

	CHFUSD=X	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.12%	64.51%	-55.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.92%	64.51%	-56.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.38%	64.51%	-57.13%