CHFUSD=X vs. GOLD

Last updated Aug 5, 2026

CHFUSD=X (USD/CHF) is a currency, while GOLD (Barrick Mining Corporation) is a stock. Their 0.35 correlation means their historical movements had little consistent relationship.

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 Barrick Mining Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHFUSD=X achieves a -1.98% return, which is significantly lower than GOLD's 26.44% return.

CHFUSD=X

• 1D: 0.18%
• 1M: -0.54%
• 6M: -4.11%
• YTD: -1.98%
• 1Y: 0.10%
• 3Y*: 2.58%
• 5Y*: 2.34%
• 10Y*: 1.95%
• ALL TIME*: 1.82%

GOLD

• 1D: 1.33%
• 1M: -2.96%
• 6M: -18.31%
• YTD: 26.44%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CHFUSD=X USD/CHF	$66.54K	$118.64K	$158.89K
GOLD Barrick Mining Corporation	$14.68M	$15.39M	$19.00M

CHFUSD=X vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
CHFUSD=X USD/CHF	-1.98%	1.55%
GOLD Barrick Mining Corporation	26.44%	13.01%

Correlation

The correlation between CHFUSD=X and GOLD is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025	0.35

Return for Risk

CHFUSD=X vs. GOLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHFUSD=X

CHFUSD=X Risk / Return Rank: 50
CHFUSD=X Sharpe Ratio Rank: 50
CHFUSD=X Sortino Ratio Rank: 50
CHFUSD=X Omega Ratio Rank: 50
CHFUSD=X Calmar Ratio Rank: 50
CHFUSD=X Martin Ratio Rank: 50

GOLD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and Barrick Mining 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.

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.

	CHFUSD=X	GOLD	Difference
Sharpe ratio: Return per unit of total volatility	0.01	—	—
Sortino ratio: Return per unit of downside risk	0.07	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	0.01	—	—
Martin ratio: Return relative to average drawdown	0.03	—	—

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 -40.93%. 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%	-40.93%	+10.94%
Max Drawdown (1Y) Largest decline over 1 year	-7.06%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-10.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.35%	—	—
Current Drawdown Current decline from peak	-10.79%	-32.88%	+22.09%
Average Drawdown Average peak-to-trough decline	-18.73%	-21.63%	+2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	—	—

Volatility

Volatility by Period

	CHFUSD=X	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	55.30%	-48.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.91%	55.30%	-47.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.34%	55.30%	-47.96%

Frequently Asked Questions

Can I hold both CHFUSD=X and GOLD in my portfolio?

CHFUSD=X and GOLD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.