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.
Performance
CHFUSD=X vs. GOLD - Performance Comparison
Returns By Period
In the year-to-date period, CHFUSD=X achieves a -5.85% return, which is significantly lower than GOLD's 2.52% return. Over the past 10 years, CHFUSD=X has underperformed GOLD with an annualized return of 0.72%, while GOLD has yielded a comparatively higher 5.41% annualized return.
CHFUSD=X
-5.85%
-3.09%
2.32%
-1.09%
2.08%
0.72%
GOLD
2.52%
-12.40%
8.21%
14.86%
4.73%
5.41%
Key characteristics
| CHFUSD=X | GOLD | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.44 |
| Sortino Ratio | -0.56 | 0.82 |
| Omega Ratio | 0.93 | 1.10 |
| Calmar Ratio | -0.13 | 0.22 |
| Martin Ratio | -0.75 | 1.47 |
| Ulcer Index | 3.76% | 10.08% |
| Daily Std Dev | 6.62% | 33.86% |
| Max Drawdown | -38.65% | -88.52% |
| Current Drawdown | -19.15% | -58.43% |
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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.
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 2.29%, while Barrick Gold Corporation (GOLD) has a volatility of 9.38%. 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.