CHR vs. GDE
CHR (Cheer Holding Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past year, CHR returned -98.63% vs 53.13% for GDE. At a 0.07 correlation, their price movements are largely independent.
Performance
CHR vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, CHR achieves a -26.30% return, which is significantly lower than GDE's 9.79% return.
CHR
- 1D
- 2.54%
- 1M
- 57.22%
- YTD
- -26.30%
- 6M
- -52.95%
- 1Y
- -98.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDE
- 1D
- -1.35%
- 1M
- 1.88%
- YTD
- 9.79%
- 6M
- 11.87%
- 1Y
- 53.13%
- 3Y*
- 46.68%
- 5Y*
- —
- 10Y*
- —
CHR vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CHR Cheer Holding Inc. | -26.30% | -98.97% | 8.03% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 9.79% | 73.76% | 10.73% |
Correlation
The correlation between CHR and GDE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024 | 0.07 |
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Return for Risk
CHR vs. GDE — Risk / Return Rank
CHR
GDE
CHR vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cheer Holding Inc. (CHR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.
| CHR | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.34 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 2.36 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.19 | 7.34 | -8.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHR | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 1.88 | -2.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.77 | 1.15 | -1.92 |
Drawdowns
CHR vs. GDE - Drawdown Comparison
The maximum CHR drawdown since its inception was -99.69%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CHR and GDE.
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Drawdown Indicators
| CHR | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.69% | -32.01% | -67.68% |
Max Drawdown (1Y)Largest decline over 1 year | -99.49% | -22.66% | -76.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.66% | — |
Current DrawdownCurrent decline from peak | -99.42% | -11.17% | -88.25% |
Average DrawdownAverage peak-to-trough decline | -62.54% | -7.88% | -54.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 82.80% | 7.26% | +75.54% |
Volatility
CHR vs. GDE - Volatility Comparison
Cheer Holding Inc. (CHR) has a higher volatility of 43.11% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.65%. This indicates that CHR's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHR | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.11% | 6.65% | +36.46% |
Volatility (6M)Calculated over the trailing 6-month period | 82.30% | 24.24% | +58.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 149.36% | 28.39% | +120.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.94% | 26.12% | +95.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 121.94% | 26.12% | +95.82% |
Dividends
CHR vs. GDE - Dividend Comparison
CHR has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 3.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CHR Cheer Holding Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.94% | 4.32% | 7.14% | 2.22% | 0.81% |
Frequently Asked Questions
CHR and GDE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHR has higher volatility (43.11%) compared to GDE (6.65%). In terms of maximum drawdown, CHR dropped -99.69% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.88 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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