PortfoliosLab logoPortfoliosLab logo
CMCX.L vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMCX.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CMC Markets plc (CMCX.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CMCX.L is traded in GBp, while GLD is traded in USD. To make them comparable, the GLD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMCX.L achieves a 55.18% return, which is significantly higher than GLD's -1.97% return. Over the past 10 years, CMCX.L has underperformed GLD with an annualized return of 10.03%, while GLD has yielded a comparatively higher 12.73% annualized return.


CMCX.L

1D
0.11%
1M
22.43%
YTD
55.18%
6M
62.81%
1Y
93.05%
3Y*
46.87%
5Y*
3.69%
10Y*
10.03%

GLD

1D
0.14%
1M
-7.94%
YTD
-1.97%
6M
-2.49%
1Y
23.73%
3Y*
26.29%
5Y*
18.29%
10Y*
12.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMCX.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMCX.L
CMC Markets plc
55.18%27.16%144.09%-51.43%-10.97%-28.25%183.92%43.23%-26.78%45.42%
GLD
SPDR Gold Shares
-1.97%52.02%28.87%7.06%11.03%-3.24%21.15%13.37%3.87%3.05%

Correlation

The correlation between CMCX.L and GLD is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2016

-0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMCX.L vs. GLD — Risk / Return Rank

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

CMCX.L
CMCX.L Risk / Return Rank: 9393
Overall Rank
CMCX.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CMCX.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
CMCX.L Omega Ratio Rank: 9494
Omega Ratio Rank
CMCX.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CMCX.L Martin Ratio Rank: 9292
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank
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.

CMCX.L vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CMC Markets plc (CMCX.L) and SPDR Gold Shares (GLD). 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.


CMCX.LGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.52

1.21

+0.31

Calmar ratioReturn relative to maximum drawdown

5.16

1.11

+4.05

Martin ratioReturn relative to average drawdown

13.26

3.30

+9.96

CMCX.L vs. GLD - Sharpe Ratio Comparison

The current CMCX.L Sharpe Ratio is 2.09, which is higher than the GLD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CMCX.L and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CMCX.L vs. GLD - Drawdown Comparison

The maximum CMCX.L drawdown since its inception was -81.04%, which is greater than GLD's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for CMCX.L and GLD.


Loading charts...

Drawdown Indicators


CMCX.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-81.04%

-41.89%

-39.15%

Max Drawdown (1Y)

Largest decline over 1 year

-17.02%

-23.37%

+6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-45.29%

-23.37%

-21.92%

Max Drawdown (5Y)

Largest decline over 5 years

-78.60%

-23.37%

-55.23%

Max Drawdown (10Y)

Largest decline over 10 years

-81.04%

-23.37%

-57.67%

Current Drawdown

Current decline from peak

-0.22%

-21.12%

+20.90%

Average Drawdown

Average peak-to-trough decline

-40.52%

-13.24%

-27.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

7.84%

-1.21%

Volatility

CMCX.L vs. GLD - Volatility Comparison

CMC Markets plc (CMCX.L) has a higher volatility of 17.61% compared to SPDR Gold Shares (GLD) at 7.10%. This indicates that CMCX.L's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CMCX.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.61%

7.10%

+10.51%

Volatility (6M)

Calculated over the trailing 6-month period

24.26%

22.61%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

41.97%

26.01%

+15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.85%

16.93%

+29.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.35%

16.32%

+30.03%

Dividends

CMCX.L vs. GLD - Dividend Comparison

CMCX.L's dividend yield for the trailing twelve months is around 2.97%, while GLD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CMCX.L
CMC Markets plc
2.97%4.62%4.19%4.67%5.53%9.46%5.47%2.41%6.94%5.95%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CMCX.L and GLD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CMCX.L and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer