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CNYUSD=X vs. GOLDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CNYUSD=X and GOLDX is 0.21, 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.


-0.50.00.51.00.2

Performance

CNYUSD=X vs. GOLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNY/USD (CNYUSD=X) and Gabelli Gold Fund (GOLDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.79%
10.88%
CNYUSD=X
GOLDX

Key characteristics

Sharpe Ratio

CNYUSD=X:

-0.33

GOLDX:

2.23

Sortino Ratio

CNYUSD=X:

-0.47

GOLDX:

2.84

Omega Ratio

CNYUSD=X:

0.94

GOLDX:

1.37

Calmar Ratio

CNYUSD=X:

-0.06

GOLDX:

0.96

Martin Ratio

CNYUSD=X:

-0.51

GOLDX:

7.77

Ulcer Index

CNYUSD=X:

2.12%

GOLDX:

7.46%

Daily Std Dev

CNYUSD=X:

3.17%

GOLDX:

25.98%

Max Drawdown

CNYUSD=X:

-17.70%

GOLDX:

-79.86%

Current Drawdown

CNYUSD=X:

-16.92%

GOLDX:

-34.82%

Returns By Period

In the year-to-date period, CNYUSD=X achieves a 0.36% return, which is significantly lower than GOLDX's 19.63% return. Over the past 10 years, CNYUSD=X has underperformed GOLDX with an annualized return of -1.45%, while GOLDX has yielded a comparatively higher 8.67% annualized return.


CNYUSD=X

YTD

0.36%

1M

0.36%

6M

-1.93%

1Y

-1.15%

5Y*

-0.66%

10Y*

-1.45%

GOLDX

YTD

19.63%

1M

11.20%

6M

8.91%

1Y

56.92%

5Y*

7.59%

10Y*

8.67%

*Annualized

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Risk-Adjusted Performance

CNYUSD=X vs. GOLDX — Risk-Adjusted Performance Rank

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

CNYUSD=X
The Risk-Adjusted Performance Rank of CNYUSD=X is 2525
Overall Rank
The Sharpe Ratio Rank of CNYUSD=X is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYUSD=X is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CNYUSD=X is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CNYUSD=X is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CNYUSD=X is 3030
Martin Ratio Rank

GOLDX
The Risk-Adjusted Performance Rank of GOLDX is 8181
Overall Rank
The Sharpe Ratio Rank of GOLDX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLDX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of GOLDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GOLDX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GOLDX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNYUSD=X vs. GOLDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNY/USD (CNYUSD=X) and Gabelli Gold Fund (GOLDX). 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.


Sharpe ratio
The chart of Sharpe ratio for CNYUSD=X, currently valued at -0.33, compared to the broader market0.002.004.006.008.00-0.331.89
The chart of Sortino ratio for CNYUSD=X, currently valued at -0.47, compared to the broader market0.0010.0020.0030.00-0.472.47
The chart of Omega ratio for CNYUSD=X, currently valued at 0.94, compared to the broader market2.004.006.008.000.941.33
The chart of Calmar ratio for CNYUSD=X, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00-0.061.44
The chart of Martin ratio for CNYUSD=X, currently valued at -0.51, compared to the broader market0.00100.00200.00300.00400.00500.00-0.516.09
CNYUSD=X
GOLDX

The current CNYUSD=X Sharpe Ratio is -0.33, which is lower than the GOLDX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CNYUSD=X and GOLDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.33
1.89
CNYUSD=X
GOLDX

Drawdowns

CNYUSD=X vs. GOLDX - Drawdown Comparison

The maximum CNYUSD=X drawdown since its inception was -17.70%, smaller than the maximum GOLDX drawdown of -79.86%. Use the drawdown chart below to compare losses from any high point for CNYUSD=X and GOLDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.92%
-2.66%
CNYUSD=X
GOLDX

Volatility

CNYUSD=X vs. GOLDX - Volatility Comparison

The current volatility for CNY/USD (CNYUSD=X) is 1.03%, while Gabelli Gold Fund (GOLDX) has a volatility of 5.62%. This indicates that CNYUSD=X experiences smaller price fluctuations and is considered to be less risky than GOLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
1.03%
5.62%
CNYUSD=X
GOLDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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