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CSCO vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSCO vs. GLDM

Last updated Jun 9, 2026

CSCO (Cisco Systems, Inc.) is a stock, while GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, CSCO returned 21.53%/yr vs 17.89%/yr for GLDM. At a 0.03 correlation, their price movements are largely independent.

Performance

CSCO vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cisco Systems, Inc. (CSCO) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSCO achieves a 62.91% return, which is significantly higher than GLDM's 0.30% return.

CSCO

1D
2.06%
1M
28.56%
YTD
62.91%
6M
59.13%
1Y
92.26%
3Y*
39.53%
5Y*
21.53%
10Y*
19.19%

GLDM

1D
0.25%
1M
-8.41%
YTD
0.30%
6M
3.19%
1Y
30.55%
3Y*
30.08%
5Y*
17.89%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCO vs. GLDM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CSCO
Cisco Systems, Inc.		62.91%33.47%21.00%9.30%-22.46%45.76%-3.49%13.81%3.96%
GLDM
SPDR Gold MiniShares Trust		0.30%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between CSCO and GLDM is 0.01, 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

0.01

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

0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.03

Compare stocks, funds, or ETFs

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Cisco Systems, Inc.

SPDR Gold MiniShares Trust

Often compared with CSCO:
CSCO vs. HPECSCO vs. VOOCSCO vs. INTCCSCO vs. DELLCSCO vs. JNPRCSCO vs. CMCSACSCO vs. VTI
Often compared with GLDM:
GLDM vs. GLDGLDM vs. IAUGLDM vs. IAUMGLDM vs. GDXGLDM vs. SGOLGLDM vs. VOOGLDM vs. SPY

Return for Risk

CSCO vs. GLDM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSCO
CSCO Risk / Return Rank: 9595
Overall Rank
CSCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CSCO Omega Ratio Rank: 9595
Omega Ratio Rank
CSCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSCO Martin Ratio Rank: 9595
Martin Ratio Rank
GLDM
GLDM Risk / Return Rank: 3434
Overall Rank
GLDM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3939
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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.

CSCO vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and SPDR Gold MiniShares Trust (GLDM). 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.

CSCOGLDMDifference
Sharpe ratioReturn per unit of total volatility
3.02
1.15

+1.87

Sortino ratioReturn per unit of downside risk
3.55
1.54

+2.02

Omega ratioGain probability vs. loss probability

1.54

1.23

+0.31

Calmar ratioReturn relative to maximum drawdown

6.83

1.53

+5.30

Martin ratioReturn relative to average drawdown

19.08

3.85

+15.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSCO vs. GLDM - Sharpe Ratio Comparison

The current CSCO Sharpe Ratio is 3.02, which is higher than the GLDM Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CSCO and GLDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CSCOGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

1.15

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.00

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.99

-0.38

Drawdowns

CSCO vs. GLDM - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for CSCO and GLDM.

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Drawdown Indicators

CSCOGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-89.26%

-21.63%

-67.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-20.00%

+6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-20.00%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.68%

-20.92%

-15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.95%

—

—

Current Drawdown

Current decline from peak

-4.50%

-19.80%

+15.30%

Average Drawdown

Average peak-to-trough decline

-40.13%

-6.24%

-33.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

7.96%

-3.10%

Volatility

CSCO vs. GLDM - Volatility Comparison

Cisco Systems, Inc. (CSCO) has a higher volatility of 16.93% compared to SPDR Gold MiniShares Trust (GLDM) at 5.65%. This indicates that CSCO's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSCOGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.93%

5.65%

+11.28%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

23.31%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

30.76%

26.65%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

17.98%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

16.89%

+8.98%

Dividends

CSCO vs. GLDM - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 1.33%, while GLDM has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSCO
Cisco Systems, Inc.		1.33%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
GLDM
SPDR Gold MiniShares Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CSCO and GLDM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSCO has higher volatility (16.93%) compared to GLDM (5.65%). In terms of maximum drawdown, CSCO dropped -89.26% vs GLDM's -21.63%.

CSCO currently has the higher Sharpe Ratio (3.02 vs 1.15), 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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