DRD vs. GLD

In the year-to-date period, DRD achieves a 75.96% return, which is significantly higher than GLD's 25.39% return. Over the past 10 years, DRD has outperformed GLD with an annualized return of 30.35%, while GLD has yielded a comparatively lower 10.25% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) and SPDR Gold Trust (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.

The current DRD Sharpe Ratio is 1.50, which is lower than the GLD Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DRD and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DRD's dividend yield for the trailing twelve months is around 1.84%, while GLD has not paid dividends to shareholders.

The maximum DRD drawdown since its inception was -98.54%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for DRD and GLD.

DRDGOLD Limited (DRD) has a higher volatility of 18.61% compared to SPDR Gold Trust (GLD) at 7.88%. This indicates that DRD'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.