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DRI vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRI and GLDM is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

DRI vs. GLDM - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
108.40%
106.47%
DRI
GLDM

Key characteristics

Sharpe Ratio

DRI:

0.72

GLDM:

1.96

Sortino Ratio

DRI:

1.45

GLDM:

2.58

Omega Ratio

DRI:

1.17

GLDM:

1.34

Calmar Ratio

DRI:

0.99

GLDM:

3.60

Martin Ratio

DRI:

2.01

GLDM:

10.29

Ulcer Index

DRI:

9.85%

GLDM:

2.83%

Daily Std Dev

DRI:

27.44%

GLDM:

14.88%

Max Drawdown

DRI:

-72.80%

GLDM:

-21.63%

Current Drawdown

DRI:

0.00%

GLDM:

-5.88%

Returns By Period

In the year-to-date period, DRI achieves a 18.27% return, which is significantly lower than GLDM's 27.06% return.


DRI

YTD

18.27%

1M

15.38%

6M

24.72%

1Y

19.80%

5Y*

14.37%

10Y*

17.00%

GLDM

YTD

27.06%

1M

-0.97%

6M

12.95%

1Y

28.19%

5Y*

12.04%

10Y*

N/A

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Risk-Adjusted Performance

DRI vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Darden Restaurants, Inc. (DRI) 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.


Sharpe ratio
The chart of Sharpe ratio for DRI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.721.96
The chart of Sortino ratio for DRI, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.452.58
The chart of Omega ratio for DRI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.34
The chart of Calmar ratio for DRI, currently valued at 0.99, compared to the broader market0.002.004.006.000.993.60
The chart of Martin ratio for DRI, currently valued at 2.01, compared to the broader market-5.000.005.0010.0015.0020.0025.002.0110.29
DRI
GLDM

The current DRI Sharpe Ratio is 0.72, which is lower than the GLDM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DRI and GLDM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.72
1.96
DRI
GLDM

Dividends

DRI vs. GLDM - Dividend Comparison

DRI's dividend yield for the trailing twelve months is around 2.89%, while GLDM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DRI
Darden Restaurants, Inc.
2.89%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%3.86%
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%

Drawdowns

DRI vs. GLDM - Drawdown Comparison

The maximum DRI drawdown since its inception was -72.80%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for DRI and GLDM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.88%
DRI
GLDM

Volatility

DRI vs. GLDM - Volatility Comparison

Darden Restaurants, Inc. (DRI) has a higher volatility of 15.73% compared to SPDR Gold MiniShares Trust (GLDM) at 5.16%. This indicates that DRI'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
15.73%
5.16%
DRI
GLDM
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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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