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

Correlation

The correlation between DRI and GLDM is -0.01. 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.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
31.82%
12.19%
DRI
GLDM

Key characteristics

Sharpe Ratio

DRI:

0.70

GLDM:

2.29

Sortino Ratio

DRI:

1.42

GLDM:

2.97

Omega Ratio

DRI:

1.17

GLDM:

1.40

Calmar Ratio

DRI:

0.97

GLDM:

4.27

Martin Ratio

DRI:

1.96

GLDM:

11.64

Ulcer Index

DRI:

9.85%

GLDM:

2.97%

Daily Std Dev

DRI:

27.50%

GLDM:

15.06%

Max Drawdown

DRI:

-72.80%

GLDM:

-21.63%

Current Drawdown

DRI:

-2.91%

GLDM:

-3.08%

Returns By Period

In the year-to-date period, DRI achieves a -1.88% return, which is significantly lower than GLDM's 2.96% return.


DRI

YTD

-1.88%

1M

-2.35%

6M

28.70%

1Y

18.21%

5Y*

12.73%

10Y*

16.10%

GLDM

YTD

2.96%

1M

2.98%

6M

12.58%

1Y

33.06%

5Y*

11.54%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DRI vs. GLDM — Risk-Adjusted Performance Rank

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

DRI
The Risk-Adjusted Performance Rank of DRI is 7070
Overall Rank
The Sharpe Ratio Rank of DRI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DRI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DRI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DRI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DRI is 6666
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 8383
Overall Rank
The Sharpe Ratio Rank of GLDM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 7878
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.

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 0.70, compared to the broader market-2.000.002.004.000.702.29
The chart of Sortino ratio for DRI, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.422.97
The chart of Omega ratio for DRI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.40
The chart of Calmar ratio for DRI, currently valued at 0.96, compared to the broader market0.002.004.006.000.974.27
The chart of Martin ratio for DRI, currently valued at 1.96, compared to the broader market-10.000.0010.0020.0030.001.9611.64
DRI
GLDM

The current DRI Sharpe Ratio is 0.70, which is lower than the GLDM Sharpe Ratio of 2.29. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.70
2.29
DRI
GLDM

Dividends

DRI vs. GLDM - Dividend Comparison

DRI's dividend yield for the trailing twelve months is around 3.03%, while GLDM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DRI
Darden Restaurants, Inc.
3.03%2.90%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%
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%AugustSeptemberOctoberNovemberDecember2025
-2.91%
-3.08%
DRI
GLDM

Volatility

DRI vs. GLDM - Volatility Comparison

Darden Restaurants, Inc. (DRI) has a higher volatility of 15.13% compared to SPDR Gold MiniShares Trust (GLDM) at 4.29%. 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%AugustSeptemberOctoberNovemberDecember2025
15.13%
4.29%
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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