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DXYN vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXYN vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Dixie Group, Inc. (DXYN) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXYN achieves a -21.78% return, which is significantly lower than GLD's -2.32% return. Over the past 10 years, DXYN has underperformed GLD with an annualized return of -20.75%, while GLD has yielded a comparatively higher 12.13% annualized return.


DXYN

1D
-12.00%
1M
-14.58%
YTD
-21.78%
6M
-31.65%
1Y
-30.98%
3Y*
-35.80%
5Y*
-32.49%
10Y*
-20.75%

GLD

1D
-0.38%
1M
-5.92%
YTD
-2.32%
6M
-2.87%
1Y
24.77%
3Y*
28.69%
5Y*
18.61%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYN vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-21.78%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
GLD
SPDR Gold Shares
-2.32%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between DXYN and GLD is -0.03, 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

-0.03

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

-0.02

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

-0.01

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Return for Risk

DXYN vs. GLD — Risk / Return Rank

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

DXYN
DXYN Risk / Return Rank: 2828
Overall Rank
DXYN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 3434
Sortino Ratio Rank
DXYN Omega Ratio Rank: 3434
Omega Ratio Rank
DXYN Calmar Ratio Rank: 2323
Calmar Ratio Rank
DXYN Martin Ratio Rank: 2323
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2525
Overall Rank
GLD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2424
Sortino Ratio Rank
GLD Omega Ratio Rank: 2828
Omega Ratio Rank
GLD Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLD Martin Ratio Rank: 2323
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.

DXYN vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) and SPDR Gold Shares (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXYNGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.52

1.02

-1.54

Martin ratioReturn relative to average drawdown

-0.94

2.80

-3.74

DXYN vs. GLD - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.32, which is lower than the GLD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DXYN and GLD, 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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Drawdowns

DXYN vs. GLD - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.45%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for DXYN and GLD.


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Drawdown Indicators


DXYNGLDDifference

Max Drawdown

Largest peak-to-trough decline

-98.45%

-45.56%

-52.89%

Max Drawdown (1Y)

Largest decline over 1 year

-59.92%

-24.46%

-35.46%

Max Drawdown (3Y)

Largest decline over 3 years

-77.43%

-24.46%

-52.97%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-24.46%

-71.16%

Max Drawdown (10Y)

Largest decline over 10 years

-95.62%

-24.46%

-71.16%

Current Drawdown

Current decline from peak

-98.19%

-21.94%

-76.25%

Average Drawdown

Average peak-to-trough decline

-62.68%

-16.16%

-46.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.02%

8.86%

+24.16%

Volatility

DXYN vs. GLD - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 39.92% compared to SPDR Gold Shares (GLD) at 8.24%. This indicates that DXYN'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.


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Volatility by Period


DXYNGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.92%

8.24%

+31.68%

Volatility (6M)

Calculated over the trailing 6-month period

77.29%

24.32%

+52.97%

Volatility (1Y)

Calculated over the trailing 1-year period

96.14%

27.50%

+68.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.07%

18.22%

+74.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.35%

16.11%

+78.24%

Dividends

DXYN vs. GLD - Dividend Comparison

Neither DXYN nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXYN and GLD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYN has higher volatility (39.92%) compared to GLD (8.24%). In terms of maximum drawdown, DXYN dropped -98.45% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (0.91 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for DXYN and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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