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DXYN vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXYN and GLD is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DXYN:

-0.12

GLD:

2.07

Sortino Ratio

DXYN:

0.92

GLD:

2.99

Omega Ratio

DXYN:

1.11

GLD:

1.38

Calmar Ratio

DXYN:

0.02

GLD:

4.88

Martin Ratio

DXYN:

0.07

GLD:

12.92

Ulcer Index

DXYN:

31.63%

GLD:

3.07%

Daily Std Dev

DXYN:

112.89%

GLD:

17.72%

Max Drawdown

DXYN:

-97.93%

GLD:

-45.56%

Current Drawdown

DXYN:

-96.55%

GLD:

-5.51%

Returns By Period

In the year-to-date period, DXYN achieves a 2.79% return, which is significantly lower than GLD's 23.15% return. Over the past 10 years, DXYN has underperformed GLD with an annualized return of -23.45%, while GLD has yielded a comparatively higher 9.79% annualized return.


DXYN

YTD

2.79%

1M

66.63%

6M

6.33%

1Y

-12.99%

5Y*

-0.30%

10Y*

-23.45%

GLD

YTD

23.15%

1M

0.09%

6M

23.15%

1Y

36.34%

5Y*

13.09%

10Y*

9.79%

*Annualized

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Risk-Adjusted Performance

DXYN vs. GLD — Risk-Adjusted Performance Rank

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

DXYN
The Risk-Adjusted Performance Rank of DXYN is 5353
Overall Rank
The Sharpe Ratio Rank of DXYN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DXYN is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DXYN is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DXYN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DXYN is 5050
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9696
Overall Rank
The Sharpe Ratio Rank of GLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9696
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.

DXYN vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) 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 DXYN Sharpe Ratio is -0.12, which is lower than the GLD Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DXYN 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.


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Dividends

DXYN vs. GLD - Dividend Comparison

Neither DXYN nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXYN vs. GLD - Drawdown Comparison

The maximum DXYN drawdown since its inception was -97.93%, 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. For additional features, visit the drawdowns tool.


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Volatility

DXYN vs. GLD - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 43.36% compared to SPDR Gold Trust (GLD) at 8.82%. 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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