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

Key characteristics


DXYNGLD
YTD Return3.43%14.41%
1Y Return-24.51%16.88%
3Y Return (Ann)-38.78%8.32%
5Y Return (Ann)3.77%12.50%
10Y Return (Ann)-23.84%5.80%
Sharpe Ratio-0.231.29
Daily Std Dev93.55%12.34%
Max Drawdown-98.54%-45.56%
Current Drawdown-97.31%-1.13%

Correlation

-0.50.00.51.0-0.0

The correlation between DXYN and GLD 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.

Performance

DXYN vs. GLD - Performance Comparison

In the year-to-date period, DXYN achieves a 3.43% return, which is significantly lower than GLD's 14.41% return. Over the past 10 years, DXYN has underperformed GLD with an annualized return of -23.84%, while GLD has yielded a comparatively higher 5.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
-94.79%
392.81%
DXYN
GLD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Dixie Group, Inc.

SPDR Gold Trust

Risk-Adjusted Performance

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.


DXYN
Sharpe ratio
The chart of Sharpe ratio for DXYN, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.00-0.23
Sortino ratio
The chart of Sortino ratio for DXYN, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.006.000.31
Omega ratio
The chart of Omega ratio for DXYN, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for DXYN, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22
Martin ratio
The chart of Martin ratio for DXYN, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.48
GLD
Sharpe ratio
The chart of Sharpe ratio for GLD, currently valued at 1.29, compared to the broader market-2.00-1.000.001.002.003.001.29
Sortino ratio
The chart of Sortino ratio for GLD, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.006.001.95
Omega ratio
The chart of Omega ratio for GLD, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for GLD, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for GLD, currently valued at 4.48, compared to the broader market-10.000.0010.0020.0030.004.48

DXYN vs. GLD - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.23, which is lower than the GLD Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of DXYN and GLD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
-0.23
1.29
DXYN
GLD

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 -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 DXYN and GLD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-96.03%
-1.13%
DXYN
GLD

Volatility

DXYN vs. GLD - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 34.43% compared to SPDR Gold Trust (GLD) at 4.84%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
34.43%
4.84%
DXYN
GLD