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EGO vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EGO vs. AAAU

Last updated May 12, 2025

Compare and contrast key facts about Eldorado Gold Corporation (EGO) and Goldman Sachs Physical Gold ETF (AAAU).

AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGO or AAAU.

Correlation

The correlation between EGO and AAAU is -1.00. 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.

Performance

EGO vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldorado Gold Corporation (EGO) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EGO:

43.21%

AAAU:

34.92%

Max Drawdown

EGO:

-97.49%

AAAU:

-3.43%

Current Drawdown

EGO:

-81.32%

AAAU:

-2.81%

Returns By Period

EGO

YTD

32.28%

1M

1.71%

6M

18.14%

1Y

28.56%

5Y*

17.24%

10Y*

-2.63%

AAAU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EGO vs. AAAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGO
The Risk-Adjusted Performance Rank of EGO is 7171
Overall Rank
The Sharpe Ratio Rank of EGO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EGO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EGO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EGO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EGO is 7575
Martin Ratio Rank
AAAU
The Risk-Adjusted Performance Rank of AAAU is 9696
Overall Rank
The Sharpe Ratio Rank of AAAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9696
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AAAU 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.

EGO vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Goldman Sachs Physical Gold ETF (AAAU). 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.

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Dividends

EGO vs. AAAU - Dividend Comparison

Neither EGO nor AAAU has paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
EGO
Eldorado Gold Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.54%0.30%
AAAU
Goldman Sachs Physical Gold ETF		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

EGO vs. AAAU - Drawdown Comparison

The maximum EGO drawdown since its inception was -97.49%, which is greater than AAAU's maximum drawdown of -3.43%. Use the drawdown chart below to compare losses from any high point for EGO and AAAU. For additional features, visit the drawdowns tool.

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Volatility

EGO vs. AAAU - Volatility Comparison

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