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ETC-USD vs. GOLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETC-USD and GOLD is 0.12, 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.


-0.50.00.51.00.1

Performance

ETC-USD vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum Classic (ETC-USD) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
16.66%
-10.52%
ETC-USD
GOLD

Key characteristics

Sharpe Ratio

ETC-USD:

-0.37

GOLD:

0.18

Sortino Ratio

ETC-USD:

-0.10

GOLD:

0.48

Omega Ratio

ETC-USD:

0.99

GOLD:

1.06

Calmar Ratio

ETC-USD:

0.02

GOLD:

0.09

Martin Ratio

ETC-USD:

-0.83

GOLD:

0.52

Ulcer Index

ETC-USD:

32.73%

GOLD:

11.20%

Daily Std Dev

ETC-USD:

64.92%

GOLD:

32.02%

Max Drawdown

ETC-USD:

-92.12%

GOLD:

-88.44%

Current Drawdown

ETC-USD:

-80.65%

GOLD:

-62.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with ETC-USD having a 3.74% return and GOLD slightly lower at 3.61%.


ETC-USD

YTD

3.74%

1M

-2.20%

6M

13.46%

1Y

10.45%

5Y*

16.07%

10Y*

N/A

GOLD

YTD

3.61%

1M

2.42%

6M

-9.67%

1Y

5.86%

5Y*

0.01%

10Y*

4.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ETC-USD vs. GOLD — Risk-Adjusted Performance Rank

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

ETC-USD
The Risk-Adjusted Performance Rank of ETC-USD is 3636
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 3535
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 4949
Overall Rank
The Sharpe Ratio Rank of GOLD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 5050
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 5252
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.

ETC-USD vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) and Barrick Gold Corporation (GOLD). 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 ETC-USD, currently valued at -0.37, compared to the broader market0.002.004.006.008.00-0.37-0.38
The chart of Sortino ratio for ETC-USD, currently valued at -0.10, compared to the broader market0.002.004.00-0.10-0.34
The chart of Omega ratio for ETC-USD, currently valued at 0.99, compared to the broader market1.001.201.401.600.990.96
The chart of Calmar ratio for ETC-USD, currently valued at 0.02, compared to the broader market2.004.006.000.020.09
The chart of Martin ratio for ETC-USD, currently valued at -0.83, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.83-0.95
ETC-USD
GOLD

The current ETC-USD Sharpe Ratio is -0.37, which is lower than the GOLD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ETC-USD and GOLD, 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
-0.37
-0.38
ETC-USD
GOLD

Drawdowns

ETC-USD vs. GOLD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum GOLD drawdown of -88.44%. Use the drawdown chart below to compare losses from any high point for ETC-USD and GOLD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-80.65%
-40.22%
ETC-USD
GOLD

Volatility

ETC-USD vs. GOLD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 22.73% compared to Barrick Gold Corporation (GOLD) at 6.02%. This indicates that ETC-USD's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
22.73%
6.02%
ETC-USD
GOLD
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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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