ETC-USD vs. GOLD
Compare and contrast key facts about Ethereum Classic (ETC-USD) and Barrick Gold Corporation (GOLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETC-USD or GOLD.
Key characteristics
| ETC-USD | GOLD | |
|---|---|---|
| YTD Return | 0.81% | -5.53% |
| 1Y Return | 15.76% | 9.41% |
| 3Y Return (Ann) | -26.73% | -3.98% |
| 5Y Return (Ann) | 37.06% | 2.94% |
| Sharpe Ratio | -0.75 | 0.40 |
| Sortino Ratio | -0.99 | 0.77 |
| Omega Ratio | 0.90 | 1.10 |
| Calmar Ratio | 0.00 | 0.20 |
| Martin Ratio | -1.34 | 1.41 |
| Ulcer Index | 39.58% | 9.65% |
| Daily Std Dev | 62.18% | 33.89% |
| Max Drawdown | -92.12% | -88.52% |
| Current Drawdown | -83.53% | -61.69% |
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.
Performance
ETC-USD vs. GOLD - Performance Comparison
In the year-to-date period, ETC-USD achieves a 0.81% return, which is significantly higher than GOLD's -5.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 -88.52%. Use the drawdown chart below to compare losses from any high point for ETC-USD and GOLD. For additional features, visit the drawdowns tool.
Volatility
ETC-USD vs. GOLD - Volatility Comparison
Ethereum Classic (ETC-USD) has a higher volatility of 18.47% compared to Barrick Gold Corporation (GOLD) at 9.99%. 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.