EVR vs. GLD
EVR (Evercore Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, EVR returned 24.68%/yr vs 12.15%/yr for GLD. At a 0.01 correlation, their price movements are largely independent.
Performance
EVR vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, EVR achieves a 5.58% return, which is significantly higher than GLD's -2.47% return. Over the past 10 years, EVR has outperformed GLD with an annualized return of 24.68%, while GLD has yielded a comparatively lower 12.15% annualized return.
EVR
- 1D
- 0.64%
- 1M
- 7.42%
- YTD
- 5.58%
- 6M
- 6.58%
- 1Y
- 50.39%
- 3Y*
- 44.27%
- 5Y*
- 22.48%
- 10Y*
- 24.68%
GLD
- 1D
- 0.06%
- 1M
- -7.37%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
EVR vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVR Evercore Inc. | 5.58% | 24.25% | 64.35% | 60.59% | -17.60% | 26.29% | 51.68% | 7.39% | -18.93% | 33.42% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between EVR and GLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2006 | 0.01 |
The correlation between EVR and GLD shifts across timeframes, from -0.00 (10 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EVR vs. GLD — Risk / Return Rank
EVR
GLD
EVR vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evercore Inc. (EVR) and SPDR Gold Shares (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVR | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.98 | +0.56 |
| Martin ratioReturn relative to average drawdown | 3.91 | 2.81 | +1.10 |
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Drawdowns
EVR vs. GLD - Drawdown Comparison
The maximum EVR drawdown since its inception was -81.49%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for EVR and GLD.
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Drawdown Indicators
| EVR | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.49% | -45.56% | -35.93% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -24.46% | -5.62% |
Max Drawdown (3Y)Largest decline over 3 years | -47.86% | -24.46% | -23.40% |
Max Drawdown (5Y)Largest decline over 5 years | -49.61% | -24.46% | -25.15% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -24.46% | -42.96% |
Current DrawdownCurrent decline from peak | -6.24% | -22.05% | +15.81% |
Average DrawdownAverage peak-to-trough decline | -20.84% | -16.16% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.83% | 8.49% | +3.34% |
Volatility
EVR vs. GLD - Volatility Comparison
Evercore Inc. (EVR) has a higher volatility of 11.25% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that EVR'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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Volatility by Period
| EVR | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 7.79% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 27.79% | 24.10% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.98% | 27.37% | +8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.84% | 18.22% | +17.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.91% | 16.08% | +20.83% |
Dividends
EVR vs. GLD - Dividend Comparison
EVR's dividend yield for the trailing twelve months is around 0.95%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVR Evercore Inc. | 0.95% | 0.98% | 1.14% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVR and GLD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVR has higher volatility (11.25%) compared to GLD (7.79%). In terms of maximum drawdown, EVR dropped -81.49% vs GLD's -45.56%.
EVR currently has the higher Sharpe Ratio (1.29 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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