EXEL vs. GLDM
EXEL (Exelixis, Inc.) is a stock, while GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, EXEL returned 25.77%/yr vs 17.31%/yr for GLDM. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
EXEL vs. GLDM - Performance Comparison
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Returns By Period
In the year-to-date period, EXEL achieves a 20.99% return, which is significantly higher than GLDM's -6.13% return.
EXEL
- 1D
- -5.25%
- 1M
- -1.72%
- 6M
- 28.22%
- YTD
- 20.99%
- 1Y
- 46.41%
- 3Y*
- 39.27%
- 5Y*
- 25.77%
- 10Y*
- 19.21%
- ALL TIME*
- 4.71%
GLDM
- 1D
- -1.46%
- 1M
- 0.28%
- 6M
- -16.53%
- YTD
- -6.13%
- 1Y
- 23.01%
- 3Y*
- 27.59%
- 5Y*
- 17.31%
- 10Y*
- —
- ALL TIME*
- 15.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EXEL Exelixis, Inc. | $119.34M | $130.32M | $139.06M |
| $263.44M | $251.25M | $317.77M |
EXEL vs. GLDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXEL Exelixis, Inc. | 20.99% | 31.62% | 38.81% | 49.56% | -12.25% | -8.92% | 13.90% | -10.42% | 0.67% |
GLDM SPDR Gold MiniShares Trust | -6.13% | 64.20% | 27.08% | 13.04% | -0.47% | -4.01% | 25.10% | 18.10% | 1.75% |
Correlation
The correlation between EXEL and GLDM is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018 | 0.03 |
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Return for Risk
EXEL vs. GLDM — Risk / Return Rank
EXEL
GLDM
EXEL vs. GLDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) and SPDR Gold MiniShares Trust (GLDM). 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.
| EXEL | GLDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 0.88 | +1.95 |
| Martin ratioReturn relative to average drawdown | 8.84 | 1.90 | +6.94 |
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Drawdowns
EXEL vs. GLDM - Drawdown Comparison
The maximum EXEL drawdown since its inception was -97.38%, which is greater than GLDM's maximum drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for EXEL and GLDM.
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Drawdown Indicators
| EXEL | GLDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -26.27% | -71.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.47% | -26.27% | +9.80% |
Max Drawdown (3Y)Largest decline over 3 years | -25.34% | -26.27% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -26.27% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -57.20% | — | — |
Current DrawdownCurrent decline from peak | -7.13% | -24.94% | +17.81% |
Average DrawdownAverage peak-to-trough decline | -70.68% | -6.56% | -64.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 12.12% | -6.85% |
Volatility
EXEL vs. GLDM - Volatility Comparison
Exelixis, Inc. (EXEL) has a higher volatility of 8.73% compared to SPDR Gold MiniShares Trust (GLDM) at 6.35%. This indicates that EXEL's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXEL | GLDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 6.35% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 24.34% | 23.37% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.10% | 27.92% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.68% | 18.39% | +17.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.47% | 17.10% | +27.37% |
Dividends
EXEL vs. GLDM - Dividend Comparison
Neither EXEL nor GLDM has paid dividends to shareholders.
Frequently Asked Questions
EXEL and GLDM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXEL has higher volatility (8.73%) compared to GLDM (6.35%). In terms of maximum drawdown, EXEL dropped -97.38% vs GLDM's -26.27%.
EXEL currently has the higher Sharpe Ratio (1.33 vs 0.83), 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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