FKURF vs. GLD
FKURF (Fujikura Ltd) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, FKURF returned 42.81%/yr vs 27.22%/yr for GLD. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
FKURF vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -76.93% return, which is significantly lower than GLD's -6.25% return.
FKURF
- 1D
- 2.92%
- 1M
- -29.19%
- 6M
- -81.00%
- YTD
- -76.93%
- 1Y
- -65.98%
- 3Y*
- 42.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.08%
GLD
- 1D
- -1.49%
- 1M
- -1.74%
- 6M
- -16.50%
- YTD
- -6.25%
- 1Y
- 20.20%
- 3Y*
- 27.22%
- 5Y*
- 16.95%
- 10Y*
- 11.05%
- ALL TIME*
- 10.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FKURF Fujikura Ltd | $1.31M | $920.83K | $912.25K |
| $2.38B | $2.40B | $2.72B |
FKURF vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -76.93% | 147.24% | 480.56% | -8.86% |
GLD SPDR Gold Shares | -6.25% | 63.68% | 26.66% | 6.12% |
Correlation
The correlation between FKURF and GLD is 0.08, 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. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.07 |
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Return for Risk
FKURF vs. GLD — Risk / Return Rank
FKURF
GLD
FKURF vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) 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.
| FKURF | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 0.86 | -1.60 |
| Martin ratioReturn relative to average drawdown | -1.33 | 1.86 | -3.19 |
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Drawdowns
FKURF vs. GLD - Drawdown Comparison
The maximum FKURF drawdown since its inception was -89.20%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for FKURF and GLD.
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Drawdown Indicators
| FKURF | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.20% | -45.56% | -43.64% |
Max Drawdown (1Y)Largest decline over 1 year | -89.20% | -26.40% | -62.80% |
Max Drawdown (3Y)Largest decline over 3 years | -89.20% | -26.40% | -62.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.40% | — |
Current DrawdownCurrent decline from peak | -88.00% | -25.08% | -62.92% |
Average DrawdownAverage peak-to-trough decline | -15.79% | -16.21% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.76% | 12.18% | +37.58% |
Volatility
FKURF vs. GLD - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 26.15% compared to SPDR Gold Shares (GLD) at 6.40%. This indicates that FKURF'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
| FKURF | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.15% | 6.40% | +19.75% |
Volatility (6M)Calculated over the trailing 6-month period | 202.27% | 23.52% | +178.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.83% | 28.13% | +105.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.42% | 18.49% | +76.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.42% | 16.14% | +79.28% |
Dividends
FKURF vs. GLD - Dividend Comparison
Neither FKURF nor GLD has paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
FKURF Fujikura Ltd | 0.00% | 0.29% |
GLD SPDR Gold Shares | 0.00% | 0.00% |
Frequently Asked Questions
FKURF and GLD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (26.15%) compared to GLD (6.40%). In terms of maximum drawdown, FKURF dropped -89.20% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.81 vs -0.50), 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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