FULC vs. GLD
FULC (Fulcrum Therapeutics, Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, FULC returned -18.10%/yr vs 18.15%/yr for GLD. At a 0.04 correlation, their price movements are largely independent.
Performance
FULC vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, FULC achieves a -71.53% return, which is significantly lower than GLD's 2.92% return.
FULC
- 1D
- 2.55%
- 1M
- -54.13%
- YTD
- -71.53%
- 6M
- -64.46%
- 1Y
- -54.23%
- 3Y*
- 1.60%
- 5Y*
- -18.10%
- 10Y*
- —
GLD
- 1D
- -0.99%
- 1M
- -1.65%
- YTD
- 2.92%
- 6M
- 5.43%
- 1Y
- 32.04%
- 3Y*
- 31.09%
- 5Y*
- 18.15%
- 10Y*
- 13.12%
FULC vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FULC Fulcrum Therapeutics, Inc. | -71.53% | 140.64% | -30.37% | -7.28% | -58.85% | 51.07% | -29.63% | 23.26% |
GLD SPDR Gold Shares | 2.92% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 4.70% |
Correlation
The correlation between FULC and GLD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2019 | 0.04 |
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Return for Risk
FULC vs. GLD — Risk / Return Rank
FULC
GLD
FULC vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulcrum Therapeutics, Inc. (FULC) 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.
| FULC | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 1.21 | -1.76 |
Sortino ratioReturn per unit of downside risk | -0.34 | 1.60 | -1.94 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.24 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.68 | -2.37 |
Martin ratioReturn relative to average drawdown | -1.81 | 4.15 | -5.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FULC | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 1.21 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 1.01 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.60 | -0.77 |
Drawdowns
FULC vs. GLD - Drawdown Comparison
The maximum FULC drawdown since its inception was -92.70%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for FULC and GLD.
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Drawdown Indicators
| FULC | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -45.56% | -47.14% |
Max Drawdown (1Y)Largest decline over 1 year | -78.49% | -19.21% | -59.28% |
Max Drawdown (3Y)Largest decline over 3 years | -79.08% | -19.21% | -59.87% |
Max Drawdown (5Y)Largest decline over 5 years | -92.70% | -21.03% | -71.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.00% | — |
Current DrawdownCurrent decline from peak | -89.60% | -17.75% | -71.85% |
Average DrawdownAverage peak-to-trough decline | -62.65% | -16.16% | -46.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.01% | 7.73% | +22.28% |
Volatility
FULC vs. GLD - Volatility Comparison
Fulcrum Therapeutics, Inc. (FULC) has a higher volatility of 73.43% compared to SPDR Gold Shares (GLD) at 5.51%. This indicates that FULC'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
| FULC | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 73.43% | 5.51% | +67.92% |
Volatility (6M)Calculated over the trailing 6-month period | 95.79% | 23.16% | +72.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.47% | 26.61% | +72.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.24% | 18.00% | +93.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.94% | 15.95% | +95.99% |
Dividends
FULC vs. GLD - Dividend Comparison
Neither FULC nor GLD has paid dividends to shareholders.
Frequently Asked Questions
FULC and GLD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FULC has higher volatility (73.43%) compared to GLD (5.51%). In terms of maximum drawdown, FULC dropped -92.70% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (1.21 vs -0.55), 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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