FURY vs. XAUUSD=X

Last updated Apr 3, 2026

Compare and contrast key facts about Fury Gold Mines Limited (FURY) and Gold Spot Price US Dollar (XAUUSD=X).

Performance

FURY vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fury Gold Mines Limited (FURY) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

FURY vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FURY Fury Gold Mines Limited	2.17%	59.42%	-26.92%	18.68%	-33.35%	-55.54%	-0.00%	57.36%	-44.20%	-25.94%
XAUUSD=X Gold Spot Price US Dollar	8.19%	64.75%	27.24%	13.14%	-0.25%	-3.50%	24.55%	18.77%	-1.71%	13.14%

Returns By Period

In the year-to-date period, FURY achieves a 2.17% return, which is significantly lower than XAUUSD=X's 8.19% return. Over the past 10 years, FURY has underperformed XAUUSD=X with an annualized return of -6.58%, while XAUUSD=X has yielded a comparatively higher 14.43% annualized return.

FURY

• 1D: -1.36%
• 1M: -13.58%
• YTD: 2.17%
• 6M: -4.23%
• 1Y: 58.22%
• 3Y*: 6.43%
• 5Y*: -13.15%
• 10Y*: -6.58%

XAUUSD=X

• 1D: -1.71%
• 1M: -8.10%
• YTD: 8.19%
• 6M: 21.27%
• 1Y: 49.22%
• 3Y*: 33.08%
• 5Y*: 21.93%
• 10Y*: 14.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FURY vs. XAUUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FURY

FURY Risk / Return Rank: 66
FURY Sharpe Ratio Rank: 67
FURY Sortino Ratio Rank: 69
FURY Omega Ratio Rank: 64
FURY Calmar Ratio Rank: 66
FURY Martin Ratio Rank: 64

XAUUSD=X

XAUUSD=X Risk / Return Rank: 89
XAUUSD=X Sharpe Ratio Rank: 93
XAUUSD=X Sortino Ratio Rank: 91
XAUUSD=X Omega Ratio Rank: 91
XAUUSD=X Calmar Ratio Rank: 84
XAUUSD=X Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FURY vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fury Gold Mines Limited (FURY) and Gold Spot Price US Dollar (XAUUSD=X). 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.

	FURY	XAUUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.78	1.61	-0.83
Sortino ratio Return per unit of downside risk	1.64	2.08	-0.43
Omega ratio Gain probability vs. loss probability	1.19	1.31	-0.11
Calmar ratio Return relative to maximum drawdown	1.30	1.93	-0.63
Martin ratio Return relative to average drawdown	2.78	6.72	-3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FURY vs. XAUUSD=X - Sharpe Ratio Comparison

The current FURY Sharpe Ratio is 0.78, which is lower than the XAUUSD=X Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FURY and XAUUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FURY	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.61	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	1.20	-1.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.10	0.90	-1.00
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.59	-0.72

Correlation

The correlation between FURY and XAUUSD=X is 0.27, 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.

Drawdowns

FURY vs. XAUUSD=X - Drawdown Comparison

The maximum FURY drawdown since its inception was -90.16%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for FURY and XAUUSD=X.

Drawdown Indicators

	FURY	XAUUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-90.16%	-44.69%	-45.47%
Max Drawdown (1Y) Largest decline over 1 year	-44.25%	-19.70%	-24.55%
Max Drawdown (5Y) Largest decline over 5 years	-78.76%	-20.81%	-57.95%
Max Drawdown (10Y) Largest decline over 10 years	-90.16%	-21.35%	-68.81%
Current Drawdown Current decline from peak	-80.86%	-13.69%	-67.17%
Average Drawdown Average peak-to-trough decline	-53.80%	-16.32%	-37.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.70%	5.67%	+15.03%

Volatility

FURY vs. XAUUSD=X - Volatility Comparison

Fury Gold Mines Limited (FURY) has a higher volatility of 18.81% compared to Gold Spot Price US Dollar (XAUUSD=X) at 9.69%. This indicates that FURY's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FURY	XAUUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.81%	9.69%	+9.12%
Volatility (6M) Calculated over the trailing 6-month period	59.90%	21.25%	+38.65%
Volatility (1Y) Calculated over the trailing 1-year period	75.34%	23.73%	+51.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.64%	16.36%	+46.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.32%	15.04%	+48.28%