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FURY vs. XAUUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FURY and XAUUSD=X is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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 US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FURY:

-0.41

XAUUSD=X:

2.34

Sortino Ratio

FURY:

-0.56

XAUUSD=X:

3.23

Omega Ratio

FURY:

0.94

XAUUSD=X:

1.42

Calmar Ratio

FURY:

-0.31

XAUUSD=X:

5.18

Martin Ratio

FURY:

-1.43

XAUUSD=X:

13.95

Ulcer Index

FURY:

19.85%

XAUUSD=X:

3.00%

Daily Std Dev

FURY:

51.49%

XAUUSD=X:

17.30%

Max Drawdown

FURY:

-93.35%

XAUUSD=X:

-69.75%

Current Drawdown

FURY:

-91.96%

XAUUSD=X:

-3.78%

Returns By Period

In the year-to-date period, FURY achieves a 1.32% return, which is significantly lower than XAUUSD=X's 25.79% return. Over the past 10 years, FURY has underperformed XAUUSD=X with an annualized return of -11.82%, while XAUUSD=X has yielded a comparatively higher 10.77% annualized return.


FURY

YTD

1.32%

1M

-1.32%

6M

-7.86%

1Y

-20.72%

3Y*

-14.49%

5Y*

-28.33%

10Y*

-11.82%

XAUUSD=X

YTD

25.79%

1M

-2.42%

6M

23.63%

1Y

38.78%

3Y*

20.94%

5Y*

13.71%

10Y*

10.77%

*Annualized

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Fury Gold Mines Limited

Gold Spot US Dollar

Risk-Adjusted Performance

FURY vs. XAUUSD=X — Risk-Adjusted Performance Rank

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

FURY
The Risk-Adjusted Performance Rank of FURY is 2323
Overall Rank
The Sharpe Ratio Rank of FURY is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FURY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FURY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FURY is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FURY is 99
Martin Ratio Rank

XAUUSD=X
The Risk-Adjusted Performance Rank of XAUUSD=X is 9898
Overall Rank
The Sharpe Ratio Rank of XAUUSD=X is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XAUUSD=X is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XAUUSD=X is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XAUUSD=X is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XAUUSD=X is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Fury Gold Mines Limited (FURY) and Gold Spot 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.


The current FURY Sharpe Ratio is -0.41, which is lower than the XAUUSD=X Sharpe Ratio of 2.34. 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.


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Drawdowns

FURY vs. XAUUSD=X - Drawdown Comparison

The maximum FURY drawdown since its inception was -93.35%, which is greater than XAUUSD=X's maximum drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for FURY and XAUUSD=X. For additional features, visit the drawdowns tool.


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Volatility

FURY vs. XAUUSD=X - Volatility Comparison

Fury Gold Mines Limited (FURY) has a higher volatility of 9.18% compared to Gold Spot US Dollar (XAUUSD=X) at 6.93%. 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.


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