FURY vs. XAUUSD=X
FURY (Fury Gold Mines Limited) is a stock, while XAUUSD=X (Gold Spot Price US Dollar) is a currency. Over the past 10 years, FURY returned -16.00%/yr vs 11.49%/yr for XAUUSD=X. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
FURY vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, FURY achieves a -9.32% return, which is significantly lower than XAUUSD=X's -6.42% return. Over the past 10 years, FURY has underperformed XAUUSD=X with an annualized return of -16.00%, while XAUUSD=X has yielded a comparatively higher 11.49% annualized return.
FURY
- 1D
- -3.08%
- 1M
- -0.93%
- 6M
- -29.51%
- YTD
- -9.32%
- 1Y
- 8.08%
- 3Y*
- 11.53%
- 5Y*
- -11.61%
- 10Y*
- -16.00%
- ALL TIME*
- -8.03%
XAUUSD=X
- 1D
- -1.42%
- 1M
- -1.90%
- 6M
- -17.37%
- YTD
- -6.42%
- 1Y
- 20.28%
- 3Y*
- 27.67%
- 5Y*
- 17.40%
- 10Y*
- 11.49%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.52K | $74.11K | $124.44K | |
XAUUSD=X Gold Spot Price US Dollar | $2.54B | $2.57B | $2.78B |
FURY vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FURY Fury Gold Mines Limited | -9.32% | 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 | -6.42% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 13.14% |
Correlation
The correlation between FURY and XAUUSD=X is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2011 | 0.28 |
Over the past year, FURY and XAUUSD=X have become more correlated (0.56) than their long-term average of 0.28, meaning their price movements have been converging.
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Return for Risk
FURY vs. XAUUSD=X — Risk / Return Rank
FURY
XAUUSD=X
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.
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.
| FURY | XAUUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.68 | -0.54 |
| Martin ratioReturn relative to average drawdown | 0.21 | 1.48 | -1.27 |
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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.
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Drawdown Indicators
| FURY | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -44.69% | -45.47% |
Max Drawdown (1Y)Largest decline over 1 year | -46.85% | -26.61% | -20.24% |
Max Drawdown (3Y)Largest decline over 3 years | -46.85% | -26.61% | -20.24% |
Max Drawdown (5Y)Largest decline over 5 years | -68.39% | -26.61% | -41.78% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -26.61% | -62.80% |
Current DrawdownCurrent decline from peak | -83.02% | -25.35% | -57.67% |
Average DrawdownAverage peak-to-trough decline | -54.39% | -16.63% | -37.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.76% | 13.68% | +17.08% |
Volatility
FURY vs. XAUUSD=X - Volatility Comparison
Fury Gold Mines Limited (FURY) has a higher volatility of 12.83% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.41%. 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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Volatility by Period
| FURY | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.83% | 5.41% | +7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 40.62% | 16.49% | +24.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.86% | 24.14% | +47.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.60% | 16.96% | +45.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.12% | 15.24% | +46.88% |
Frequently Asked Questions
FURY and XAUUSD=X have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FURY has higher volatility (12.83%) compared to XAUUSD=X (5.41%). In terms of maximum drawdown, FURY dropped -90.16% vs XAUUSD=X's -44.69%.
XAUUSD=X currently has the higher Sharpe Ratio (0.75 vs 0.09), 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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