FURY vs. XAUUSD=X

Last updated Jun 6, 2026

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 -12.37%/yr vs 13.28%/yr for XAUUSD=X. At a 0.27 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, FURY achieves a -12.20% return, which is significantly lower than XAUUSD=X's 0.12% return. Over the past 10 years, FURY has underperformed XAUUSD=X with an annualized return of -12.37%, while XAUUSD=X has yielded a comparatively higher 13.28% annualized return.

FURY

• 1D: -6.16%
• 1M: -12.87%
• YTD: -12.20%
• 6M: -16.44%
• 1Y: 7.92%
• 3Y*: 6.03%
• 5Y*: -18.15%
• 10Y*: -12.37%

XAUUSD=X

• 1D: -3.29%
• 1M: -7.74%
• YTD: 0.12%
• 6M: 3.08%
• 1Y: 29.08%
• 3Y*: 30.14%
• 5Y*: 18.01%
• 10Y*: 13.28%

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

FURY vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FURY Fury Gold Mines Limited	-12.20%	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	0.12%	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 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Mar 14, 2011	0.27

Over the past year, FURY and XAUUSD=X have become more correlated (0.52) than their long-term average of 0.27, meaning their price movements have been converging.

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: 47
FURY Sharpe Ratio Rank: 46
FURY Sortino Ratio Rank: 49
FURY Omega Ratio Rank: 47
FURY Calmar Ratio Rank: 46
FURY Martin Ratio Rank: 46

XAUUSD=X

XAUUSD=X Risk / Return Rank: 78
XAUUSD=X Sharpe Ratio Rank: 81
XAUUSD=X Sortino Ratio Rank: 77
XAUUSD=X Omega Ratio Rank: 82
XAUUSD=X Calmar Ratio Rank: 75
XAUUSD=X Martin Ratio Rank: 74

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	0.11	1.00	-0.89
Sortino ratio: Return per unit of downside risk	0.76	1.37	-0.61
Omega ratio: Gain probability vs. loss probability	1.09	1.21	-0.12
Calmar ratio: Return relative to maximum drawdown	0.18	1.14	-0.96
Martin ratio: Return relative to average drawdown	0.31	2.87	-2.57
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 0.11, which is lower than the XAUUSD=X Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FURY and XAUUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FURY	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	1.00	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.97	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.20	0.82	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.58	-0.72

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	-45.19%	-20.13%	-25.06%
Max Drawdown (3Y) Largest decline over 3 years	-45.19%	-20.13%	-25.06%
Max Drawdown (5Y) Largest decline over 5 years	-77.20%	-20.81%	-56.39%
Max Drawdown (10Y) Largest decline over 10 years	-90.16%	-21.35%	-68.81%
Current Drawdown Current decline from peak	-83.56%	-20.13%	-63.43%
Average Drawdown Average peak-to-trough decline	-54.12%	-16.42%	-37.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.91%	8.77%	+17.14%

Volatility

FURY vs. XAUUSD=X - Volatility Comparison

Fury Gold Mines Limited (FURY) has a higher volatility of 11.18% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.61%. 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	11.18%	5.61%	+5.57%
Volatility (6M) Calculated over the trailing 6-month period	50.26%	21.67%	+28.59%
Volatility (1Y) Calculated over the trailing 1-year period	74.39%	22.90%	+51.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.43%	16.58%	+45.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.43%	15.11%	+47.32%

Frequently Asked Questions

Can I hold both FURY and XAUUSD=X in my portfolio?

FURY and XAUUSD=X have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FURY or XAUUSD=X?

FURY has higher volatility (11.18%) compared to XAUUSD=X (5.61%). In terms of maximum drawdown, FURY dropped -90.16% vs XAUUSD=X's -44.69%.

Which has better risk-adjusted returns?

XAUUSD=X currently has the higher Sharpe Ratio (1.00 vs 0.11), 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.