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FURY vs. XAUUSD=X
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, FURY achieves a -10.85% return, which is significantly lower than XAUUSD=X's -5.84% return. Over the past 10 years, FURY has underperformed XAUUSD=X with an annualized return of -14.57%, while XAUUSD=X has yielded a comparatively higher 11.80% annualized return.


FURY

1D
-1.31%
1M
-1.68%
6M
-9.78%
YTD
-10.85%
1Y
1.39%
3Y*
10.83%
5Y*
-14.48%
10Y*
-14.57%

XAUUSD=X

1D
-1.22%
1M
-3.51%
6M
-10.93%
YTD
-5.84%
1Y
21.30%
3Y*
27.57%
5Y*
17.63%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FURY vs. XAUUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FURY
Fury Gold Mines Limited
-10.85%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
-5.84%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 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

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 (0.55) 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

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

FURY
FURY Risk / Return Rank: 4747
Overall Rank
FURY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FURY Sortino Ratio Rank: 4949
Sortino Ratio Rank
FURY Omega Ratio Rank: 4848
Omega Ratio Rank
FURY Calmar Ratio Rank: 4646
Calmar Ratio Rank
FURY Martin Ratio Rank: 4646
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 7878
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 7979
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8282
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
Martin Ratio Rank
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.

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.


FURYXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratioReturn relative to maximum drawdown

0.03

0.64

-0.62

Martin ratioReturn relative to average drawdown

0.04

1.56

-1.52

FURY vs. XAUUSD=X - Sharpe Ratio Comparison

The current FURY Sharpe Ratio is 0.02, which is lower than the XAUUSD=X Sharpe Ratio of 0.71. 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.


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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


FURYXAUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-90.16%

-44.69%

-45.47%

Max Drawdown (1Y)

Largest decline over 1 year

-46.85%

-26.19%

-20.66%

Max Drawdown (3Y)

Largest decline over 3 years

-46.85%

-26.19%

-20.66%

Max Drawdown (5Y)

Largest decline over 5 years

-71.81%

-26.19%

-45.62%

Max Drawdown (10Y)

Largest decline over 10 years

-90.16%

-26.19%

-63.97%

Current Drawdown

Current decline from peak

-83.30%

-24.88%

-58.42%

Average Drawdown

Average peak-to-trough decline

-54.28%

-16.55%

-37.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.04%

12.00%

+17.04%

Volatility

FURY vs. XAUUSD=X - Volatility Comparison

Fury Gold Mines Limited (FURY) has a higher volatility of 14.91% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.69%. 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.


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Volatility by Period


FURYXAUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.91%

5.69%

+9.22%

Volatility (6M)

Calculated over the trailing 6-month period

49.31%

17.26%

+32.05%

Volatility (1Y)

Calculated over the trailing 1-year period

72.42%

23.93%

+48.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.65%

16.87%

+45.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.27%

15.20%

+47.07%

Frequently Asked Questions


FURY and XAUUSD=X have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FURY has higher volatility (14.91%) compared to XAUUSD=X (5.69%). In terms of maximum drawdown, FURY dropped -90.16% vs XAUUSD=X's -44.69%.

XAUUSD=X currently has the higher Sharpe Ratio (0.71 vs 0.02), 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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