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 -14.57%/yr vs 11.80%/yr for XAUUSD=X. At a 0.28 correlation, their price movements are largely independent.
Performance
FURY vs. XAUUSD=X - Performance Comparison
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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%
FURY vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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 | -0.69 | ||
| 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 |
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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% | -26.19% | -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 DrawdownCurrent decline from peak | -83.30% | -24.88% | -58.42% |
Average DrawdownAverage peak-to-trough decline | -54.28% | -16.55% | -37.73% |
Ulcer IndexDepth 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
| FURY | XAUUSD=X | Difference | |
|---|---|---|---|
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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