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GAM vs. FOXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAM vs. FOXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General American Investors Company, Inc. (GAM) and Simplify Currency Strategy ETF (FOXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAM achieves a 6.50% return, which is significantly lower than FOXY's 12.88% return.


GAM

1D
-1.39%
1M
-2.72%
YTD
6.50%
6M
6.41%
1Y
27.66%
3Y*
26.17%
5Y*
14.44%
10Y*
15.71%

FOXY

1D
1.30%
1M
1.02%
YTD
12.88%
6M
11.06%
1Y
21.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAM vs. FOXY - Yearly Performance Comparison


Correlation

The correlation between GAM and FOXY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2025

0.14

The correlation between GAM and FOXY shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GAM vs. FOXY — Risk / Return Rank

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

GAM
GAM Risk / Return Rank: 9191
Overall Rank
GAM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 9292
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8585
Calmar Ratio Rank
GAM Martin Ratio Rank: 9393
Martin Ratio Rank

FOXY
FOXY Risk / Return Rank: 7878
Overall Rank
FOXY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FOXY Sortino Ratio Rank: 7878
Sortino Ratio Rank
FOXY Omega Ratio Rank: 7272
Omega Ratio Rank
FOXY Calmar Ratio Rank: 8989
Calmar Ratio Rank
FOXY Martin Ratio Rank: 7676
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.

GAM vs. FOXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) and Simplify Currency Strategy ETF (FOXY). 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.


GAMFOXYDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.45

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

3.20

5.03

-1.82

Martin ratioReturn relative to average drawdown

14.95

13.61

+1.34

GAM vs. FOXY - Sharpe Ratio Comparison

The current GAM Sharpe Ratio is 2.47, which is comparable to the FOXY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GAM and FOXY, 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

GAM vs. FOXY - Drawdown Comparison

The maximum GAM drawdown since its inception was -66.63%, which is greater than FOXY's maximum drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for GAM and FOXY.


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Drawdown Indicators


GAMFOXYDifference

Max Drawdown

Largest peak-to-trough decline

-66.63%

-13.09%

-53.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-4.32%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

Current Drawdown

Current decline from peak

-4.09%

-0.13%

-3.96%

Average Drawdown

Average peak-to-trough decline

-11.56%

-2.09%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.59%

+0.26%

Volatility

GAM vs. FOXY - Volatility Comparison

General American Investors Company, Inc. (GAM) has a higher volatility of 3.78% compared to Simplify Currency Strategy ETF (FOXY) at 3.00%. This indicates that GAM's price experiences larger fluctuations and is considered to be riskier than FOXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMFOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

3.00%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

7.66%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

9.87%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

14.92%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

14.92%

+2.69%

Dividends

GAM vs. FOXY - Dividend Comparison

GAM's dividend yield for the trailing twelve months is around 10.23%, more than FOXY's 8.04% yield.


PositionTTM20252024202320222021202020192018201720162015
FOXY
Simplify Currency Strategy ETF
8.04%5.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAM
General American Investors Company, Inc.
10.23%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%

Frequently Asked Questions


GAM and FOXY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GAM has higher volatility (3.78%) compared to FOXY (3.00%). In terms of maximum drawdown, GAM dropped -66.63% vs FOXY's -13.09%.

GAM currently has the higher Sharpe Ratio (2.47 vs 2.21), 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.

Portfolio Optimizer

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