GAU vs. GLD

In the year-to-date period, GAU achieves a 31.71% return, which is significantly higher than GLD's 26.73% return. Over the past 10 years, GAU has underperformed GLD with an annualized return of -0.12%, while GLD has yielded a comparatively higher 10.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Galiano Gold Inc. (GAU) and SPDR Gold Trust (GLD). 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.

The current GAU Sharpe Ratio is -0.08, which is lower than the GLD Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of GAU and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither GAU nor GLD has paid dividends to shareholders.

The maximum GAU drawdown since its inception was -96.20%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for GAU and GLD. For additional features, visit the drawdowns tool.

Galiano Gold Inc. (GAU) has a higher volatility of 29.14% compared to SPDR Gold Trust (GLD) at 8.54%. This indicates that GAU's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.