GC=F vs. HG=F

In the year-to-date period, GC=F achieves a 21.91% return, which is significantly higher than HG=F's 14.08% return. Over the past 10 years, GC=F has outperformed HG=F with an annualized return of 10.27%, while HG=F has yielded a comparatively lower 4.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gold (GC=F) and Copper (HG=F). 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 GC=F Sharpe Ratio is 1.91, which is higher than the HG=F Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of GC=F and HG=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum GC=F drawdown since its inception was -44.36%, smaller than the maximum HG=F drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for GC=F and HG=F. For additional features, visit the drawdowns tool.

Gold (GC=F) and Copper (HG=F) have volatilities of 8.79% and 8.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.