GC=F vs. PHYS
Compare and contrast key facts about Gold (GC=F) and Sprott Physical Gold Trust (PHYS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GC=F or PHYS.
Correlation
The correlation between GC=F and PHYS is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GC=F vs. PHYS - Performance Comparison
Key characteristics
GC=F:
2.44
PHYS:
2.35
GC=F:
3.03
PHYS:
2.97
GC=F:
1.44
PHYS:
1.40
GC=F:
4.55
PHYS:
3.89
GC=F:
11.44
PHYS:
10.91
GC=F:
3.18%
PHYS:
3.29%
GC=F:
14.51%
PHYS:
15.29%
GC=F:
-44.36%
PHYS:
-48.16%
GC=F:
-0.84%
PHYS:
-2.17%
Returns By Period
The year-to-date returns for both investments are quite close, with GC=F having a 5.17% return and PHYS slightly higher at 5.21%. Both investments have delivered pretty close results over the past 10 years, with GC=F having a 6.96% annualized return and PHYS not far ahead at 7.07%.
GC=F
5.17%
5.19%
15.00%
36.90%
10.65%
6.96%
PHYS
5.21%
4.85%
13.86%
35.66%
10.97%
7.07%
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Risk-Adjusted Performance
GC=F vs. PHYS — Risk-Adjusted Performance Rank
GC=F
PHYS
GC=F vs. PHYS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold (GC=F) and Sprott Physical Gold Trust (PHYS). 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.
Drawdowns
GC=F vs. PHYS - Drawdown Comparison
The maximum GC=F drawdown since its inception was -44.36%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for GC=F and PHYS. For additional features, visit the drawdowns tool.
Volatility
GC=F vs. PHYS - Volatility Comparison
Gold (GC=F) has a higher volatility of 3.44% compared to Sprott Physical Gold Trust (PHYS) at 3.27%. This indicates that GC=F's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.