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 0.33, 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:
2.06
PHYS:
1.87
GC=F:
2.59
PHYS:
2.42
GC=F:
1.37
PHYS:
1.32
GC=F:
3.78
PHYS:
3.07
GC=F:
10.45
PHYS:
9.18
GC=F:
2.89%
PHYS:
3.08%
GC=F:
14.53%
PHYS:
15.14%
GC=F:
-44.36%
PHYS:
-48.16%
GC=F:
-5.73%
PHYS:
-6.69%
Returns By Period
The year-to-date returns for both stocks are quite close, with GC=F having a 27.46% return and PHYS slightly lower at 26.87%. Both investments have delivered pretty close results over the past 10 years, with GC=F having a 7.37% annualized return and PHYS not far ahead at 7.64%.
GC=F
27.46%
-0.74%
13.48%
28.91%
10.83%
7.37%
PHYS
26.87%
-0.93%
12.15%
27.59%
11.32%
7.64%
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Risk-Adjusted Performance
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 5.48% compared to Sprott Physical Gold Trust (PHYS) at 5.19%. 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.