GC=F vs. BN

Last updated Jun 9, 2026

GC=F (Gold Futures) is an asset, while BN (Brookfield Corporation) is a stock. At a correlation of -0.06, they often move in opposite directions.

Performance

GC=F vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Futures (GC=F) and Brookfield Corporation (BN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BN

• 1D: -0.83%
• 1M: -6.05%
• YTD: -3.44%
• 6M: -4.46%
• 1Y: 13.31%
• 3Y*: 28.82%
• 5Y*: 11.64%
• 10Y*: 14.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GC=F vs. BN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%
BN Brookfield Corporation	-3.44%	20.54%	44.18%	28.60%	-25.98%

Correlation

The correlation between GC=F and BN is -0.06, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	-0.06

Return for Risk

GC=F vs. BN — Risk / Return Rank

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

BN

BN Risk / Return Rank: 55
BN Sharpe Ratio Rank: 59
BN Sortino Ratio Rank: 51
BN Omega Ratio Rank: 50
BN Calmar Ratio Rank: 57
BN Martin Ratio Rank: 60

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.

GC=F vs. BN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) and Brookfield Corporation (BN). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GC=F	BN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.47	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.30	—

Drawdowns

Drawdown Indicators

	GC=F	BN	Difference
Max Drawdown Largest peak-to-trough decline	—	-82.22%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-22.05%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.42%	—
Current Drawdown Current decline from peak	—	-9.89%	—
Average Drawdown Average peak-to-trough decline	—	-28.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.93%	—

Volatility

Volatility by Period

	GC=F	BN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	28.67%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	31.24%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	30.20%	—

Frequently Asked Questions

Can I hold both GC=F and BN in my portfolio?

GC=F and BN have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.