GC=F vs. GOLD

In the year-to-date period, GC=F achieves a 21.15% return, which is significantly lower than GOLD's 22.37% return. Over the past 10 years, GC=F has outperformed GOLD with an annualized return of 10.04%, while GOLD has yielded a comparatively lower 5.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gold (GC=F) and Barrick Gold Corporation (GOLD). 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 1.95, which is higher than the GOLD Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GC=F and GOLD, 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 GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for GC=F and GOLD. For additional features, visit the drawdowns tool.

The current volatility for Gold (GC=F) is 9.34%, while Barrick Gold Corporation (GOLD) has a volatility of 13.87%. This indicates that GC=F experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.