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 0.35, 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:
2.53
PHYS:
2.58
GC=F:
3.16
PHYS:
3.18
GC=F:
1.45
PHYS:
1.43
GC=F:
4.66
PHYS:
4.28
GC=F:
12.10
PHYS:
12.04
GC=F:
3.08%
PHYS:
3.28%
GC=F:
14.87%
PHYS:
15.35%
GC=F:
-44.36%
PHYS:
-48.16%
GC=F:
0.00%
PHYS:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with GC=F having a 19.62% return and PHYS slightly higher at 19.86%. Both investments have delivered pretty close results over the past 10 years, with GC=F having a 8.90% annualized return and PHYS not far ahead at 9.32%.
GC=F
19.62%
10.87%
17.91%
40.63%
12.37%
8.90%
PHYS
19.86%
9.23%
17.01%
38.10%
13.20%
9.32%
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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) and Sprott Physical Gold Trust (PHYS) have volatilities of 2.89% and 2.89%, 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.