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:
2.50
PHYS:
2.22
GC=F:
3.07
PHYS:
2.82
GC=F:
1.44
PHYS:
1.38
GC=F:
4.64
PHYS:
3.67
GC=F:
11.69
PHYS:
10.34
GC=F:
3.17%
PHYS:
3.28%
GC=F:
14.47%
PHYS:
15.27%
GC=F:
-44.36%
PHYS:
-48.16%
GC=F:
-1.57%
PHYS:
-3.23%
Returns By Period
In the year-to-date period, GC=F achieves a 4.39% return, which is significantly higher than PHYS's 4.07% return. Both investments have delivered pretty close results over the past 10 years, with GC=F having a 7.00% annualized return and PHYS not far ahead at 7.08%.
GC=F
4.39%
3.79%
11.94%
37.05%
10.58%
7.00%
PHYS
4.07%
2.85%
10.90%
35.49%
10.79%
7.08%
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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 3.45% compared to Sprott Physical Gold Trust (PHYS) at 3.18%. 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.