GC=F vs. PHYS

The year-to-date returns for both stocks are quite close, with GC=F having a 27.71% return and PHYS slightly lower at 27.36%. Over the past 10 years, GC=F has outperformed PHYS with an annualized return of 10.96%, while PHYS has yielded a comparatively lower 10.09% annualized return.

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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.

The current GC=F Sharpe Ratio is 2.42, which is comparable to the PHYS Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of GC=F and PHYS, 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 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.

The current volatility for Gold (GC=F) is 7.75%, while Sprott Physical Gold Trust (PHYS) has a volatility of 8.34%. This indicates that GC=F experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.