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.
Key characteristics
| GC=F | PHYS | |
|---|---|---|
| YTD Return | 12.86% | 13.37% |
| 1Y Return | 21.16% | 21.86% |
| 3Y Return (Ann) | 8.40% | 8.94% |
| 5Y Return (Ann) | 9.60% | 9.79% |
| 10Y Return (Ann) | 5.06% | 5.13% |
| Sharpe Ratio | 1.45 | 1.60 |
| Daily Std Dev | 13.89% | 13.66% |
| Max Drawdown | -44.36% | -48.16% |
| Current Drawdown | -4.36% | -4.24% |
Correlation
The correlation between GC=F and PHYS is 0.32, 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
The year-to-date returns for both investments are quite close, with GC=F having a 12.86% return and PHYS slightly higher at 13.37%. Both investments have delivered pretty close results over the past 10 years, with GC=F having a 5.06% annualized return and PHYS not far ahead at 5.13%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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
The current volatility for Gold (GC=F) is 4.97%, while Sprott Physical Gold Trust (PHYS) has a volatility of 5.27%. 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.