GC=F vs. STRL

Last updated Jun 13, 2026

GC=F (Gold Futures) is an asset, while STRL (Sterling Infrastructure, Inc.) is a stock. At a correlation of -0.04, they often move in opposite directions.

Performance

GC=F vs. STRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Futures (GC=F) and Sterling Infrastructure, Inc. (STRL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

STRL

• 1D: 2.44%
• 1M: -3.38%
• YTD: 180.50%
• 6M: 172.57%
• 1Y: 323.17%
• 3Y*: 152.83%
• 5Y*: 104.12%
• 10Y*: 67.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GC=F vs. STRL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%
STRL Sterling Infrastructure, Inc.	180.50%	81.79%	91.57%	168.08%	30.47%

Correlation

The correlation between GC=F and STRL is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.04

Return for Risk

GC=F vs. STRL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

STRL

STRL Risk / Return Rank: 97
STRL Sharpe Ratio Rank: 98
STRL Sortino Ratio Rank: 96
STRL Omega Ratio Rank: 95
STRL Calmar Ratio Rank: 98
STRL Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GC=F vs. STRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) and Sterling Infrastructure, Inc. (STRL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GC=F	STRL	Difference
Sharpe ratio: Return per unit of total volatility	—	3.92	—
Sortino ratio: Return per unit of downside risk	—	4.04	—
Omega ratio: Gain probability vs. loss probability	—	1.54	—
Calmar ratio: Return relative to maximum drawdown	—	10.41	—
Martin ratio: Return relative to average drawdown	—	28.52	—

Drawdowns

Drawdown Indicators

	GC=F	STRL	Difference
Max Drawdown Largest peak-to-trough decline	—	-92.51%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-47.67%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-47.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.60%	—
Current Drawdown Current decline from peak	—	-13.56%	—
Average Drawdown Average peak-to-trough decline	—	-46.29%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.30%	—

Volatility

Volatility by Period

	GC=F	STRL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	27.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	65.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	82.41%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	57.29%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	53.58%	—

Frequently Asked Questions

Can I hold both GC=F and STRL in my portfolio?

GC=F and STRL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.