GDL.TO vs. CGL.TO

In the year-to-date period, GDL.TO achieves a -6.34% return, which is significantly lower than CGL.TO's 25.60% return. Both investments have delivered pretty close results over the past 10 years, with GDL.TO having a 9.43% annualized return and CGL.TO not far behind at 9.24%.

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This table presents a comparison of risk-adjusted performance metrics for Goodfellow Inc. (GDL.TO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). 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 GDL.TO Sharpe Ratio is -0.43, which is lower than the CGL.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of GDL.TO and CGL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GDL.TO's dividend yield for the trailing twelve months is around 7.16%, while CGL.TO has not paid dividends to shareholders.

The maximum GDL.TO drawdown since its inception was -100.00%, which is greater than CGL.TO's maximum drawdown of -45.96%. Use the drawdown chart below to compare losses from any high point for GDL.TO and CGL.TO. For additional features, visit the drawdowns tool.

Goodfellow Inc. (GDL.TO) has a higher volatility of 9.52% compared to iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) at 8.40%. This indicates that GDL.TO's price experiences larger fluctuations and is considered to be riskier than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.