PortfoliosLab logoPortfoliosLab logo
GDMN vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDMN vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GDMN achieves a -11.31% return, which is significantly higher than AVAV's -29.88% return.


GDMN

1D
-2.56%
1M
-10.55%
YTD
-11.31%
6M
-13.58%
1Y
65.62%
3Y*
56.96%
5Y*
10Y*

AVAV

1D
1.50%
1M
4.00%
YTD
-29.88%
6M
-30.20%
1Y
-10.57%
3Y*
21.79%
5Y*
9.08%
10Y*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDMN vs. AVAV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-11.31%237.09%28.23%12.97%-14.62%6.93%
AVAV
AeroVironment, Inc.
-29.88%57.18%22.10%47.14%38.09%-2.27%

Correlation

The correlation between GDMN and AVAV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GDMN vs. AVAV — Risk / Return Rank

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

GDMN
GDMN Risk / Return Rank: 2929
Overall Rank
GDMN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3333
Omega Ratio Rank
GDMN Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDMN Martin Ratio Rank: 2626
Martin Ratio Rank

AVAV
AVAV Risk / Return Rank: 3737
Overall Rank
AVAV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 3939
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3939
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3636
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3737
Martin Ratio Rank
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.

GDMN vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and AeroVironment, Inc. (AVAV). 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.


GDMNAVAVDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratioReturn relative to maximum drawdown

1.31

-0.18

+1.48

Martin ratioReturn relative to average drawdown

3.42

-0.31

+3.73

GDMN vs. AVAV - Sharpe Ratio Comparison

The current GDMN Sharpe Ratio is 1.00, which is higher than the AVAV Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of GDMN and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GDMN vs. AVAV - Drawdown Comparison

The maximum GDMN drawdown since its inception was -52.82%, smaller than the maximum AVAV drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for GDMN and AVAV.


Loading charts...

Drawdown Indicators


GDMNAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-52.82%

-61.45%

+8.63%

Max Drawdown (1Y)

Largest decline over 1 year

-48.76%

-61.45%

+12.69%

Max Drawdown (3Y)

Largest decline over 3 years

-48.76%

-61.45%

+12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-61.45%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-41.78%

-58.61%

+16.83%

Average Drawdown

Average peak-to-trough decline

-19.09%

-28.74%

+9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.58%

35.23%

-16.65%

Volatility

GDMN vs. AVAV - Volatility Comparison

The current volatility for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) is 22.11%, while AeroVironment, Inc. (AVAV) has a volatility of 26.46%. This indicates that GDMN experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GDMNAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.11%

26.46%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

54.94%

57.81%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

63.83%

74.25%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.18%

56.04%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.18%

52.06%

-3.88%

Dividends

GDMN vs. AVAV - Dividend Comparison

GDMN's dividend yield for the trailing twelve months is around 3.05%, while AVAV has not paid dividends to shareholders.


PositionTTM2025202420232022
AVAV
AeroVironment, Inc.
0.00%0.00%0.00%0.00%0.00%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
3.05%2.70%9.44%7.69%1.44%

Frequently Asked Questions


GDMN and AVAV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (26.46%) compared to GDMN (22.11%). In terms of maximum drawdown, GDMN dropped -52.82% vs AVAV's -61.45%.

GDMN currently has the higher Sharpe Ratio (1.00 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GDMN and AVAV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer