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GGN vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGN vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GAMCO Global Gold, Natural Resources and Income Trust (GGN) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGN achieves a -0.79% return, which is significantly lower than IXC's 21.76% return. Over the past 10 years, GGN has underperformed IXC with an annualized return of 8.43%, while IXC has yielded a comparatively higher 9.33% annualized return.


GGN

1D
-0.60%
1M
-3.30%
YTD
-0.79%
6M
-2.68%
1Y
19.35%
3Y*
20.42%
5Y*
14.32%
10Y*
8.43%

IXC

1D
1.08%
1M
-9.08%
YTD
21.76%
6M
23.49%
1Y
28.26%
3Y*
16.21%
5Y*
17.91%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGN vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGN
GAMCO Global Gold, Natural Resources and Income Trust
-0.79%48.19%9.59%15.01%6.80%17.41%-8.62%36.59%-19.53%9.54%
IXC
iShares Global Energy ETF
21.76%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between GGN and IXC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2005

0.44

Over the past year, the correlation between GGN and IXC has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

GGN vs. IXC — Risk / Return Rank

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

GGN
GGN Risk / Return Rank: 1212
Overall Rank
GGN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGN Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGN Omega Ratio Rank: 1111
Omega Ratio Rank
GGN Calmar Ratio Rank: 1313
Calmar Ratio Rank
GGN Martin Ratio Rank: 1212
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 4343
Overall Rank
IXC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXC Omega Ratio Rank: 3939
Omega Ratio Rank
IXC Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
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.

GGN vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GAMCO Global Gold, Natural Resources and Income Trust (GGN) and iShares Global Energy ETF (IXC). 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.


GGNIXCDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.16

2.13

-0.98

Martin ratioReturn relative to average drawdown

3.23

7.61

-4.38

GGN vs. IXC - Sharpe Ratio Comparison

The current GGN Sharpe Ratio is 0.82, which is lower than the IXC Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GGN and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGN vs. IXC - Drawdown Comparison

The maximum GGN drawdown since its inception was -73.04%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for GGN and IXC.


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Drawdown Indicators


GGNIXCDifference

Max Drawdown

Largest peak-to-trough decline

-73.04%

-67.88%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-13.31%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.80%

-19.06%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-24.93%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-53.04%

-64.16%

+11.12%

Current Drawdown

Current decline from peak

-13.44%

-12.37%

-1.07%

Average Drawdown

Average peak-to-trough decline

-31.74%

-17.46%

-14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

3.76%

+2.24%

Volatility

GGN vs. IXC - Volatility Comparison

GAMCO Global Gold, Natural Resources and Income Trust (GGN) has a higher volatility of 6.94% compared to iShares Global Energy ETF (IXC) at 6.48%. This indicates that GGN's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGNIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

6.48%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

15.81%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

19.19%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

23.48%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

26.87%

-3.78%

GGN vs. IXC - Expense Ratio Comparison

GGN has a 0.02% expense ratio, which is lower than IXC's 0.40% expense ratio.


Dividends

GGN vs. IXC - Dividend Comparison

GGN's dividend yield for the trailing twelve months is around 7.27%, more than IXC's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GGN
GAMCO Global Gold, Natural Resources and Income Trust
7.27%6.98%9.55%10.37%9.92%9.60%13.68%13.64%16.22%11.52%15.85%17.68%
IXC
iShares Global Energy ETF
3.12%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


GGN and IXC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGN has higher volatility (6.94%) compared to IXC (6.48%). In terms of maximum drawdown, GGN dropped -73.04% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (1.48 vs 0.82), 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.

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