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GGR vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGR vs. GDE - Performance Comparison

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

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GGR vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGR
Gogoro Inc
27.01%-72.58%-80.63%-18.87%-77.32%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
2.08%73.76%44.79%33.85%-20.28%

Returns By Period

In the year-to-date period, GGR achieves a 27.01% return, which is significantly higher than GDE's 2.08% return.


GGR

1D
1.60%
1M
11.54%
YTD
27.01%
6M
-42.06%
1Y
-35.58%
3Y*
-64.98%
5Y*
10Y*

GDE

1D
5.90%
1M
-13.55%
YTD
2.08%
6M
14.59%
1Y
60.26%
3Y*
44.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GGR vs. GDE — Risk / Return Rank

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

GGR
GGR Risk / Return Rank: 2424
Overall Rank
GGR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GGR Sortino Ratio Rank: 2626
Sortino Ratio Rank
GGR Omega Ratio Rank: 2727
Omega Ratio Rank
GGR Calmar Ratio Rank: 1919
Calmar Ratio Rank
GGR Martin Ratio Rank: 2323
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 8989
Overall Rank
GDE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8989
Sortino Ratio Rank
GDE Omega Ratio Rank: 8989
Omega Ratio Rank
GDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
GDE Martin Ratio Rank: 9090
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.

GGR vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gogoro Inc (GGR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


GGRGDEDifference

Sharpe ratio

Return per unit of total volatility

-0.41

1.88

-2.29

Sortino ratio

Return per unit of downside risk

-0.14

2.40

-2.53

Omega ratio

Gain probability vs. loss probability

0.98

1.36

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.65

2.79

-3.44

Martin ratio

Return relative to average drawdown

-1.02

10.98

-12.01

GGR vs. GDE - Sharpe Ratio Comparison

The current GGR Sharpe Ratio is -0.41, which is lower than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GGR and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGRGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.88

-2.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

1.11

-1.94

Correlation

The correlation between GGR and GDE is 0.16, 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.


Dividends

GGR vs. GDE - Dividend Comparison

GGR has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.23%.


TTM2025202420232022
GGR
Gogoro Inc
0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.23%4.32%7.14%2.22%0.81%

Drawdowns

GGR vs. GDE - Drawdown Comparison

The maximum GGR drawdown since its inception was -99.07%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for GGR and GDE.


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Drawdown Indicators


GGRGDEDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-32.01%

-67.06%

Max Drawdown (1Y)

Largest decline over 1 year

-65.27%

-22.66%

-42.61%

Current Drawdown

Current decline from peak

-98.82%

-17.41%

-81.41%

Average Drawdown

Average peak-to-trough decline

-85.22%

-7.74%

-77.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.50%

5.75%

+35.75%

Volatility

GGR vs. GDE - Volatility Comparison

Gogoro Inc (GGR) has a higher volatility of 28.48% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 12.84%. This indicates that GGR's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.48%

12.84%

+15.64%

Volatility (6M)

Calculated over the trailing 6-month period

53.67%

25.23%

+28.44%

Volatility (1Y)

Calculated over the trailing 1-year period

87.89%

32.26%

+55.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.68%

26.19%

+54.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.68%

26.19%

+54.49%