GILD vs. GSG
GILD (Gilead Sciences, Inc.) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, GILD returned 7.86%/yr vs 7.69%/yr for GSG. At a 0.10 correlation, their price movements are largely independent.
Performance
GILD vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, GILD achieves a 5.69% return, which is significantly lower than GSG's 42.58% return. Both investments have delivered pretty close results over the past 10 years, with GILD having a 7.86% annualized return and GSG not far behind at 7.69%.
GILD
- 1D
- 1.11%
- 1M
- -2.79%
- YTD
- 5.69%
- 6M
- 4.46%
- 1Y
- 21.12%
- 3Y*
- 22.39%
- 5Y*
- 18.17%
- 10Y*
- 7.86%
GSG
- 1D
- 0.77%
- 1M
- -4.83%
- YTD
- 42.58%
- 6M
- 41.06%
- 1Y
- 51.52%
- 3Y*
- 19.31%
- 5Y*
- 15.74%
- 10Y*
- 7.69%
GILD vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 5.69% | 36.59% | 18.68% | -1.99% | 23.63% | 29.95% | -6.70% | 7.88% | -9.92% | 2.96% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between GILD and GSG is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2006 | 0.10 |
The correlation between GILD and GSG shifts across timeframes, from -0.11 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GILD vs. GSG — Risk / Return Rank
GILD
GSG
GILD vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| GILD | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 5.47 | -4.27 |
| Martin ratioReturn relative to average drawdown | 3.03 | 14.39 | -11.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GILD | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.26 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.70 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.35 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | -0.09 | +0.47 |
Drawdowns
GILD vs. GSG - Drawdown Comparison
The maximum GILD drawdown since its inception was -70.83%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for GILD and GSG.
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Drawdown Indicators
| GILD | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.83% | -89.62% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.65% | -9.46% | -8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -14.94% | -11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -29.12% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | -57.64% | +27.17% |
Current DrawdownCurrent decline from peak | -16.74% | -56.95% | +40.21% |
Average DrawdownAverage peak-to-trough decline | -22.16% | -63.71% | +41.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 3.59% | +3.39% |
Volatility
GILD vs. GSG - Volatility Comparison
Gilead Sciences, Inc. (GILD) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 7.30% and 7.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GILD | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 7.65% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 20.42% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 22.95% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 22.61% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.49% | 22.03% | +3.46% |
Dividends
GILD vs. GSG - Dividend Comparison
GILD's dividend yield for the trailing twelve months is around 2.47%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 2.47% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GILD and GSG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.65%) compared to GILD (7.30%). In terms of maximum drawdown, GILD dropped -70.83% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (2.26 vs 0.81), 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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