GILD vs. SHLD
GILD (Gilead Sciences, Inc.) is a stock, while SHLD (Global X Defense Tech ETF) is Aerospace & Defense fund tracking the Global X Defense Tech Index. Over the past year, GILD returned 15.06% vs 10.40% for SHLD. At a 0.16 correlation, their price movements are largely independent.
Performance
GILD vs. SHLD - Performance Comparison
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Returns By Period
In the year-to-date period, GILD achieves a 2.90% return, which is significantly higher than SHLD's -1.50% return.
GILD
- 1D
- -0.22%
- 1M
- -5.61%
- YTD
- 2.90%
- 6M
- 5.60%
- 1Y
- 15.06%
- 3Y*
- 21.02%
- 5Y*
- 17.08%
- 10Y*
- 7.84%
SHLD
- 1D
- -2.04%
- 1M
- 0.05%
- YTD
- -1.50%
- 6M
- -1.03%
- 1Y
- 10.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GILD vs. SHLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 2.90% | 36.59% | 18.68% | 7.49% |
SHLD Global X Defense Tech ETF | -1.50% | 74.16% | 35.03% | 12.89% |
Correlation
The correlation between GILD and SHLD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.16 |
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Return for Risk
GILD vs. SHLD — Risk / Return Rank
GILD
SHLD
GILD vs. SHLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) and Global X Defense Tech ETF (SHLD). 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.
| GILD | SHLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.52 | +0.18 |
| Martin ratioReturn relative to average drawdown | 1.99 | 1.28 | +0.70 |
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Drawdowns
GILD vs. SHLD - Drawdown Comparison
The maximum GILD drawdown since its inception was -70.83%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for GILD and SHLD.
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Drawdown Indicators
| GILD | SHLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.83% | -20.10% | -50.73% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -20.10% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | — | — |
Current DrawdownCurrent decline from peak | -18.93% | -18.20% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -3.34% | -18.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 8.12% | -0.51% |
Volatility
GILD vs. SHLD - Volatility Comparison
The current volatility for Gilead Sciences, Inc. (GILD) is 7.95%, while Global X Defense Tech ETF (SHLD) has a volatility of 9.05%. This indicates that GILD experiences smaller price fluctuations and is considered to be less risky than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GILD | SHLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 9.05% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 19.94% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.62% | 24.55% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 21.29% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.52% | 21.29% | +4.23% |
Dividends
GILD vs. SHLD - Dividend Comparison
GILD's dividend yield for the trailing twelve months is around 2.54%, more than SHLD's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 2.54% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
SHLD Global X Defense Tech ETF | 0.56% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GILD and SHLD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHLD has higher volatility (9.05%) compared to GILD (7.95%). In terms of maximum drawdown, GILD dropped -70.83% vs SHLD's -20.10%.
GILD currently has the higher Sharpe Ratio (0.57 vs 0.43), 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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