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GLD vs. CDNS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLD achieves a -2.47% return, which is significantly lower than CDNS's 23.16% return. Over the past 10 years, GLD has underperformed CDNS with an annualized return of 12.15%, while CDNS has yielded a comparatively higher 31.77% annualized return.


GLD

1D
0.06%
1M
-10.21%
YTD
-2.47%
6M
-2.25%
1Y
23.81%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

CDNS

1D
0.32%
1M
8.58%
YTD
23.16%
6M
19.10%
1Y
25.05%
3Y*
17.22%
5Y*
24.39%
10Y*
31.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. CDNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
CDNS
Cadence Design Systems, Inc.
23.16%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%

Correlation

The correlation between GLD and CDNS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.08

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.05

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Return for Risk

GLD vs. CDNS — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 6161
Overall Rank
CDNS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 6161
Sortino Ratio Rank
CDNS Omega Ratio Rank: 6060
Omega Ratio Rank
CDNS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CDNS Martin Ratio Rank: 6161
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.

GLD vs. CDNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Cadence Design Systems, Inc. (CDNS). 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.


GLDCDNSDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

0.98

0.87

+0.11

Martin ratioReturn relative to average drawdown

2.81

1.84

+0.97

GLD vs. CDNS - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is higher than the CDNS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GLD and CDNS, 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

GLD vs. CDNS - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for GLD and CDNS.


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Drawdown Indicators


GLDCDNSDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-93.13%

+47.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-28.85%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-29.05%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-29.59%

+5.13%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-32.12%

+7.66%

Current Drawdown

Current decline from peak

-22.05%

-7.55%

-14.50%

Average Drawdown

Average peak-to-trough decline

-16.16%

-39.62%

+23.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

13.63%

-5.14%

Volatility

GLD vs. CDNS - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 16.52%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDCDNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

16.52%

-8.73%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

31.73%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

38.94%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

36.17%

-17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

34.12%

-18.04%

Dividends

GLD vs. CDNS - Dividend Comparison

Neither GLD nor CDNS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and CDNS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDNS has higher volatility (16.52%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs CDNS's -93.13%.

GLD currently has the higher Sharpe Ratio (0.87 vs 0.65), 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 GLD and CDNS

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

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