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GLD vs. GDDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. GDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and GoDaddy Inc. (GDDY). 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 0.06% return, which is significantly higher than GDDY's -37.55% return. Over the past 10 years, GLD has outperformed GDDY with an annualized return of 12.33%, while GDDY has yielded a comparatively lower 9.29% annualized return.


GLD

1D
2.59%
1M
-4.97%
YTD
0.06%
6M
0.19%
1Y
25.38%
3Y*
29.73%
5Y*
18.31%
10Y*
12.33%

GDDY

1D
1.64%
1M
-11.11%
YTD
-37.55%
6M
-37.41%
1Y
-55.91%
3Y*
1.14%
5Y*
-1.65%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. GDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
0.06%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
GDDY
GoDaddy Inc.
-37.55%-37.13%85.92%41.89%-11.83%2.30%22.13%3.51%30.51%43.86%

Correlation

The correlation between GLD and GDDY is -0.07, 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

-0.07

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

-0.01

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2015

0.00

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Return for Risk

GLD vs. GDDY — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2727
Overall Rank
GLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLD Omega Ratio Rank: 3131
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

GDDY
GDDY Risk / Return Rank: 33
Overall Rank
GDDY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GDDY Sortino Ratio Rank: 11
Sortino Ratio Rank
GDDY Omega Ratio Rank: 22
Omega Ratio Rank
GDDY Calmar Ratio Rank: 44
Calmar Ratio Rank
GDDY Martin Ratio Rank: 66
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. GDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and GoDaddy Inc. (GDDY). 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.


GLDGDDYDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+3.70

Omega ratioGain probability vs. loss probability

1.19

0.70

+0.50

Calmar ratioReturn relative to maximum drawdown

1.04

-0.96

+2.00

Martin ratioReturn relative to average drawdown

2.97

-1.50

+4.47

GLD vs. GDDY - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.93, which is higher than the GDDY Sharpe Ratio of -1.47. The chart below compares the historical Sharpe Ratios of GLD and GDDY, 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. GDDY - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum GDDY drawdown of -64.93%. Use the drawdown chart below to compare losses from any high point for GLD and GDDY.


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Drawdown Indicators


GLDGDDYDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-64.93%

+19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-58.26%

+33.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-64.93%

+40.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-64.93%

+40.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-64.93%

+40.47%

Current Drawdown

Current decline from peak

-20.03%

-63.85%

+43.82%

Average Drawdown

Average peak-to-trough decline

-16.16%

-13.88%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.59%

37.31%

-28.72%

Volatility

GLD vs. GDDY - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 8.37%, while GoDaddy Inc. (GDDY) has a volatility of 15.53%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than GDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDGDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

15.53%

-7.16%

Volatility (6M)

Calculated over the trailing 6-month period

24.21%

32.89%

-8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

27.49%

38.09%

-10.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

32.90%

-14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

34.37%

-18.27%

Dividends

GLD vs. GDDY - Dividend Comparison

Neither GLD nor GDDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and GDDY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDDY has higher volatility (15.53%) compared to GLD (8.37%). In terms of maximum drawdown, GLD dropped -45.56% vs GDDY's -64.93%.

GLD currently has the higher Sharpe Ratio (0.93 vs -1.47), 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

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