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GLD vs. HUBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. HUBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and HubSpot, Inc. (HUBS). 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 higher than HUBS's -53.16% return. Over the past 10 years, GLD has underperformed HUBS with an annualized return of 12.15%, while HUBS has yielded a comparatively higher 14.57% annualized return.


GLD

1D
0.06%
1M
-9.52%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

HUBS

1D
0.83%
1M
-5.24%
YTD
-53.16%
6M
-50.00%
1Y
-66.10%
3Y*
-28.43%
5Y*
-18.40%
10Y*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. HUBS - 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%
HUBS
HubSpot, Inc.
-53.16%-42.41%20.02%100.79%-56.14%66.27%150.12%26.06%42.23%88.09%

Correlation

The correlation between GLD and HUBS 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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.03

The correlation between GLD and HUBS shifts across timeframes, from -0.07 (1 year) to 0.04 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. HUBS — 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

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

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


GLDHUBSDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.18

0.77

+0.42

Calmar ratioReturn relative to maximum drawdown

0.98

-0.99

+1.96

Martin ratioReturn relative to average drawdown

2.81

-1.66

+4.48

GLD vs. HUBS - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is higher than the HUBS Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of GLD and HUBS, 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. HUBS - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum HUBS drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for GLD and HUBS.


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Drawdown Indicators


GLDHUBSDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-78.99%

+33.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-68.09%

+43.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-78.16%

+53.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-78.99%

+54.53%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-78.99%

+54.53%

Current Drawdown

Current decline from peak

-22.05%

-77.94%

+55.89%

Average Drawdown

Average peak-to-trough decline

-16.16%

-23.21%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

40.95%

-32.46%

Volatility

GLD vs. HUBS - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while HubSpot, Inc. (HUBS) has a volatility of 27.45%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than HUBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDHUBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

27.45%

-19.66%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

55.03%

-30.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

62.97%

-35.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

55.02%

-36.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

50.98%

-34.90%

Dividends

GLD vs. HUBS - Dividend Comparison

Neither GLD nor HUBS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and HUBS 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.

HUBS has higher volatility (27.45%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs HUBS's -78.99%.

GLD currently has the higher Sharpe Ratio (0.87 vs -1.07), 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 HUBS

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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