PortfoliosLab logoPortfoliosLab logo
GLDM vs. ANET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. ANET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and Arista Networks, Inc. (ANET). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLDM achieves a -2.40% return, which is significantly lower than ANET's 24.58% return.


GLDM

1D
0.11%
1M
-10.20%
YTD
-2.40%
6M
-2.09%
1Y
24.17%
3Y*
29.27%
5Y*
17.41%
10Y*

ANET

1D
4.37%
1M
16.03%
YTD
24.58%
6M
30.84%
1Y
70.45%
3Y*
57.04%
5Y*
48.31%
10Y*
43.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. ANET - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
ANET
Arista Networks, Inc.
24.58%18.55%87.73%94.07%-15.58%97.89%42.86%-3.46%-18.92%

Correlation

The correlation between GLDM and ANET is 0.09, 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

0.09

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

0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLDM vs. ANET — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank

ANET
ANET Risk / Return Rank: 7878
Overall Rank
ANET Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ANET Sortino Ratio Rank: 7575
Sortino Ratio Rank
ANET Omega Ratio Rank: 7474
Omega Ratio Rank
ANET Calmar Ratio Rank: 8080
Calmar Ratio Rank
ANET Martin Ratio Rank: 7878
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.

GLDM vs. ANET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and Arista Networks, Inc. (ANET). 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.


GLDMANETDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.00

2.50

-1.50

Martin ratioReturn relative to average drawdown

2.87

5.20

-2.33

GLDM vs. ANET - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.90, which is lower than the ANET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GLDM and ANET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLDM vs. ANET - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, smaller than the maximum ANET drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for GLDM and ANET.


Loading charts...

Drawdown Indicators


GLDMANETDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-52.20%

+27.85%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

-28.33%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-50.42%

+26.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-50.42%

+26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-52.20%

Current Drawdown

Current decline from peak

-21.96%

-8.15%

-13.81%

Average Drawdown

Average peak-to-trough decline

-6.27%

-15.39%

+9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

13.60%

-5.16%

Volatility

GLDM vs. ANET - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 7.73%, while Arista Networks, Inc. (ANET) has a volatility of 16.62%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than ANET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDMANETDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

16.62%

-8.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

40.79%

-16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

53.57%

-26.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

47.23%

-29.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

45.00%

-28.02%

Dividends

GLDM vs. ANET - Dividend Comparison

Neither GLDM nor ANET has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDM and ANET have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANET has higher volatility (16.62%) compared to GLDM (7.73%). In terms of maximum drawdown, GLDM dropped -24.35% vs ANET's -52.20%.

ANET currently has the higher Sharpe Ratio (1.32 vs 0.90), 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 GLDM and ANET

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

Open Portfolio Optimizer