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GLDM vs. LRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. LRN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLDM achieves a 0.30% return, which is significantly lower than LRN's 48.98% return.


GLDM

1D
0.25%
1M
-8.41%
YTD
0.30%
6M
3.19%
1Y
30.55%
3Y*
30.08%
5Y*
17.89%
10Y*

LRN

1D
-3.28%
1M
10.01%
YTD
48.98%
6M
57.26%
1Y
-33.50%
3Y*
32.84%
5Y*
26.64%
10Y*
23.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. LRN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
0.30%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
LRN
Stride, Inc.
48.98%-37.53%75.05%89.80%-6.15%56.99%4.32%-17.91%48.89%

Correlation

The correlation between GLDM and LRN is -0.02, 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

-0.02

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

0.06

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

0.01

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

0.01

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Return for Risk

GLDM vs. LRN — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 3434
Overall Rank
GLDM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3939
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
Martin Ratio Rank

LRN
LRN Risk / Return Rank: 2424
Overall Rank
LRN Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LRN Sortino Ratio Rank: 2828
Sortino Ratio Rank
LRN Omega Ratio Rank: 2424
Omega Ratio Rank
LRN Calmar Ratio Rank: 2424
Calmar Ratio Rank
LRN Martin Ratio Rank: 2727
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. LRN - Risk-Adjusted Trends Comparison

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


GLDMLRNDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.23

0.96

+0.27

Calmar ratioReturn relative to maximum drawdown

1.53

-0.52

+2.06

Martin ratioReturn relative to average drawdown

3.85

-0.80

+4.65

GLDM vs. LRN - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.15, which is higher than the LRN Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of GLDM and LRN, 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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Sharpe Ratios by Period


GLDMLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

-0.50

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.52

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.15

+0.84

Drawdowns

GLDM vs. LRN - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, smaller than the maximum LRN drawdown of -81.41%. Use the drawdown chart below to compare losses from any high point for GLDM and LRN.


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Drawdown Indicators


GLDMLRNDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-81.41%

+59.78%

Max Drawdown (1Y)

Largest decline over 1 year

-20.00%

-64.07%

+44.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

-64.07%

+44.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-64.07%

+43.15%

Max Drawdown (10Y)

Largest decline over 10 years

-64.07%

Current Drawdown

Current decline from peak

-19.80%

-43.04%

+23.24%

Average Drawdown

Average peak-to-trough decline

-6.24%

-36.28%

+30.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.96%

41.77%

-33.81%

Volatility

GLDM vs. LRN - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 5.65%, while Stride, Inc. (LRN) has a volatility of 8.89%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than LRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

8.89%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

23.31%

24.18%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

66.84%

-40.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

51.40%

-33.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

49.23%

-32.34%

Dividends

GLDM vs. LRN - Dividend Comparison

Neither GLDM nor LRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDM and LRN have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRN has higher volatility (8.89%) compared to GLDM (5.65%). In terms of maximum drawdown, GLDM dropped -21.63% vs LRN's -81.41%.

GLDM currently has the higher Sharpe Ratio (1.15 vs -0.50), 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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