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GLMD vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLMD vs. GOLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Galmed Pharmaceuticals Ltd. (GLMD) and Strategy Shares Gold-Hedged Bond ETF (GOLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GLMD having a -28.47% return and GOLY slightly higher at -27.51%.


GLMD

1D
-4.14%
1M
-12.29%
6M
-35.75%
YTD
-28.47%
1Y
-72.26%
3Y*
-68.64%
5Y*
-74.30%
10Y*
-51.79%

GOLY

1D
-3.10%
1M
-5.87%
6M
-31.45%
YTD
-27.51%
1Y
-11.02%
3Y*
13.08%
5Y*
4.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLMD vs. GOLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLMD
Galmed Pharmaceuticals Ltd.
-28.47%-76.47%-41.58%-93.93%-72.53%-26.91%
GOLY
Strategy Shares Gold-Hedged Bond ETF
-27.51%57.98%19.82%12.74%-19.96%-1.40%

Correlation

The correlation between GLMD and GOLY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 18, 2021

0.08

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Return for Risk

GLMD vs. GOLY — Risk / Return Rank

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

GLMD
GLMD Risk / Return Rank: 1111
Overall Rank
GLMD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GLMD Sortino Ratio Rank: 1010
Sortino Ratio Rank
GLMD Omega Ratio Rank: 1111
Omega Ratio Rank
GLMD Calmar Ratio Rank: 77
Calmar Ratio Rank
GLMD Martin Ratio Rank: 1616
Martin Ratio Rank

GOLY
GOLY Risk / Return Rank: 66
Overall Rank
GOLY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 66
Sortino Ratio Rank
GOLY Omega Ratio Rank: 66
Omega Ratio Rank
GOLY Calmar Ratio Rank: 77
Calmar Ratio Rank
GOLY 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.

GLMD vs. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galmed Pharmaceuticals Ltd. (GLMD) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


GLMDGOLYDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

0.85

0.97

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.30

-0.61

Martin ratioReturn relative to average drawdown

-1.19

-0.65

-0.55

GLMD vs. GOLY - Sharpe Ratio Comparison

The current GLMD Sharpe Ratio is -0.77, which is lower than the GOLY Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of GLMD and GOLY, 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

GLMD vs. GOLY - Drawdown Comparison

The maximum GLMD drawdown since its inception was -99.99%, which is greater than GOLY's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for GLMD and GOLY.


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Drawdown Indicators


GLMDGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-37.45%

-62.54%

Max Drawdown (1Y)

Largest decline over 1 year

-79.86%

-37.45%

-42.41%

Max Drawdown (3Y)

Largest decline over 3 years

-97.30%

-37.45%

-59.85%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

-37.45%

-62.47%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-99.98%

-37.45%

-62.53%

Average Drawdown

Average peak-to-trough decline

-76.17%

-12.30%

-63.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.48%

17.05%

+43.43%

Volatility

GLMD vs. GOLY - Volatility Comparison

Galmed Pharmaceuticals Ltd. (GLMD) has a higher volatility of 27.61% compared to Strategy Shares Gold-Hedged Bond ETF (GOLY) at 8.43%. This indicates that GLMD's price experiences larger fluctuations and is considered to be riskier than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLMDGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.61%

8.43%

+19.18%

Volatility (6M)

Calculated over the trailing 6-month period

75.30%

30.38%

+44.92%

Volatility (1Y)

Calculated over the trailing 1-year period

94.28%

34.00%

+60.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.90%

22.70%

+144.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.26%

22.46%

+115.80%

Dividends

GLMD vs. GOLY - Dividend Comparison

GLMD has not paid dividends to shareholders, while GOLY's dividend yield for the trailing twelve months is around 10.15%.


PositionTTM20252024202320222021
GLMD
Galmed Pharmaceuticals Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%
GOLY
Strategy Shares Gold-Hedged Bond ETF
10.15%7.22%3.85%2.94%2.57%1.11%

Frequently Asked Questions


GLMD and GOLY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLMD has higher volatility (27.61%) compared to GOLY (8.43%). In terms of maximum drawdown, GLMD dropped -99.99% vs GOLY's -37.45%.

GOLY currently has the higher Sharpe Ratio (-0.33 vs -0.77), 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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