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GMD.AX vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMD.AX vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Genesis Minerals Limited (GMD.AX) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GMD.AX is traded in AUD, while GLDM is traded in USD. To make them comparable, the GLDM values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GMD.AX achieves a -22.62% return, which is significantly lower than GLDM's -5.25% return.


GMD.AX

1D
-4.92%
1M
-4.92%
YTD
-22.62%
6M
-12.34%
1Y
18.86%
3Y*
66.98%
5Y*
53.09%
10Y*
40.56%

GLDM

1D
-2.48%
1M
-5.50%
YTD
-5.25%
6M
-3.26%
1Y
18.58%
3Y*
27.55%
5Y*
20.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMD.AX vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GMD.AX
Genesis Minerals Limited
-22.62%193.52%37.99%43.20%-24.24%127.27%138.83%-1.12%-13.16%
GLDM
SPDR Gold MiniShares Trust
-5.25%52.28%39.87%13.13%6.11%1.62%14.11%18.65%6.77%

Correlation

The correlation between GMD.AX and GLDM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.02

The correlation between GMD.AX and GLDM shifts across timeframes, from 0.02 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GMD.AX vs. GLDM — Risk / Return Rank

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

GMD.AX
GMD.AX Risk / Return Rank: 5050
Overall Rank
GMD.AX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GMD.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
GMD.AX Omega Ratio Rank: 4848
Omega Ratio Rank
GMD.AX Calmar Ratio Rank: 5151
Calmar Ratio Rank
GMD.AX Martin Ratio Rank: 5252
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3030
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLDM 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.

GMD.AX vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genesis Minerals Limited (GMD.AX) and SPDR Gold MiniShares Trust (GLDM). 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.


GMD.AXGLDMDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratioReturn relative to maximum drawdown

0.43

0.93

-0.50

Martin ratioReturn relative to average drawdown

0.95

2.27

-1.32

GMD.AX vs. GLDM - Sharpe Ratio Comparison

The current GMD.AX Sharpe Ratio is 0.27, which is lower than the GLDM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GMD.AX and GLDM, 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


GMD.AXGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.78

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.24

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.12

-1.06

Drawdowns

GMD.AX vs. GLDM - Drawdown Comparison

The maximum GMD.AX drawdown since its inception was -99.08%, which is greater than GLDM's maximum drawdown of -23.08%. Use the drawdown chart below to compare losses from any high point for GMD.AX and GLDM.


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Drawdown Indicators


GMD.AXGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-23.08%

-76.00%

Max Drawdown (1Y)

Largest decline over 1 year

-36.46%

-19.97%

-16.49%

Max Drawdown (3Y)

Largest decline over 3 years

-36.46%

-19.97%

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-54.36%

-19.97%

-34.39%

Max Drawdown (10Y)

Largest decline over 10 years

-62.50%

Current Drawdown

Current decline from peak

-33.37%

-19.97%

-13.40%

Average Drawdown

Average peak-to-trough decline

-72.68%

-5.99%

-66.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.68%

8.21%

+8.47%

Volatility

GMD.AX vs. GLDM - Volatility Comparison

Genesis Minerals Limited (GMD.AX) has a higher volatility of 19.32% compared to SPDR Gold MiniShares Trust (GLDM) at 3.80%. This indicates that GMD.AX's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMD.AXGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

3.80%

+15.52%

Volatility (6M)

Calculated over the trailing 6-month period

45.10%

20.27%

+24.83%

Volatility (1Y)

Calculated over the trailing 1-year period

58.00%

23.98%

+34.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.00%

16.24%

+67.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.78%

15.55%

+64.23%

Dividends

GMD.AX vs. GLDM - Dividend Comparison

Neither GMD.AX nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GMD.AX and GLDM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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