GOAU vs. ETH-USD
Compare and contrast key facts about US Global GO GOLD and Precious Metal Miners ETF (GOAU) and Ethereum (ETH-USD).
GOAU is a passively managed fund by US Global Investors that tracks the performance of the U.S. Global GO GOLD and Precious Metal Miners Index. It was launched on Jun 27, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOAU or ETH-USD.
Key characteristics
| GOAU | ETH-USD | |
|---|---|---|
| YTD Return | 28.27% | 29.84% |
| 1Y Return | 43.91% | 39.69% |
| 3Y Return (Ann) | 6.01% | -14.47% |
| 5Y Return (Ann) | 8.37% | 73.31% |
| Sharpe Ratio | 1.44 | -0.29 |
| Sortino Ratio | 2.03 | 0.01 |
| Omega Ratio | 1.25 | 1.00 |
| Calmar Ratio | 1.03 | 0.00 |
| Martin Ratio | 6.42 | -0.71 |
| Ulcer Index | 6.91% | 27.32% |
| Daily Std Dev | 30.81% | 52.92% |
| Max Drawdown | -55.41% | -93.96% |
| Current Drawdown | -12.60% | -38.44% |
Correlation
The correlation between GOAU and ETH-USD is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GOAU vs. ETH-USD - Performance Comparison
In the year-to-date period, GOAU achieves a 28.27% return, which is significantly lower than ETH-USD's 29.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GOAU vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for US Global GO GOLD and Precious Metal Miners ETF (GOAU) and Ethereum (ETH-USD). 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.
Drawdowns
GOAU vs. ETH-USD - Drawdown Comparison
The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for GOAU and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
GOAU vs. ETH-USD - Volatility Comparison
The current volatility for US Global GO GOLD and Precious Metal Miners ETF (GOAU) is 9.13%, while Ethereum (ETH-USD) has a volatility of 18.55%. This indicates that GOAU experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.