GOAU vs. ETH-USD
GOAU (US Global GO GOLD and Precious Metal Miners ETF) is Gold fund tracking the U.S. Global GO GOLD and Precious Metal Miners Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, GOAU returned 15.35%/yr vs -0.38%/yr for ETH-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
GOAU vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, GOAU achieves a -14.40% return, which is significantly higher than ETH-USD's -37.17% return.
GOAU
- 1D
- -0.98%
- 1M
- -12.34%
- 6M
- -23.91%
- YTD
- -14.40%
- 1Y
- 25.88%
- 3Y*
- 28.86%
- 5Y*
- 15.35%
- 10Y*
- —
ETH-USD
- 1D
- -2.76%
- 1M
- 4.06%
- 6M
- -43.82%
- YTD
- -37.17%
- 1Y
- -44.74%
- 3Y*
- -0.83%
- 5Y*
- -0.38%
- 10Y*
- 67.00%
GOAU vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOAU US Global GO GOLD and Precious Metal Miners ETF | -14.40% | 126.68% | 13.78% | 10.67% | -11.66% | -9.23% | 14.13% | 54.17% | -11.88% | 7.81% |
ETH-USD Ethereum | -37.17% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 158.08% |
Correlation
The correlation between GOAU and ETH-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.17 |
The correlation between GOAU and ETH-USD shifts across timeframes, from 0.15 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOAU vs. ETH-USD — Risk / Return Rank
GOAU
ETH-USD
GOAU vs. ETH-USD - Risk-Adjusted Trends 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.
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.
| GOAU | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.92 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.66 | +1.38 |
| Martin ratioReturn relative to average drawdown | 1.58 | -1.02 | +2.60 |
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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 -94.01%. Use the drawdown chart below to compare losses from any high point for GOAU and ETH-USD.
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Drawdown Indicators
| GOAU | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.41% | -94.01% | +38.60% |
Max Drawdown (1Y)Largest decline over 1 year | -36.04% | -67.60% | +31.56% |
Max Drawdown (3Y)Largest decline over 3 years | -36.04% | -67.60% | +31.56% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | -79.35% | +30.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -35.20% | -61.42% | +26.22% |
Average DrawdownAverage peak-to-trough decline | -18.97% | -51.00% | +32.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.42% | 36.81% | -20.39% |
Volatility
GOAU vs. ETH-USD - Volatility Comparison
US Global GO GOLD and Precious Metal Miners ETF (GOAU) and Ethereum (ETH-USD) have volatilities of 14.22% and 13.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOAU | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 13.74% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 39.50% | 46.65% | -7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.08% | 55.38% | -7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.13% | 58.72% | -21.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 76.80% | -41.01% |
Frequently Asked Questions
GOAU and ETH-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOAU has higher volatility (14.22%) compared to ETH-USD (13.74%). In terms of maximum drawdown, GOAU dropped -55.41% vs ETH-USD's -94.01%.
GOAU currently has the higher Sharpe Ratio (0.54 vs -0.68), 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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