PortfoliosLab logo
GOAU vs. GAIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOAU and GAIN is 0.14, 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.


-0.50.00.51.00.1

Performance

GOAU vs. GAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Global GO GOLD and Precious Metal Miners ETF (GOAU) and Gladstone Investment Corporation (GAIN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.67%
15.43%
GOAU
GAIN

Key characteristics

Sharpe Ratio

GOAU:

1.61

GAIN:

0.44

Sortino Ratio

GOAU:

2.16

GAIN:

0.72

Omega Ratio

GOAU:

1.27

GAIN:

1.09

Calmar Ratio

GOAU:

1.16

GAIN:

0.63

Martin Ratio

GOAU:

6.19

GAIN:

1.88

Ulcer Index

GOAU:

8.07%

GAIN:

4.23%

Daily Std Dev

GOAU:

31.04%

GAIN:

18.01%

Max Drawdown

GOAU:

-55.41%

GAIN:

-80.87%

Current Drawdown

GOAU:

-13.02%

GAIN:

-1.94%

Returns By Period

In the year-to-date period, GOAU achieves a 12.19% return, which is significantly higher than GAIN's 4.01% return.


GOAU

YTD

12.19%

1M

3.17%

6M

4.67%

1Y

52.67%

5Y*

8.84%

10Y*

N/A

GAIN

YTD

4.01%

1M

2.61%

6M

15.43%

1Y

10.45%

5Y*

15.61%

10Y*

16.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GOAU vs. GAIN — Risk-Adjusted Performance Rank

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

GOAU
The Risk-Adjusted Performance Rank of GOAU is 6666
Overall Rank
The Sharpe Ratio Rank of GOAU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GOAU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GOAU is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GOAU is 5050
Calmar Ratio Rank
The Martin Ratio Rank of GOAU is 6262
Martin Ratio Rank

GAIN
The Risk-Adjusted Performance Rank of GAIN is 6161
Overall Rank
The Sharpe Ratio Rank of GAIN is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of GAIN is 5252
Sortino Ratio Rank
The Omega Ratio Rank of GAIN is 5151
Omega Ratio Rank
The Calmar Ratio Rank of GAIN is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GAIN is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOAU vs. GAIN - 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 Gladstone Investment Corporation (GAIN). 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.


The chart of Sharpe ratio for GOAU, currently valued at 1.61, compared to the broader market0.002.004.001.610.44
The chart of Sortino ratio for GOAU, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.160.72
The chart of Omega ratio for GOAU, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.09
The chart of Calmar ratio for GOAU, currently valued at 1.16, compared to the broader market0.005.0010.0015.001.160.63
The chart of Martin ratio for GOAU, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.006.191.88
GOAU
GAIN

The current GOAU Sharpe Ratio is 1.61, which is higher than the GAIN Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GOAU and GAIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.61
0.44
GOAU
GAIN

Dividends

GOAU vs. GAIN - Dividend Comparison

GOAU's dividend yield for the trailing twelve months is around 1.88%, less than GAIN's 12.19% yield.


TTM20242023202220212020201920182017201620152014
GOAU
US Global GO GOLD and Precious Metal Miners ETF
1.88%2.11%0.99%1.55%1.28%0.74%0.16%0.47%0.13%0.00%0.00%0.00%
GAIN
Gladstone Investment Corporation
12.19%12.53%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%

Drawdowns

GOAU vs. GAIN - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum GAIN drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for GOAU and GAIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.02%
-1.94%
GOAU
GAIN

Volatility

GOAU vs. GAIN - Volatility Comparison

US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a higher volatility of 9.20% compared to Gladstone Investment Corporation (GAIN) at 5.39%. This indicates that GOAU's price experiences larger fluctuations and is considered to be riskier than GAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.20%
5.39%
GOAU
GAIN