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GOLD vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GOLD and BNB-USD is 0.12, 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

GOLD vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrick Gold Corporation (GOLD) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-9.78%
9.31%
GOLD
BNB-USD

Key characteristics

Sharpe Ratio

GOLD:

0.83

BNB-USD:

0.20

Sortino Ratio

GOLD:

1.31

BNB-USD:

0.68

Omega Ratio

GOLD:

1.16

BNB-USD:

1.07

Calmar Ratio

GOLD:

0.40

BNB-USD:

0.06

Martin Ratio

GOLD:

2.26

BNB-USD:

1.11

Ulcer Index

GOLD:

12.00%

BNB-USD:

9.65%

Daily Std Dev

GOLD:

32.78%

BNB-USD:

49.26%

Max Drawdown

GOLD:

-88.51%

BNB-USD:

-80.10%

Current Drawdown

GOLD:

-57.90%

BNB-USD:

-13.78%

Returns By Period

In the year-to-date period, GOLD achieves a 18.06% return, which is significantly higher than BNB-USD's -7.72% return.


GOLD

YTD

18.06%

1M

16.04%

6M

-9.78%

1Y

30.19%

5Y*

-0.47%

10Y*

5.76%

BNB-USD

YTD

-7.72%

1M

-6.92%

6M

9.31%

1Y

69.34%

5Y*

95.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GOLD vs. BNB-USD — Risk-Adjusted Performance Rank

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

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6767
Overall Rank
The Sharpe Ratio Rank of GOLD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 6868
Martin Ratio Rank

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6464
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7070
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.

GOLD vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrick Gold Corporation (GOLD) and Binance Coin (BNB-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.


Sharpe ratio
The chart of Sharpe ratio for GOLD, currently valued at 0.71, compared to the broader market-2.000.002.000.710.20
The chart of Sortino ratio for GOLD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.006.001.240.68
The chart of Omega ratio for GOLD, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.07
The chart of Calmar ratio for GOLD, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.06
The chart of Martin ratio for GOLD, currently valued at 1.61, compared to the broader market-10.000.0010.0020.0030.001.611.11
GOLD
BNB-USD

The current GOLD Sharpe Ratio is 0.83, which is higher than the BNB-USD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of GOLD and BNB-USD, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.71
0.20
GOLD
BNB-USD

Drawdowns

GOLD vs. BNB-USD - Drawdown Comparison

The maximum GOLD drawdown since its inception was -88.51%, which is greater than BNB-USD's maximum drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for GOLD and BNB-USD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.87%
-13.78%
GOLD
BNB-USD

Volatility

GOLD vs. BNB-USD - Volatility Comparison

The current volatility for Barrick Gold Corporation (GOLD) is 10.17%, while Binance Coin (BNB-USD) has a volatility of 17.09%. This indicates that GOLD experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.17%
17.09%
GOLD
BNB-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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