GOLD vs. GC=F

Last updated Apr 2, 2026

Compare and contrast key facts about Gold.com, Inc (GOLD) and Gold (GC=F).

Performance

GOLD vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold.com, Inc (GOLD) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

GOLD vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025
GOLD Gold.com, Inc	23.21%	14.34%
GC=F Gold	10.61%	3.32%

Returns By Period

In the year-to-date period, GOLD achieves a 23.21% return, which is significantly higher than GC=F's 10.61% return.

GOLD

• 1D: 4.32%
• 1M: -26.47%
• YTD: 23.21%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GOLD vs. GC=F — Risk / Return Rank

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

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

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.

GOLD vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold.com, Inc (GOLD) and Gold (GC=F). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GOLD	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.85	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.90	0.64	+2.26

Correlation

The correlation between GOLD and GC=F is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

GOLD vs. GC=F - Drawdown Comparison

The maximum GOLD drawdown since its inception was -40.58%, smaller than the maximum GC=F drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for GOLD and GC=F.

Drawdown Indicators

	GOLD	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-40.58%	-44.36%	+3.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.87%	—
Current Drawdown Current decline from peak	-34.59%	-10.04%	-24.55%
Average Drawdown Average peak-to-trough decline	-9.57%	-13.03%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.78%	—

Volatility

Volatility by Period

	GOLD	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.84%	27.77%	+37.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.84%	17.96%	+46.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.84%	16.36%	+48.48%