GOLD vs. GC=F

In the year-to-date period, GOLD achieves a 18.28% return, which is significantly lower than GC=F's 23.85% return. Over the past 10 years, GOLD has underperformed GC=F with an annualized return of 5.30%, while GC=F has yielded a comparatively higher 10.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Barrick Gold Corporation (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.

The current GOLD Sharpe Ratio is 0.29, which is lower than the GC=F Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of GOLD and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum GOLD drawdown since its inception was -88.51%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for GOLD and GC=F. For additional features, visit the drawdowns tool.

Barrick Gold Corporation (GOLD) has a higher volatility of 13.81% compared to Gold (GC=F) at 9.23%. This indicates that GOLD's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.