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GOLD vs. PSLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GOLD vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrick Gold Corporation (GOLD) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
3.18%
GOLD
PSLV

Returns By Period

In the year-to-date period, GOLD achieves a 0.66% return, which is significantly lower than PSLV's 28.47% return. Over the past 10 years, GOLD has outperformed PSLV with an annualized return of 5.26%, while PSLV has yielded a comparatively lower 4.66% annualized return.


GOLD

YTD

0.66%

1M

-14.24%

6M

4.59%

1Y

13.12%

5Y (annualized)

4.36%

10Y (annualized)

5.26%

PSLV

YTD

28.47%

1M

-8.95%

6M

0.39%

1Y

28.47%

5Y (annualized)

10.75%

10Y (annualized)

4.66%

Fundamentals


GOLDPSLV
Market Cap$31.27B$5.39B
EPS$0.93$0.23
PE Ratio19.245.08
PEG Ratio2.340.00
Total Revenue (TTM)$12.41B$622.00M
Gross Profit (TTM)$4.12B$253.77M
EBITDA (TTM)$5.97B$1.16B

Key characteristics


GOLDPSLV
Sharpe Ratio0.470.97
Sortino Ratio0.861.51
Omega Ratio1.111.18
Calmar Ratio0.230.45
Martin Ratio1.604.12
Ulcer Index10.00%7.31%
Daily Std Dev33.93%30.95%
Max Drawdown-88.52%-79.38%
Current Drawdown-59.18%-53.05%

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Correlation

-0.50.00.51.00.6

The correlation between GOLD and PSLV is 0.64, 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.

Risk-Adjusted Performance

GOLD vs. PSLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrick Gold Corporation (GOLD) and Sprott Physical Silver Trust (PSLV). 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 0.47, compared to the broader market-4.00-2.000.002.004.000.470.97
The chart of Sortino ratio for GOLD, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.861.51
The chart of Omega ratio for GOLD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.18
The chart of Calmar ratio for GOLD, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.45
The chart of Martin ratio for GOLD, currently valued at 1.60, compared to the broader market-10.000.0010.0020.0030.001.604.12
GOLD
PSLV

The current GOLD Sharpe Ratio is 0.47, which is lower than the PSLV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GOLD and PSLV, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.47
0.97
GOLD
PSLV

Dividends

GOLD vs. PSLV - Dividend Comparison

GOLD's dividend yield for the trailing twelve months is around 2.24%, while PSLV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GOLD
Barrick Gold Corporation
2.24%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.89%1.86%2.83%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GOLD vs. PSLV - Drawdown Comparison

The maximum GOLD drawdown since its inception was -88.52%, which is greater than PSLV's maximum drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for GOLD and PSLV. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-59.18%
-53.05%
GOLD
PSLV

Volatility

GOLD vs. PSLV - Volatility Comparison

Barrick Gold Corporation (GOLD) has a higher volatility of 10.10% compared to Sprott Physical Silver Trust (PSLV) at 8.94%. This indicates that GOLD's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
10.10%
8.94%
GOLD
PSLV

Financials

GOLD vs. PSLV - Financials Comparison

This section allows you to compare key financial metrics between Barrick Gold Corporation and Sprott Physical Silver Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items