PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GOLD vs. PSLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.6

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.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-13.02%
3.30%
GOLD
PSLV

Key characteristics

Sharpe Ratio

GOLD:

0.17

PSLV:

1.14

Sortino Ratio

GOLD:

0.45

PSLV:

1.68

Omega Ratio

GOLD:

1.05

PSLV:

1.20

Calmar Ratio

GOLD:

0.08

PSLV:

0.53

Martin Ratio

GOLD:

0.49

PSLV:

4.60

Ulcer Index

GOLD:

10.81%

PSLV:

7.65%

Daily Std Dev

GOLD:

32.11%

PSLV:

30.98%

Max Drawdown

GOLD:

-88.44%

PSLV:

-79.38%

Current Drawdown

GOLD:

-62.76%

PSLV:

-53.23%

Fundamentals

Market Cap

GOLD:

$28.03B

PSLV:

$5.37B

EPS

GOLD:

$0.92

PSLV:

$0.23

PE Ratio

GOLD:

17.37

PSLV:

3.36

PEG Ratio

GOLD:

1.31

PSLV:

0.00

Total Revenue (TTM)

GOLD:

$9.69B

PSLV:

$348.72M

Gross Profit (TTM)

GOLD:

$3.44B

PSLV:

$336.84M

EBITDA (TTM)

GOLD:

$4.78B

PSLV:

$892.75M

Returns By Period

In the year-to-date period, GOLD achieves a 3.10% return, which is significantly lower than PSLV's 7.15% return. Over the past 10 years, GOLD has outperformed PSLV with an annualized return of 4.54%, while PSLV has yielded a comparatively lower 3.68% annualized return.


GOLD

YTD

3.10%

1M

3.36%

6M

-13.03%

1Y

4.93%

5Y*

-0.16%

10Y*

4.54%

PSLV

YTD

7.15%

1M

4.66%

6M

3.30%

1Y

38.79%

5Y*

9.53%

10Y*

3.68%

*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

GOLD vs. PSLV — 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 4747
Overall Rank
The Sharpe Ratio Rank of GOLD is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 4949
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 5151
Martin Ratio Rank

PSLV
The Risk-Adjusted Performance Rank of PSLV is 7474
Overall Rank
The Sharpe Ratio Rank of PSLV is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PSLV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PSLV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PSLV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of PSLV is 7979
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. 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 0.17, compared to the broader market-2.000.002.004.000.171.14
The chart of Sortino ratio for GOLD, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.006.000.451.68
The chart of Omega ratio for GOLD, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.20
The chart of Calmar ratio for GOLD, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.53
The chart of Martin ratio for GOLD, currently valued at 0.49, compared to the broader market0.0010.0020.0030.000.494.60
GOLD
PSLV

The current GOLD Sharpe Ratio is 0.17, which is lower than the PSLV Sharpe Ratio of 1.14. 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.17
1.14
GOLD
PSLV

Dividends

GOLD vs. PSLV - Dividend Comparison

GOLD's dividend yield for the trailing twelve months is around 2.50%, while PSLV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GOLD
Barrick Gold Corporation
2.50%2.58%2.21%3.78%4.11%1.36%0.97%1.40%1.03%0.50%2.17%1.86%
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 -88.44%, 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.


-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-62.76%
-53.23%
GOLD
PSLV

Volatility

GOLD vs. PSLV - Volatility Comparison

Barrick Gold Corporation (GOLD) has a higher volatility of 7.77% compared to Sprott Physical Silver Trust (PSLV) at 6.87%. 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%AugustSeptemberOctoberNovemberDecember2025
7.77%
6.87%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab