GOLD vs. PSLV
Compare and contrast key facts about Barrick Gold Corporation (GOLD) and Sprott Physical Silver Trust (PSLV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOLD or PSLV.
Performance
GOLD vs. PSLV - Performance Comparison
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
0.66%
-14.24%
4.59%
13.12%
4.36%
5.26%
PSLV
28.47%
-8.95%
0.39%
28.47%
10.75%
4.66%
Fundamentals
GOLD | PSLV | |
---|---|---|
Market Cap | $31.27B | $5.39B |
EPS | $0.93 | $0.23 |
PE Ratio | 19.24 | 5.08 |
PEG Ratio | 2.34 | 0.00 |
Total Revenue (TTM) | $12.41B | $622.00M |
Gross Profit (TTM) | $4.12B | $253.77M |
EBITDA (TTM) | $5.97B | $1.16B |
Key characteristics
GOLD | PSLV | |
---|---|---|
Sharpe Ratio | 0.47 | 0.97 |
Sortino Ratio | 0.86 | 1.51 |
Omega Ratio | 1.11 | 1.18 |
Calmar Ratio | 0.23 | 0.45 |
Martin Ratio | 1.60 | 4.12 |
Ulcer Index | 10.00% | 7.31% |
Daily Std Dev | 33.93% | 30.95% |
Max Drawdown | -88.52% | -79.38% |
Current Drawdown | -59.18% | -53.05% |
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities