GOLDX vs. NVDA

In the year-to-date period, GOLDX achieves a 36.59% return, which is significantly higher than NVDA's 0.84% return. Over the past 10 years, GOLDX has underperformed NVDA with an annualized return of 10.16%, while NVDA has yielded a comparatively higher 75.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gabelli Gold Fund (GOLDX) and NVIDIA Corporation (NVDA). 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 GOLDX Sharpe Ratio is 1.31, which is higher than the NVDA Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GOLDX and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GOLDX's dividend yield for the trailing twelve months is around 1.55%, more than NVDA's 0.03% yield.

The maximum GOLDX drawdown since its inception was -79.86%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for GOLDX and NVDA. For additional features, visit the drawdowns tool.

Gabelli Gold Fund (GOLDX) and NVIDIA Corporation (NVDA) have volatilities of 12.27% and 12.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.