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HBB vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBB vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamilton Beach Brands Holding Company (HBB) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HBB achieves a 27.17% return, which is significantly higher than GDE's -0.50% return.


HBB

1D
1.32%
1M
6.01%
YTD
27.17%
6M
31.82%
1Y
22.28%
3Y*
29.38%
5Y*
0.74%
10Y*

GDE

1D
-3.14%
1M
-10.04%
YTD
-0.50%
6M
-5.03%
1Y
37.19%
3Y*
40.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBB vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HBB
Hamilton Beach Brands Holding Company
27.17%0.52%-1.60%46.40%18.66%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
-0.50%73.76%44.79%33.85%-8.58%

Correlation

The correlation between HBB and GDE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.20

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Return for Risk

HBB vs. GDE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HBB
HBB Risk / Return Rank: 5656
Overall Rank
HBB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HBB Sortino Ratio Rank: 5555
Sortino Ratio Rank
HBB Omega Ratio Rank: 5454
Omega Ratio Rank
HBB Calmar Ratio Rank: 5757
Calmar Ratio Rank
HBB Martin Ratio Rank: 5656
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 3434
Overall Rank
GDE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDE Omega Ratio Rank: 3737
Omega Ratio Rank
GDE Calmar Ratio Rank: 3434
Calmar Ratio Rank
GDE Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HBB vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Beach Brands Holding Company (HBB) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HBBGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.12

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.64

1.65

-1.00

Martin ratioReturn relative to average drawdown

1.23

4.59

-3.36

HBB vs. GDE - Sharpe Ratio Comparison

The current HBB Sharpe Ratio is 0.42, which is lower than the GDE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of HBB and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBB vs. GDE - Drawdown Comparison

The maximum HBB drawdown since its inception was -81.89%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for HBB and GDE.


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Drawdown Indicators


HBBGDEDifference

Max Drawdown

Largest peak-to-trough decline

-81.89%

-32.01%

-49.88%

Max Drawdown (1Y)

Largest decline over 1 year

-34.70%

-22.66%

-12.04%

Max Drawdown (3Y)

Largest decline over 3 years

-57.65%

-22.66%

-34.99%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

Current Drawdown

Current decline from peak

-35.78%

-19.50%

-16.28%

Average Drawdown

Average peak-to-trough decline

-50.54%

-7.97%

-42.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.15%

8.12%

+10.03%

Volatility

HBB vs. GDE - Volatility Comparison

The current volatility for Hamilton Beach Brands Holding Company (HBB) is 8.50%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 11.41%. This indicates that HBB experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBBGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

11.41%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

37.67%

26.51%

+11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

53.18%

30.33%

+22.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.15%

27.15%

+27.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.01%

27.15%

+30.86%

Dividends

HBB vs. GDE - Dividend Comparison

HBB's dividend yield for the trailing twelve months is around 2.35%, less than GDE's 4.34% yield.


PositionTTM202520242023202220212020201920182017
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.34%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%
HBB
Hamilton Beach Brands Holding Company
2.35%2.89%2.70%2.49%3.35%2.75%2.11%1.86%1.45%0.33%

Frequently Asked Questions


HBB and GDE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (11.41%) compared to HBB (8.50%). In terms of maximum drawdown, HBB dropped -81.89% vs GDE's -32.01%.

GDE currently has the higher Sharpe Ratio (1.23 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HBB and GDE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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