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HSAI vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSAI vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hesai Group American Depositary Share each ADS represents one Class B ordinary share (HSAI) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSAI achieves a -7.23% return, which is significantly lower than GLD's 2.92% return.


HSAI

1D
-4.06%
1M
-3.93%
YTD
-7.23%
6M
8.17%
1Y
5.43%
3Y*
34.40%
5Y*
10Y*

GLD

1D
-0.99%
1M
-1.65%
YTD
2.92%
6M
5.43%
1Y
32.04%
3Y*
31.09%
5Y*
18.15%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSAI vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023
HSAI
Hesai Group American Depositary Share each ADS represents one Class B ordinary share
-7.23%62.08%55.11%-57.67%
GLD
SPDR Gold Shares
2.92%63.68%26.66%10.48%

Correlation

The correlation between HSAI and GLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2023

0.11

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Return for Risk

HSAI vs. GLD — Risk / Return Rank

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

HSAI
HSAI Risk / Return Rank: 4444
Overall Rank
HSAI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HSAI Sortino Ratio Rank: 4646
Sortino Ratio Rank
HSAI Omega Ratio Rank: 4444
Omega Ratio Rank
HSAI Calmar Ratio Rank: 4343
Calmar Ratio Rank
HSAI Martin Ratio Rank: 4343
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3232
Overall Rank
GLD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLD Omega Ratio Rank: 3535
Omega Ratio Rank
GLD Calmar Ratio Rank: 3333
Calmar Ratio Rank
GLD Martin Ratio Rank: 2828
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.

HSAI vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hesai Group American Depositary Share each ADS represents one Class B ordinary share (HSAI) and SPDR Gold Shares (GLD). 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.


HSAIGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.08

1.24

-0.16

Calmar ratioReturn relative to maximum drawdown

0.11

1.68

-1.57

Martin ratioReturn relative to average drawdown

0.26

4.15

-3.89

HSAI vs. GLD - Sharpe Ratio Comparison

The current HSAI Sharpe Ratio is 0.07, which is lower than the GLD Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of HSAI and GLD, 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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Sharpe Ratios by Period


HSAIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.21

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.60

-0.60

Drawdowns

HSAI vs. GLD - Drawdown Comparison

The maximum HSAI drawdown since its inception was -84.17%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for HSAI and GLD.


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Drawdown Indicators


HSAIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-84.17%

-45.56%

-38.61%

Max Drawdown (1Y)

Largest decline over 1 year

-49.56%

-19.21%

-30.35%

Max Drawdown (3Y)

Largest decline over 3 years

-73.37%

-19.21%

-54.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-30.27%

-17.75%

-12.52%

Average Drawdown

Average peak-to-trough decline

-45.30%

-16.16%

-29.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.69%

7.73%

+12.96%

Volatility

HSAI vs. GLD - Volatility Comparison

Hesai Group American Depositary Share each ADS represents one Class B ordinary share (HSAI) has a higher volatility of 22.64% compared to SPDR Gold Shares (GLD) at 5.51%. This indicates that HSAI's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSAIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.64%

5.51%

+17.13%

Volatility (6M)

Calculated over the trailing 6-month period

46.69%

23.16%

+23.53%

Volatility (1Y)

Calculated over the trailing 1-year period

75.18%

26.61%

+48.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.16%

18.00%

+80.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.16%

15.95%

+82.21%

Dividends

HSAI vs. GLD - Dividend Comparison

Neither HSAI nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSAI and GLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSAI has higher volatility (22.64%) compared to GLD (5.51%). In terms of maximum drawdown, HSAI dropped -84.17% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (1.21 vs 0.07), 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.

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