HURN vs. GDE
HURN (Huron Consulting Group Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, HURN returned 4.39%/yr vs 40.84%/yr for GDE. At a 0.16 correlation, their price movements are largely independent.
Performance
HURN vs. GDE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HURN achieves a -44.75% return, which is significantly lower than GDE's -0.50% return.
HURN
- 1D
- 5.59%
- 1M
- -9.41%
- YTD
- -44.75%
- 6M
- -46.39%
- 1Y
- -28.63%
- 3Y*
- 4.39%
- 5Y*
- 13.15%
- 10Y*
- 4.75%
GDE
- 1D
- -3.14%
- 1M
- -10.04%
- YTD
- -0.50%
- 6M
- -5.03%
- 1Y
- 37.19%
- 3Y*
- 40.84%
- 5Y*
- —
- 10Y*
- —
HURN vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HURN Huron Consulting Group Inc. | -44.75% | 39.15% | 20.88% | 41.60% | 58.10% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -0.50% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between HURN and GDE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.16 |
The correlation between HURN and GDE shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HURN vs. GDE — Risk / Return Rank
HURN
GDE
HURN vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) 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.
| HURN | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.24 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.65 | -2.21 |
| Martin ratioReturn relative to average drawdown | -1.35 | 4.59 | -5.94 |
Loading charts...
Drawdowns
HURN vs. GDE - Drawdown Comparison
The maximum HURN drawdown since its inception was -85.60%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for HURN and GDE.
Loading charts...
Drawdown Indicators
| HURN | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.60% | -32.01% | -53.59% |
Max Drawdown (1Y)Largest decline over 1 year | -51.24% | -22.66% | -28.58% |
Max Drawdown (3Y)Largest decline over 3 years | -51.24% | -22.66% | -28.58% |
Max Drawdown (5Y)Largest decline over 5 years | -51.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.61% | — | — |
Current DrawdownCurrent decline from peak | -48.52% | -19.50% | -29.02% |
Average DrawdownAverage peak-to-trough decline | -32.28% | -7.97% | -24.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.26% | 8.12% | +13.14% |
Volatility
HURN vs. GDE - Volatility Comparison
Huron Consulting Group Inc. (HURN) has a higher volatility of 19.09% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 11.41%. This indicates that HURN's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HURN | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.09% | 11.41% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 35.63% | 26.51% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.97% | 30.33% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.25% | 27.15% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 27.15% | +9.54% |
Dividends
HURN vs. GDE - Dividend Comparison
HURN has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.34% | 4.32% | 7.14% | 2.22% | 0.81% |
HURN Huron Consulting Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HURN and GDE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HURN has higher volatility (19.09%) compared to GDE (11.41%). In terms of maximum drawdown, HURN dropped -85.60% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.23 vs -0.70), 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.
Find the right allocation for HURN 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.
Open Portfolio Optimizer