LENZ vs. 4GLD.DE

Last updated Jul 14, 2026

LENZ (LENZ Therapeutics Inc) is a stock, while 4GLD.DE (Xetra-Gold) is Gold fund tracking the LBMA Gold Price. Over the past 5 years, LENZ returned -42.80%/yr vs 17.07%/yr for 4GLD.DE. At a 0.07 correlation, their price movements are largely independent.

Performance

LENZ vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LENZ Therapeutics Inc (LENZ) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LENZ is traded in USD, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LENZ achieves a -67.31% return, which is significantly lower than 4GLD.DE's -8.79% return.

LENZ

• 1D: -6.44%
• 1M: -22.75%
• 6M: -66.41%
• YTD: -67.31%
• 1Y: -84.92%
• 3Y*: -15.81%
• 5Y*: -42.80%
• 10Y*: —

4GLD.DE

• 1D: -2.11%
• 1M: -4.86%
• 6M: -12.46%
• YTD: -8.79%
• 1Y: 19.42%
• 3Y*: 27.07%
• 5Y*: 17.07%
• 10Y*: 11.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LENZ vs. 4GLD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LENZ LENZ Therapeutics Inc	-67.31%	-44.58%	230.71%	-21.08%	-73.29%	-43.76%
4GLD.DE Xetra-Gold	-8.79%	68.58%	26.88%	12.78%	0.68%	1.73%

Correlation

The correlation between LENZ and 4GLD.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021	0.07

Return for Risk

LENZ vs. 4GLD.DE — Risk / Return Rank

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

LENZ

LENZ Risk / Return Rank: 4
LENZ Sharpe Ratio Rank: 4
LENZ Sortino Ratio Rank: 2
LENZ Omega Ratio Rank: 2
LENZ Calmar Ratio Rank: 4
LENZ Martin Ratio Rank: 9

4GLD.DE

4GLD.DE Risk / Return Rank: 29
4GLD.DE Sharpe Ratio Rank: 32
4GLD.DE Sortino Ratio Rank: 29
4GLD.DE Omega Ratio Rank: 33
4GLD.DE Calmar Ratio Rank: 26
4GLD.DE Martin Ratio Rank: 24

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.

LENZ vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LENZ Therapeutics Inc (LENZ) and Xetra-Gold (4GLD.DE). 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.

	LENZ	4GLD.DE	Difference
Sharpe ratio: Return per unit of total volatility	-1.06	0.76	-1.81
Sortino ratio: Return per unit of downside risk	-2.37	1.12	-3.49
Omega ratio: Gain probability vs. loss probability	0.71	1.15	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.95	0.80	-1.75
Martin ratio: Return relative to average drawdown	-1.39	1.99	-3.38

LENZ vs. 4GLD.DE - Sharpe Ratio Comparison

The current LENZ Sharpe Ratio is -1.06, which is lower than the 4GLD.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of LENZ and 4GLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LENZ vs. 4GLD.DE - Drawdown Comparison

The maximum LENZ drawdown since its inception was -94.89%, which is greater than 4GLD.DE's maximum drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for LENZ and 4GLD.DE.

Drawdown Indicators

	LENZ	4GLD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-94.89%	-44.26%	-50.63%
Max Drawdown (1Y) Largest decline over 1 year	-89.34%	-24.24%	-65.10%
Max Drawdown (3Y) Largest decline over 3 years	-89.34%	-24.24%	-65.10%
Max Drawdown (5Y) Largest decline over 5 years	-94.30%	-24.24%	-70.06%
Max Drawdown (10Y) Largest decline over 10 years	—	-24.24%	—
Current Drawdown Current decline from peak	-94.89%	-24.20%	-70.69%
Average Drawdown Average peak-to-trough decline	-78.89%	-17.61%	-61.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.06%	9.73%	+51.33%

Volatility

LENZ vs. 4GLD.DE - Volatility Comparison

LENZ Therapeutics Inc (LENZ) has a higher volatility of 16.39% compared to Xetra-Gold (4GLD.DE) at 7.36%. This indicates that LENZ's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LENZ	4GLD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.39%	7.36%	+9.03%
Volatility (6M) Calculated over the trailing 6-month period	55.50%	22.02%	+33.48%
Volatility (1Y) Calculated over the trailing 1-year period	80.52%	25.64%	+54.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.48%	17.77%	+57.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.20%	15.83%	+61.37%

Dividends

LENZ vs. 4GLD.DE - Dividend Comparison

Neither LENZ nor 4GLD.DE has paid dividends to shareholders.

Position	TTM	2025	2024
4GLD.DE Xetra-Gold	0.00%	0.00%	0.00%
LENZ LENZ Therapeutics Inc	0.00%	0.00%	28.54%

Frequently Asked Questions

Can I hold both LENZ and 4GLD.DE in my portfolio?

LENZ and 4GLD.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.