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LQDT vs. GOLDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LQDT and GOLDX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

LQDT vs. GOLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liquidity Services, Inc. (LQDT) and Gabelli Gold Fund (GOLDX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
151.91%
6.49%
LQDT
GOLDX

Key characteristics

Sharpe Ratio

LQDT:

1.82

GOLDX:

0.62

Sortino Ratio

LQDT:

3.25

GOLDX:

1.00

Omega Ratio

LQDT:

1.44

GOLDX:

1.12

Calmar Ratio

LQDT:

1.03

GOLDX:

0.27

Martin Ratio

LQDT:

19.10

GOLDX:

2.07

Ulcer Index

LQDT:

4.11%

GOLDX:

7.98%

Daily Std Dev

LQDT:

43.08%

GOLDX:

26.63%

Max Drawdown

LQDT:

-95.31%

GOLDX:

-79.86%

Current Drawdown

LQDT:

-52.56%

GOLDX:

-45.05%

Returns By Period

In the year-to-date period, LQDT achieves a 79.90% return, which is significantly higher than GOLDX's 15.90% return. Over the past 10 years, LQDT has outperformed GOLDX with an annualized return of 13.99%, while GOLDX has yielded a comparatively lower 8.47% annualized return.


LQDT

YTD

79.90%

1M

23.84%

6M

62.26%

1Y

77.42%

5Y*

40.20%

10Y*

13.99%

GOLDX

YTD

15.90%

1M

-6.40%

6M

7.23%

1Y

15.14%

5Y*

7.02%

10Y*

8.47%

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Risk-Adjusted Performance

LQDT vs. GOLDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liquidity Services, Inc. (LQDT) and Gabelli Gold Fund (GOLDX). 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.


Sharpe ratio
The chart of Sharpe ratio for LQDT, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.820.62
The chart of Sortino ratio for LQDT, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.251.00
The chart of Omega ratio for LQDT, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.12
The chart of Calmar ratio for LQDT, currently valued at 1.03, compared to the broader market0.002.004.006.001.030.27
The chart of Martin ratio for LQDT, currently valued at 19.10, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.102.07
LQDT
GOLDX

The current LQDT Sharpe Ratio is 1.82, which is higher than the GOLDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LQDT and GOLDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.82
0.62
LQDT
GOLDX

Dividends

LQDT vs. GOLDX - Dividend Comparison

LQDT has not paid dividends to shareholders, while GOLDX's dividend yield for the trailing twelve months is around 0.98%.


TTM20232022202120202019201820172016
LQDT
Liquidity Services, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOLDX
Gabelli Gold Fund
0.98%1.13%0.00%0.00%1.69%0.83%0.34%0.52%2.18%

Drawdowns

LQDT vs. GOLDX - Drawdown Comparison

The maximum LQDT drawdown since its inception was -95.31%, which is greater than GOLDX's maximum drawdown of -79.86%. Use the drawdown chart below to compare losses from any high point for LQDT and GOLDX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-52.56%
-45.05%
LQDT
GOLDX

Volatility

LQDT vs. GOLDX - Volatility Comparison

Liquidity Services, Inc. (LQDT) has a higher volatility of 29.57% compared to Gabelli Gold Fund (GOLDX) at 8.36%. This indicates that LQDT's price experiences larger fluctuations and is considered to be riskier than GOLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.57%
8.36%
LQDT
GOLDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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