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LYC.AX vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYC.AX vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Lynas Rare Earths Limited (LYC.AX) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYC.AX is traded in AUD, while GLDM is traded in USD. To make them comparable, the GLDM values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYC.AX achieves a 56.67% return, which is significantly higher than GLDM's -3.59% return.


LYC.AX

1D
2.80%
1M
3.12%
YTD
56.67%
6M
33.40%
1Y
144.54%
3Y*
36.70%
5Y*
29.08%
10Y*
40.70%

GLDM

1D
-0.50%
1M
-1.09%
YTD
-3.59%
6M
-2.22%
1Y
20.10%
3Y*
28.19%
5Y*
20.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYC.AX vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LYC.AX
Lynas Rare Earths Limited
56.67%93.47%-10.20%-8.79%-22.81%155.53%73.18%47.00%-31.97%
GLDM
SPDR Gold MiniShares Trust
-3.59%52.28%39.87%13.13%6.11%1.62%14.11%18.65%6.77%

Correlation

The correlation between LYC.AX and GLDM 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

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

-0.04

The correlation between LYC.AX and GLDM shifts across timeframes, from -0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYC.AX vs. GLDM — Risk / Return Rank

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

LYC.AX
LYC.AX Risk / Return Rank: 8585
Overall Rank
LYC.AX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LYC.AX Sortino Ratio Rank: 8686
Sortino Ratio Rank
LYC.AX Omega Ratio Rank: 8585
Omega Ratio Rank
LYC.AX Calmar Ratio Rank: 8484
Calmar Ratio Rank
LYC.AX Martin Ratio Rank: 8181
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3232
Overall Rank
GLDM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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.

LYC.AX vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Limited (LYC.AX) and SPDR Gold MiniShares Trust (GLDM). 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.


LYC.AXGLDMDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.36

1.18

+0.18

Calmar ratioReturn relative to maximum drawdown

3.27

1.07

+2.20

Martin ratioReturn relative to average drawdown

6.99

2.51

+4.48

LYC.AX vs. GLDM - Sharpe Ratio Comparison

The current LYC.AX Sharpe Ratio is 2.34, which is higher than the GLDM Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LYC.AX and GLDM, 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


LYC.AXGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

0.84

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.27

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.14

-1.10

Drawdowns

LYC.AX vs. GLDM - Drawdown Comparison

The maximum LYC.AX drawdown since its inception was -98.77%, which is greater than GLDM's maximum drawdown of -23.08%. Use the drawdown chart below to compare losses from any high point for LYC.AX and GLDM.


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Drawdown Indicators


LYC.AXGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-98.77%

-23.08%

-75.69%

Max Drawdown (1Y)

Largest decline over 1 year

-43.67%

-18.90%

-24.77%

Max Drawdown (3Y)

Largest decline over 3 years

-43.67%

-18.90%

-24.77%

Max Drawdown (5Y)

Largest decline over 5 years

-51.45%

-18.90%

-32.55%

Max Drawdown (10Y)

Largest decline over 10 years

-64.59%

Current Drawdown

Current decline from peak

-24.00%

-18.56%

-5.44%

Average Drawdown

Average peak-to-trough decline

-63.63%

-5.98%

-57.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.52%

8.03%

+12.49%

Volatility

LYC.AX vs. GLDM - Volatility Comparison

Lynas Rare Earths Limited (LYC.AX) has a higher volatility of 15.52% compared to SPDR Gold MiniShares Trust (GLDM) at 4.32%. This indicates that LYC.AX's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYC.AXGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.52%

4.32%

+11.20%

Volatility (6M)

Calculated over the trailing 6-month period

42.79%

20.24%

+22.55%

Volatility (1Y)

Calculated over the trailing 1-year period

60.95%

23.92%

+37.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.13%

16.23%

+29.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.29%

15.55%

+39.74%

Dividends

LYC.AX vs. GLDM - Dividend Comparison

Neither LYC.AX nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYC.AX and GLDM 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.

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