MRCY vs. GDE
MRCY (Mercury Systems, 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, MRCY returned 47.05%/yr vs 40.84%/yr for GDE. At a 0.38 correlation, their price movements are largely independent.
Performance
MRCY vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, MRCY achieves a 51.86% return, which is significantly higher than GDE's -0.50% return.
MRCY
- 1D
- -0.80%
- 1M
- 12.50%
- YTD
- 51.86%
- 6M
- 47.69%
- 1Y
- 113.91%
- 3Y*
- 47.05%
- 5Y*
- 10.77%
- 10Y*
- 16.46%
GDE
- 1D
- -3.14%
- 1M
- -10.04%
- YTD
- -0.50%
- 6M
- -5.03%
- 1Y
- 37.19%
- 3Y*
- 40.84%
- 5Y*
- —
- 10Y*
- —
MRCY vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MRCY Mercury Systems, Inc. | 51.86% | 73.83% | 14.85% | -18.26% | -32.16% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -0.50% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between MRCY and GDE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.38 |
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Return for Risk
MRCY vs. GDE — Risk / Return Rank
MRCY
GDE
MRCY vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercury Systems, Inc. (MRCY) 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.
| MRCY | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.65 | +1.91 |
| Martin ratioReturn relative to average drawdown | 8.87 | 4.59 | +4.28 |
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Drawdowns
MRCY vs. GDE - Drawdown Comparison
The maximum MRCY drawdown since its inception was -95.95%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for MRCY and GDE.
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Drawdown Indicators
| MRCY | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.95% | -32.01% | -63.94% |
Max Drawdown (1Y)Largest decline over 1 year | -32.19% | -22.66% | -9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -35.04% | -22.66% | -12.38% |
Max Drawdown (5Y)Largest decline over 5 years | -62.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.73% | — | — |
Current DrawdownCurrent decline from peak | -7.84% | -19.50% | +11.66% |
Average DrawdownAverage peak-to-trough decline | -53.70% | -7.97% | -45.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.89% | 8.12% | +4.77% |
Volatility
MRCY vs. GDE - Volatility Comparison
Mercury Systems, Inc. (MRCY) has a higher volatility of 19.44% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 11.41%. This indicates that MRCY'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.
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Volatility by Period
| MRCY | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 11.41% | +8.03% |
Volatility (6M)Calculated over the trailing 6-month period | 44.48% | 26.51% | +17.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.02% | 30.33% | +26.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.24% | 27.15% | +19.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.10% | 27.15% | +16.95% |
Dividends
MRCY vs. GDE - Dividend Comparison
MRCY 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% |
MRCY Mercury Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MRCY and GDE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRCY has higher volatility (19.44%) compared to GDE (11.41%). In terms of maximum drawdown, MRCY dropped -95.95% vs GDE's -32.01%.
MRCY currently has the higher Sharpe Ratio (2.01 vs 1.23), 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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