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MRIN vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRIN vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marin Software Incorporated (MRIN) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MRIN

1D
0.00%
1M
0.00%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GDE

1D
-0.71%
1M
-1.55%
6M
-11.26%
YTD
-0.84%
1Y
33.38%
3Y*
38.84%
5Y*
10Y*
ALL TIME*
29.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.75M$8.80M$9.79M
$0.00$0.00$0.00

MRIN vs. GDE - Yearly Performance Comparison


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Return for Risk

MRIN vs. GDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MRIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GDE
GDE Risk / Return Rank: 4141
Overall Rank
GDE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4040
Sortino Ratio Rank
GDE Omega Ratio Rank: 4545
Omega Ratio Rank
GDE Calmar Ratio Rank: 4242
Calmar Ratio Rank
GDE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MRIN vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marin Software Incorporated (MRIN) 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.


MRINGDEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.49

Martin ratioReturn relative to average drawdown

3.27

MRIN vs. GDE - Sharpe Ratio Comparison


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Drawdowns

MRIN vs. GDE - Drawdown Comparison

The maximum MRIN drawdown since its inception was 0.00%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for MRIN and GDE.


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Drawdown Indicators


MRINGDEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.01%

+32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

Current Drawdown

Current decline from peak

0.00%

-19.77%

+19.77%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.25%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

Volatility

MRIN vs. GDE - Volatility Comparison


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Volatility by Period


MRINGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

Volatility (6M)

Calculated over the trailing 6-month period

26.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

31.06%

-31.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

27.12%

-27.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

27.12%

-27.12%

Dividends

MRIN vs. GDE - Dividend Comparison

MRIN has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.36%.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.36%4.32%7.14%2.22%0.81%
MRIN
Marin Software Incorporated
0.00%0.00%0.00%0.00%0.00%
Portfolio Optimizer

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