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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%
YTD
6M
1Y
3Y*
5Y*
10Y*

GDE

1D
1.33%
1M
2.08%
YTD
11.25%
6M
13.51%
1Y
54.50%
3Y*
47.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRIN vs. GDE - Yearly Performance Comparison


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Return for Risk

MRIN vs. GDE — Risk / Return Rank

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

MRIN

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
GDE Omega Ratio Rank: 5858
Omega Ratio Rank
GDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
GDE Martin Ratio Rank: 4646
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.

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.


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

MRIN vs. GDE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRINGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

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%

-9.99%

+9.99%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.89%

+7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

Volatility

MRIN vs. GDE - Volatility Comparison


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Volatility by Period


MRINGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

Volatility (6M)

Calculated over the trailing 6-month period

24.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

28.41%

-28.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

26.12%

-26.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

26.12%

-26.12%

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 3.88%.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.88%4.32%7.14%2.22%0.81%
MRIN
Marin Software Incorporated
0.00%0.00%0.00%0.00%0.00%
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