MRVL vs. GLDM
MRVL (Marvell Technology, Inc.) is a stock, while GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, MRVL returned 40.49%/yr vs 17.41%/yr for GLDM. At a 0.06 correlation, their price movements are largely independent.
Performance
MRVL vs. GLDM - Performance Comparison
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Returns By Period
In the year-to-date period, MRVL achieves a 229.54% return, which is significantly higher than GLDM's -2.40% return.
MRVL
- 1D
- -0.36%
- 1M
- 53.19%
- YTD
- 229.54%
- 6M
- 231.70%
- 1Y
- 317.41%
- 3Y*
- 64.86%
- 5Y*
- 40.49%
- 10Y*
- 40.68%
GLDM
- 1D
- 0.11%
- 1M
- -9.52%
- YTD
- -2.40%
- 6M
- -2.09%
- 1Y
- 22.58%
- 3Y*
- 29.27%
- 5Y*
- 17.41%
- 10Y*
- —
MRVL vs. GLDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRVL Marvell Technology, Inc. | 229.54% | -22.82% | 83.79% | 63.68% | -57.48% | 84.62% | 80.25% | 65.74% | -18.97% |
GLDM SPDR Gold MiniShares Trust | -2.40% | 64.20% | 27.08% | 13.04% | -0.47% | -4.01% | 25.10% | 18.10% | 1.75% |
Correlation
The correlation between MRVL and GLDM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018 | 0.06 |
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Return for Risk
MRVL vs. GLDM — Risk / Return Rank
MRVL
GLDM
MRVL vs. GLDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marvell Technology, Inc. (MRVL) 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.
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.
| MRVL | GLDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.19 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 11.57 | 1.00 | +10.57 |
| Martin ratioReturn relative to average drawdown | 26.42 | 2.87 | +23.55 |
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Drawdowns
MRVL vs. GLDM - Drawdown Comparison
The maximum MRVL drawdown since its inception was -91.60%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for MRVL and GLDM.
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Drawdown Indicators
| MRVL | GLDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.60% | -24.35% | -67.25% |
Max Drawdown (1Y)Largest decline over 1 year | -26.36% | -24.35% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -60.79% | -24.35% | -36.44% |
Max Drawdown (5Y)Largest decline over 5 years | -61.88% | -24.35% | -37.53% |
Max Drawdown (10Y)Largest decline over 10 years | -61.88% | — | — |
Current DrawdownCurrent decline from peak | -11.61% | -21.96% | +10.35% |
Average DrawdownAverage peak-to-trough decline | -46.74% | -6.27% | -40.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.52% | 8.44% | +3.08% |
Volatility
MRVL vs. GLDM - Volatility Comparison
Marvell Technology, Inc. (MRVL) has a higher volatility of 40.61% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that MRVL'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
| MRVL | GLDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.61% | 7.73% | +32.88% |
Volatility (6M)Calculated over the trailing 6-month period | 55.42% | 23.93% | +31.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.94% | 27.15% | +43.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.82% | 18.13% | +43.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.94% | 16.98% | +34.96% |
Dividends
MRVL vs. GLDM - Dividend Comparison
MRVL's dividend yield for the trailing twelve months is around 0.09%, while GLDM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL Marvell Technology, Inc. | 0.09% | 0.28% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% |
Frequently Asked Questions
MRVL and GLDM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRVL has higher volatility (40.61%) compared to GLDM (7.73%). In terms of maximum drawdown, MRVL dropped -91.60% vs GLDM's -24.35%.
MRVL currently has the higher Sharpe Ratio (4.30 vs 0.90), 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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