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OUNZ vs. ALKS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OUNZ vs. ALKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and Alkermes plc (ALKS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OUNZ achieves a 0.07% return, which is significantly lower than ALKS's 58.54% return. Over the past 10 years, OUNZ has outperformed ALKS with an annualized return of 12.42%, while ALKS has yielded a comparatively lower 0.70% annualized return.


OUNZ

1D
2.54%
1M
-5.03%
YTD
0.07%
6M
0.22%
1Y
25.45%
3Y*
29.89%
5Y*
18.45%
10Y*
12.42%

ALKS

1D
0.18%
1M
18.36%
YTD
58.54%
6M
57.47%
1Y
48.71%
3Y*
11.28%
5Y*
12.07%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OUNZ vs. ALKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OUNZ
VanEck Merk Gold Trust
0.07%63.95%26.75%12.83%-0.51%-4.00%24.71%18.00%-2.06%12.82%
ALKS
Alkermes plc
58.54%-2.71%3.68%6.16%12.34%16.59%-2.21%-30.87%-46.08%-1.53%

Correlation

The correlation between OUNZ and ALKS is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 16, 2014

-0.03

The correlation between OUNZ and ALKS shifts across timeframes, from -0.03 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OUNZ vs. ALKS — Risk / Return Rank

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

OUNZ
OUNZ Risk / Return Rank: 2727
Overall Rank
OUNZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3131
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2424
Martin Ratio Rank

ALKS
ALKS Risk / Return Rank: 7676
Overall Rank
ALKS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ALKS Sortino Ratio Rank: 7575
Sortino Ratio Rank
ALKS Omega Ratio Rank: 7373
Omega Ratio Rank
ALKS Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALKS Martin Ratio Rank: 7676
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.

OUNZ vs. ALKS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) and Alkermes plc (ALKS). 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.


OUNZALKSDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.19

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.05

2.21

-1.16

Martin ratioReturn relative to average drawdown

3.00

5.11

-2.12

OUNZ vs. ALKS - Sharpe Ratio Comparison

The current OUNZ Sharpe Ratio is 0.94, which is comparable to the ALKS Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of OUNZ and ALKS, 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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Drawdowns

OUNZ vs. ALKS - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -24.36%, smaller than the maximum ALKS drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for OUNZ and ALKS.


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Drawdown Indicators


OUNZALKSDifference

Max Drawdown

Largest peak-to-trough decline

-24.36%

-96.14%

+71.78%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-22.20%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-31.58%

+7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-33.18%

+8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

-80.58%

+56.22%

Current Drawdown

Current decline from peak

-20.00%

-54.76%

+34.76%

Average Drawdown

Average peak-to-trough decline

-7.60%

-67.23%

+59.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

9.55%

-1.01%

Volatility

OUNZ vs. ALKS - Volatility Comparison

The current volatility for VanEck Merk Gold Trust (OUNZ) is 8.30%, while Alkermes plc (ALKS) has a volatility of 10.43%. This indicates that OUNZ experiences smaller price fluctuations and is considered to be less risky than ALKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OUNZALKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

10.43%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

30.28%

-6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

40.79%

-13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

37.33%

-19.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

41.31%

-25.20%

Dividends

OUNZ vs. ALKS - Dividend Comparison

Neither OUNZ nor ALKS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OUNZ and ALKS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALKS has higher volatility (10.43%) compared to OUNZ (8.30%). In terms of maximum drawdown, OUNZ dropped -24.36% vs ALKS's -96.14%.

ALKS currently has the higher Sharpe Ratio (1.20 vs 0.94), 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.

Portfolio Optimizer

Find the right allocation for OUNZ and ALKS

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