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OUNZ vs. VYGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OUNZ vs. VYGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and Voyager Therapeutics, Inc. (VYGR). 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 higher than VYGR's -7.63% return. Over the past 10 years, OUNZ has outperformed VYGR with an annualized return of 12.42%, while VYGR has yielded a comparatively lower -12.79% 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%

VYGR

1D
3.71%
1M
-3.59%
YTD
-7.63%
6M
-16.74%
1Y
10.00%
3Y*
-34.59%
5Y*
-5.51%
10Y*
-12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OUNZ vs. VYGR - 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%
VYGR
Voyager Therapeutics, Inc.
-7.63%-30.69%-32.82%38.36%125.09%-62.10%-48.75%48.40%-43.37%30.30%

Correlation

The correlation between OUNZ and VYGR is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

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

0.08

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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2015

0.01

The correlation between OUNZ and VYGR shifts across timeframes, from 0.01 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OUNZ vs. VYGR — 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

VYGR
VYGR Risk / Return Rank: 4848
Overall Rank
VYGR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
VYGR Omega Ratio Rank: 4646
Omega Ratio Rank
VYGR Calmar Ratio Rank: 4848
Calmar Ratio Rank
VYGR Martin Ratio Rank: 4848
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. VYGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) and Voyager Therapeutics, Inc. (VYGR). 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.


OUNZVYGRDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratioReturn relative to maximum drawdown

1.05

0.27

+0.78

Martin ratioReturn relative to average drawdown

3.00

0.48

+2.52

OUNZ vs. VYGR - Sharpe Ratio Comparison

The current OUNZ Sharpe Ratio is 0.94, which is higher than the VYGR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of OUNZ and VYGR, 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. VYGR - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -24.36%, smaller than the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for OUNZ and VYGR.


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Drawdown Indicators


OUNZVYGRDifference

Max Drawdown

Largest peak-to-trough decline

-24.36%

-92.11%

+67.75%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-37.71%

+13.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-80.49%

+56.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-80.49%

+56.13%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

-92.11%

+67.75%

Current Drawdown

Current decline from peak

-20.00%

-88.41%

+68.41%

Average Drawdown

Average peak-to-trough decline

-7.60%

-66.91%

+59.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

21.10%

-12.56%

Volatility

OUNZ vs. VYGR - Volatility Comparison

The current volatility for VanEck Merk Gold Trust (OUNZ) is 8.30%, while Voyager Therapeutics, Inc. (VYGR) has a volatility of 19.66%. This indicates that OUNZ experiences smaller price fluctuations and is considered to be less risky than VYGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OUNZVYGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

19.66%

-11.36%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

43.72%

-19.71%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

65.19%

-37.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

80.85%

-62.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

75.87%

-59.76%

Dividends

OUNZ vs. VYGR - Dividend Comparison

Neither OUNZ nor VYGR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OUNZ and VYGR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYGR has higher volatility (19.66%) compared to OUNZ (8.30%). In terms of maximum drawdown, OUNZ dropped -24.36% vs VYGR's -92.11%.

OUNZ currently has the higher Sharpe Ratio (0.94 vs 0.15), 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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