PCT vs. GLD
PCT (PureCycle Technologies, Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, PCT returned -15.53%/yr vs 16.95%/yr for GLD. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
PCT vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, PCT achieves a -25.84% return, which is significantly lower than GLD's -6.25% return.
PCT
- 1D
- 0.31%
- 1M
- -16.29%
- 6M
- -33.37%
- YTD
- -25.84%
- 1Y
- -49.52%
- 3Y*
- -17.42%
- 5Y*
- -15.53%
- 10Y*
- —
- ALL TIME*
- -7.49%
GLD
- 1D
- -1.49%
- 1M
- -1.74%
- 6M
- -16.50%
- YTD
- -6.25%
- 1Y
- 20.20%
- 3Y*
- 27.22%
- 5Y*
- 16.95%
- 10Y*
- 11.05%
- ALL TIME*
- 10.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.38B | $2.40B | $2.72B | |
| $20.67M | $26.68M | $51.25M |
PCT vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | -25.84% | -16.20% | 153.09% | -40.09% | -29.36% | -40.67% | 58.14% |
GLD SPDR Gold Shares | -6.25% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 5.29% |
Correlation
The correlation between PCT and GLD is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2020 | 0.10 |
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Return for Risk
PCT vs. GLD — Risk / Return Rank
PCT
GLD
PCT vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PureCycle Technologies, Inc. (PCT) and SPDR Gold Shares (GLD). 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.
| PCT | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.17 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.86 | -1.65 |
| Martin ratioReturn relative to average drawdown | -1.32 | 1.86 | -3.18 |
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Drawdowns
PCT vs. GLD - Drawdown Comparison
The maximum PCT drawdown since its inception was -92.66%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PCT and GLD.
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Drawdown Indicators
| PCT | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.66% | -45.56% | -47.10% |
Max Drawdown (1Y)Largest decline over 1 year | -66.56% | -26.40% | -40.16% |
Max Drawdown (3Y)Largest decline over 3 years | -78.97% | -26.40% | -52.57% |
Max Drawdown (5Y)Largest decline over 5 years | -85.52% | -26.40% | -59.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.40% | — |
Current DrawdownCurrent decline from peak | -80.51% | -25.08% | -55.43% |
Average DrawdownAverage peak-to-trough decline | -63.49% | -16.21% | -47.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.79% | 12.18% | +27.61% |
Volatility
PCT vs. GLD - Volatility Comparison
PureCycle Technologies, Inc. (PCT) has a higher volatility of 23.72% compared to SPDR Gold Shares (GLD) at 6.40%. This indicates that PCT's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCT | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.72% | 6.40% | +17.32% |
Volatility (6M)Calculated over the trailing 6-month period | 62.92% | 23.52% | +39.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.76% | 28.13% | +53.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.29% | 18.49% | +73.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.86% | 16.14% | +74.72% |
Dividends
PCT vs. GLD - Dividend Comparison
Neither PCT nor GLD has paid dividends to shareholders.
Frequently Asked Questions
PCT and GLD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCT has higher volatility (23.72%) compared to GLD (6.40%). In terms of maximum drawdown, PCT dropped -92.66% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.81 vs -0.64), 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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