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 -20.17%/yr vs 17.84%/yr for GLD. At a 0.09 correlation, their price movements are largely independent.
Performance
PCT vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, PCT achieves a -3.49% return, which is significantly higher than GLD's -4.79% return.
PCT
- 1D
- -0.60%
- 1M
- -26.77%
- YTD
- -3.49%
- 6M
- -9.10%
- 1Y
- -36.77%
- 3Y*
- -3.59%
- 5Y*
- -20.17%
- 10Y*
- —
GLD
- 1D
- -1.89%
- 1M
- -8.82%
- YTD
- -4.79%
- 6M
- -8.78%
- 1Y
- 21.29%
- 3Y*
- 28.41%
- 5Y*
- 17.84%
- 10Y*
- 11.59%
PCT vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | -3.49% | -16.20% | 153.09% | -40.09% | -29.36% | -40.67% | 58.14% |
GLD SPDR Gold Shares | -4.79% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 5.29% |
Correlation
The correlation between PCT and GLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2020 | 0.09 |
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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 | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.87 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.90 | 2.35 | -3.24 |
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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 | -70.09% | -24.46% | -45.63% |
Max Drawdown (3Y)Largest decline over 3 years | -79.73% | -24.46% | -55.27% |
Max Drawdown (5Y)Largest decline over 5 years | -90.20% | -24.46% | -65.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.46% | — |
Current DrawdownCurrent decline from peak | -74.64% | -23.91% | -50.73% |
Average DrawdownAverage peak-to-trough decline | -63.21% | -16.17% | -47.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.09% | 9.10% | +31.99% |
Volatility
PCT vs. GLD - Volatility Comparison
PureCycle Technologies, Inc. (PCT) has a higher volatility of 25.56% compared to SPDR Gold Shares (GLD) at 8.18%. 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 | 25.56% | 8.18% | +17.38% |
Volatility (6M)Calculated over the trailing 6-month period | 62.62% | 24.38% | +38.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.04% | 27.57% | +52.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.40% | 18.24% | +74.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.13% | 16.04% | +75.09% |
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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCT has higher volatility (25.56%) compared to GLD (8.18%). In terms of maximum drawdown, PCT dropped -92.66% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.78 vs -0.46), 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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