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 -17.14%/yr vs 16.50%/yr for GLD. At a 0.09 correlation, their price movements are largely independent.
Performance
PCT vs. GLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PCT achieves a -22.00% return, which is significantly lower than GLD's -7.36% return.
PCT
- 1D
- -8.22%
- 1M
- -24.55%
- 6M
- -36.01%
- YTD
- -22.00%
- 1Y
- -56.07%
- 3Y*
- -13.44%
- 5Y*
- -17.14%
- 10Y*
- —
GLD
- 1D
- -2.62%
- 1M
- -5.02%
- 6M
- -13.05%
- YTD
- -7.36%
- 1Y
- 18.76%
- 3Y*
- 26.48%
- 5Y*
- 16.50%
- 10Y*
- 11.21%
PCT vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | -22.00% | -16.20% | 153.09% | -40.09% | -29.36% | -40.67% | 58.14% |
GLD SPDR Gold Shares | -7.36% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 5.29% |
Correlation
The correlation between PCT and GLD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2020 | 0.09 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.15 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.72 | -1.52 |
| Martin ratioReturn relative to average drawdown | -1.31 | 1.76 | -3.07 |
Loading charts...
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.
Loading charts...
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% | -26.21% | -43.88% |
Max Drawdown (3Y)Largest decline over 3 years | -79.73% | -26.21% | -53.52% |
Max Drawdown (5Y)Largest decline over 5 years | -85.71% | -26.21% | -59.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -79.50% | -25.97% | -53.53% |
Average DrawdownAverage peak-to-trough decline | -63.33% | -16.19% | -47.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.96% | 10.69% | +32.27% |
Volatility
PCT vs. GLD - Volatility Comparison
PureCycle Technologies, Inc. (PCT) has a higher volatility of 19.25% compared to SPDR Gold Shares (GLD) at 7.58%. 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.
Loading charts...
Volatility by Period
| PCT | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.25% | 7.58% | +11.67% |
Volatility (6M)Calculated over the trailing 6-month period | 62.52% | 24.18% | +38.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.60% | 27.96% | +52.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.28% | 18.39% | +73.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.95% | 16.10% | +74.85% |
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 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCT has higher volatility (19.25%) compared to GLD (7.58%). In terms of maximum drawdown, PCT dropped -92.66% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.68 vs -0.70), 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.
Find the right allocation for PCT and GLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer