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PCT vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCT vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PureCycle Technologies, Inc. (PCT) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCT achieves a 49.53% return, which is significantly higher than GLD's 3.95% return.


PCT

1D
5.03%
1M
63.42%
YTD
49.53%
6M
54.20%
1Y
38.12%
3Y*
19.33%
5Y*
-7.47%
10Y*

GLD

1D
0.17%
1M
-2.65%
YTD
3.95%
6M
6.38%
1Y
32.18%
3Y*
31.53%
5Y*
18.64%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCT vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PCT
PureCycle Technologies, Inc.
49.53%-16.20%153.09%-40.09%-29.36%-40.67%58.14%
GLD
SPDR Gold Shares
3.95%63.68%26.66%12.69%-0.77%-4.15%4.80%

Correlation

The correlation between PCT and GLD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.09

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Return for Risk

PCT vs. GLD — Risk / Return Rank

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

PCT
PCT Risk / Return Rank: 5555
Overall Rank
PCT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PCT Sortino Ratio Rank: 5959
Sortino Ratio Rank
PCT Omega Ratio Rank: 5656
Omega Ratio Rank
PCT Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCT Martin Ratio Rank: 5050
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3434
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLD Omega Ratio Rank: 3737
Omega Ratio Rank
GLD Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLD Martin Ratio Rank: 3131
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.

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.


PCTGLDDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.22

-0.74

Sortino ratio

Return per unit of downside risk

1.28

1.61

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.50

1.86

-1.36

Martin ratio

Return relative to average drawdown

0.88

4.66

-3.78

PCT vs. GLD - Sharpe Ratio Comparison

The current PCT Sharpe Ratio is 0.48, which is lower than the GLD Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PCT and GLD, 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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Sharpe Ratios by Period


PCTGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.22

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

1.04

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.60

-0.56

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


PCTGLDDifference

Max Drawdown

Largest peak-to-trough decline

-92.66%

-45.56%

-47.10%

Max Drawdown (1Y)

Largest decline over 1 year

-70.09%

-19.21%

-50.88%

Max Drawdown (3Y)

Largest decline over 3 years

-79.73%

-19.21%

-60.52%

Max Drawdown (5Y)

Largest decline over 5 years

-90.61%

-21.03%

-69.58%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-60.71%

-16.93%

-43.78%

Average Drawdown

Average peak-to-trough decline

-63.20%

-16.16%

-47.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.90%

7.65%

+32.25%

Volatility

PCT vs. GLD - Volatility Comparison

PureCycle Technologies, Inc. (PCT) has a higher volatility of 29.55% compared to SPDR Gold Shares (GLD) at 5.78%. 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


PCTGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.55%

5.78%

+23.77%

Volatility (6M)

Calculated over the trailing 6-month period

63.24%

23.14%

+40.10%

Volatility (1Y)

Calculated over the trailing 1-year period

80.37%

26.71%

+53.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.37%

18.02%

+74.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.10%

15.95%

+75.15%

Dividends

PCT vs. GLD - Dividend Comparison

Neither PCT nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PCT and GLD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCT has higher volatility (29.55%) compared to GLD (5.78%). In terms of maximum drawdown, PCT dropped -92.66% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (1.22 vs 0.48), 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

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