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PHIO vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHIO vs. GOLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phio Pharmaceuticals Corp. (PHIO) and Strategy Shares Gold-Hedged Bond ETF (GOLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PHIO

1D
1.94%
1M
-3.67%
YTD
0.00%
6M
-4.55%
1Y
-53.64%
3Y*
-65.93%
5Y*
-66.25%
10Y*
-69.90%

GOLY

1D
-1.69%
1M
-8.50%
YTD
-24.89%
6M
-27.50%
1Y
-9.04%
3Y*
15.20%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHIO vs. GOLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PHIO
Phio Pharmaceuticals Corp.
0.00%-41.67%-73.68%-82.97%-62.80%-50.50%
GOLY
Strategy Shares Gold-Hedged Bond ETF
-24.89%57.98%19.82%12.74%-19.96%-1.40%

Correlation

The correlation between PHIO and GOLY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.12

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

0.08

Correlation (All Time)
Calculated using the full available price history since May 18, 2021

0.08

The correlation between PHIO and GOLY shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHIO vs. GOLY — Risk / Return Rank

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

PHIO
PHIO Risk / Return Rank: 1414
Overall Rank
PHIO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PHIO Sortino Ratio Rank: 1414
Sortino Ratio Rank
PHIO Omega Ratio Rank: 1515
Omega Ratio Rank
PHIO Calmar Ratio Rank: 1212
Calmar Ratio Rank
PHIO Martin Ratio Rank: 1616
Martin Ratio Rank

GOLY
GOLY Risk / Return Rank: 66
Overall Rank
GOLY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 77
Sortino Ratio Rank
GOLY Omega Ratio Rank: 66
Omega Ratio Rank
GOLY Calmar Ratio Rank: 77
Calmar Ratio Rank
GOLY Martin Ratio Rank: 66
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.

PHIO vs. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phio Pharmaceuticals Corp. (PHIO) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


PHIOGOLYDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.90

0.98

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.25

-0.53

Martin ratioReturn relative to average drawdown

-1.15

-0.60

-0.55

PHIO vs. GOLY - Sharpe Ratio Comparison

The current PHIO Sharpe Ratio is -0.67, which is lower than the GOLY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PHIO and GOLY, 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

PHIO vs. GOLY - Drawdown Comparison

The maximum PHIO drawdown since its inception was -100.00%, which is greater than GOLY's maximum drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for PHIO and GOLY.


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Drawdown Indicators


PHIOGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-36.08%

-63.92%

Max Drawdown (1Y)

Largest decline over 1 year

-68.73%

-36.08%

-32.65%

Max Drawdown (3Y)

Largest decline over 3 years

-96.83%

-36.08%

-60.75%

Max Drawdown (5Y)

Largest decline over 5 years

-99.67%

-36.08%

-63.59%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-35.19%

-64.81%

Average Drawdown

Average peak-to-trough decline

-91.64%

-12.06%

-79.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.65%

14.99%

+31.66%

Volatility

PHIO vs. GOLY - Volatility Comparison

Phio Pharmaceuticals Corp. (PHIO) has a higher volatility of 12.84% compared to Strategy Shares Gold-Hedged Bond ETF (GOLY) at 9.36%. This indicates that PHIO's price experiences larger fluctuations and is considered to be riskier than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHIOGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

9.36%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

63.21%

30.58%

+32.63%

Volatility (1Y)

Calculated over the trailing 1-year period

80.68%

33.78%

+46.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

183.83%

22.57%

+161.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.13%

22.42%

+127.71%

Dividends

PHIO vs. GOLY - Dividend Comparison

PHIO has not paid dividends to shareholders, while GOLY's dividend yield for the trailing twelve months is around 9.80%.


PositionTTM20252024202320222021
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.80%7.22%3.85%2.94%2.57%1.11%
PHIO
Phio Pharmaceuticals Corp.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PHIO and GOLY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHIO has higher volatility (12.84%) compared to GOLY (9.36%). In terms of maximum drawdown, PHIO dropped -100.00% vs GOLY's -36.08%.

GOLY currently has the higher Sharpe Ratio (-0.27 vs -0.67), 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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