PHYS vs. GC=F
Compare and contrast key facts about Sprott Physical Gold Trust (PHYS) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS or GC=F.
Correlation
The correlation between PHYS and GC=F is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PHYS vs. GC=F - Performance Comparison
Key characteristics
PHYS:
3.00
GC=F:
2.31
PHYS:
3.66
GC=F:
2.86
PHYS:
1.51
GC=F:
1.41
PHYS:
4.98
GC=F:
4.33
PHYS:
14.08
GC=F:
10.89
PHYS:
3.27%
GC=F:
3.18%
PHYS:
15.38%
GC=F:
14.76%
PHYS:
-48.16%
GC=F:
-44.36%
PHYS:
-0.09%
GC=F:
-0.08%
Returns By Period
In the year-to-date period, PHYS achieves a 12.86% return, which is significantly higher than GC=F's 11.73% return. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 8.58% annualized return and GC=F not far behind at 8.26%.
PHYS
12.86%
6.71%
16.44%
45.71%
11.34%
8.58%
GC=F
11.73%
6.14%
17.11%
45.45%
10.84%
8.26%
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Risk-Adjusted Performance
PHYS vs. GC=F — Risk-Adjusted Performance Rank
PHYS
GC=F
PHYS vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and Gold (GC=F). 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.
Drawdowns
PHYS vs. GC=F - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for PHYS and GC=F. For additional features, visit the drawdowns tool.
Volatility
PHYS vs. GC=F - Volatility Comparison
The current volatility for Sprott Physical Gold Trust (PHYS) is 3.50%, while Gold (GC=F) has a volatility of 3.97%. This indicates that PHYS experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.