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:
3.04
GC=F:
2.47
PHYS:
3.71
GC=F:
3.04
PHYS:
1.51
GC=F:
1.44
PHYS:
5.05
GC=F:
4.65
PHYS:
14.29
GC=F:
11.69
PHYS:
3.27%
GC=F:
3.18%
PHYS:
15.38%
GC=F:
14.80%
PHYS:
-48.16%
GC=F:
-44.36%
PHYS:
0.00%
GC=F:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with PHYS having a 12.66% return and GC=F slightly lower at 12.59%. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 8.56% annualized return and GC=F not far behind at 8.27%.
PHYS
12.66%
8.72%
16.24%
45.73%
11.32%
8.56%
GC=F
12.59%
8.42%
18.01%
46.00%
11.00%
8.27%
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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 3.51%, while Gold (GC=F) has a volatility of 4.11%. 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.