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 0.35, 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:
2.11
GC=F:
2.43
PHYS:
2.70
GC=F:
3.13
PHYS:
1.36
GC=F:
1.43
PHYS:
3.83
GC=F:
4.99
PHYS:
10.83
GC=F:
12.70
PHYS:
3.27%
GC=F:
3.14%
PHYS:
16.58%
GC=F:
16.20%
PHYS:
-48.16%
GC=F:
-44.36%
PHYS:
-4.39%
GC=F:
-2.28%
Returns By Period
In the year-to-date period, PHYS achieves a 24.38% return, which is significantly lower than GC=F's 26.61% return. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 9.93% annualized return and GC=F not far behind at 9.44%.
PHYS
24.38%
7.74%
18.66%
39.09%
12.49%
9.93%
GC=F
26.61%
10.47%
22.63%
43.00%
12.33%
9.44%
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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
Sprott Physical Gold Trust (PHYS) and Gold (GC=F) have volatilities of 8.10% and 8.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.