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 0.33, 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:
1.87
GC=F:
2.06
PHYS:
2.42
GC=F:
2.59
PHYS:
1.32
GC=F:
1.37
PHYS:
3.07
GC=F:
3.78
PHYS:
9.18
GC=F:
10.45
PHYS:
3.08%
GC=F:
2.89%
PHYS:
15.14%
GC=F:
14.53%
PHYS:
-48.16%
GC=F:
-44.36%
PHYS:
-6.69%
GC=F:
-5.73%
Returns By Period
The year-to-date returns for both investments are quite close, with PHYS having a 26.87% return and GC=F slightly higher at 27.46%. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 7.64% annualized return and GC=F not far behind at 7.37%.
PHYS
26.87%
-0.93%
12.15%
27.59%
11.32%
7.64%
GC=F
27.46%
-0.74%
13.48%
28.91%
10.83%
7.37%
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Risk-Adjusted Performance
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 5.19%, while Gold (GC=F) has a volatility of 5.48%. 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.