PHYS vs. GLD

The year-to-date returns for both stocks are quite close, with PHYS having a 26.87% return and GLD slightly lower at 26.64%. Both investments have delivered pretty close results over the past 10 years, with PHYS having a 7.64% annualized return and GLD not far ahead at 7.96%.

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This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and SPDR Gold Trust (GLD). 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.

The current PHYS Sharpe Ratio is 1.87, which is comparable to the GLD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PHYS and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PHYS nor GLD has paid dividends to shareholders.

The maximum PHYS drawdown since its inception was -48.16%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PHYS and GLD. For additional features, visit the drawdowns tool.

Sprott Physical Gold Trust (PHYS) and SPDR Gold Trust (GLD) have volatilities of 5.47% and 5.21%, 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.