PHYS vs. GOLD
PHYS (Sprott Physical Gold Trust) and GOLD (Barrick Mining Corporation) are both stocks. PHYS operates in Asset Management (Financial Services), while GOLD operates in Gold (Basic Materials). A 0.50 correlation means they provide meaningful diversification when combined.
Performance
PHYS vs. GOLD - Performance Comparison
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Returns By Period
In the year-to-date period, PHYS achieves a -6.30% return, which is significantly lower than GOLD's 25.52% return.
PHYS
- 1D
- -2.06%
- 1M
- -9.29%
- YTD
- -6.30%
- 6M
- -10.24%
- 1Y
- 19.41%
- 3Y*
- 27.81%
- 5Y*
- 16.99%
- 10Y*
- 10.92%
GOLD
- 1D
- 1.36%
- 1M
- -2.35%
- YTD
- 25.52%
- 6M
- 26.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PHYS vs. GOLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PHYS Sprott Physical Gold Trust | -6.30% | 1.79% |
GOLD Barrick Mining Corporation | 25.52% | 13.01% |
Correlation
The correlation between PHYS and GOLD is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025 | 0.50 |
Fundamentals
PHYS:
$14.91B
GOLD:
$1.12B
PHYS:
$11.91
GOLD:
$3.06
PHYS:
2.60
GOLD:
13.84
PHYS:
13.79
GOLD:
0.05
PHYS:
0.86
GOLD:
1.32
PHYS:
$1.06B
GOLD:
$23.02B
PHYS:
$3.03B
GOLD:
$169.58M
PHYS:
$5.61B
GOLD:
-$162.41M
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Return for Risk
PHYS vs. GOLD — Risk / Return Rank
PHYS
GOLD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PHYS vs. GOLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and Barrick Mining Corporation (GOLD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PHYS | GOLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | — | — |
| Martin ratioReturn relative to average drawdown | 2.11 | — | — |
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Drawdowns
PHYS vs. GOLD - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, which is greater than GOLD's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for PHYS and GOLD.
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Drawdown Indicators
| PHYS | GOLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.16% | -40.58% | -7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -24.80% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | — | — |
Current DrawdownCurrent decline from peak | -24.41% | -33.36% | +8.95% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -18.68% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.22% | — | — |
Volatility
PHYS vs. GOLD - Volatility Comparison
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Volatility by Period
| PHYS | GOLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.34% | 57.50% | -29.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 57.50% | -38.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 57.50% | -41.14% |
Dividends
PHYS vs. GOLD - Dividend Comparison
PHYS has not paid dividends to shareholders, while GOLD's dividend yield for the trailing twelve months is around 0.94%.
| Position | TTM |
|---|---|
GOLD Barrick Mining Corporation | 0.94% |
PHYS Sprott Physical Gold Trust | 0.00% |
Financials
PHYS vs. GOLD - Financials Comparison
This section allows you to compare key financial metrics between Sprott Physical Gold Trust and Barrick Mining Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PHYS and GOLD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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