PHYS vs. XAU.TO
Compare and contrast key facts about Sprott Physical Gold Trust (PHYS) and Goldmoney Inc. (XAU.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS or XAU.TO.
Key characteristics
| PHYS | XAU.TO | |
|---|---|---|
| YTD Return | 24.11% | 6.66% |
| 1Y Return | 28.54% | 2.33% |
| 3Y Return (Ann) | 10.44% | -13.05% |
| 5Y Return (Ann) | 10.95% | -3.70% |
| 10Y Return (Ann) | 7.23% | 191.19% |
| Sharpe Ratio | 2.01 | 0.03 |
| Sortino Ratio | 2.62 | 0.32 |
| Omega Ratio | 1.35 | 1.04 |
| Calmar Ratio | 3.39 | 0.01 |
| Martin Ratio | 12.21 | 0.13 |
| Ulcer Index | 2.42% | 9.56% |
| Daily Std Dev | 14.71% | 35.56% |
| Max Drawdown | -48.16% | -83.45% |
| Current Drawdown | -8.73% | -78.62% |
Fundamentals
| PHYS | XAU.TO | |
|---|---|---|
| Market Cap | $8.17B | CA$111.20M |
| EPS | $0.10 | -CA$1.37 |
| Total Revenue (TTM) | $66.11M | CA$65.38M |
| Gross Profit (TTM) | $47.47M | CA$20.53M |
| EBITDA (TTM) | $1.47B | CA$17.50M |
Correlation
The correlation between PHYS and XAU.TO is 0.21, 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. XAU.TO - Performance Comparison
In the year-to-date period, PHYS achieves a 24.11% return, which is significantly higher than XAU.TO's 6.66% return. Over the past 10 years, PHYS has underperformed XAU.TO with an annualized return of 7.23%, while XAU.TO has yielded a comparatively higher 191.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PHYS vs. XAU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and Goldmoney Inc. (XAU.TO). 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.
Dividends
PHYS vs. XAU.TO - Dividend Comparison
Neither PHYS nor XAU.TO has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XAU.TO Goldmoney Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2,139,037.43% |
Drawdowns
PHYS vs. XAU.TO - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, smaller than the maximum XAU.TO drawdown of -83.45%. Use the drawdown chart below to compare losses from any high point for PHYS and XAU.TO. For additional features, visit the drawdowns tool.
Volatility
PHYS vs. XAU.TO - Volatility Comparison
The current volatility for Sprott Physical Gold Trust (PHYS) is 5.67%, while Goldmoney Inc. (XAU.TO) has a volatility of 10.93%. This indicates that PHYS experiences smaller price fluctuations and is considered to be less risky than XAU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PHYS vs. XAU.TO - Financials Comparison
This section allows you to compare key financial metrics between Sprott Physical Gold Trust and Goldmoney Inc.. 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