PZAKY vs. AUCO.L
PZAKY (Powszechny Zaklad Ubezpieczen SA) is a stock, while AUCO.L (L&G Gold Mining UCITS ETF) is Gold fund tracking the STOXX Global Gold Miners Index. Over the past year, PZAKY returned 50.51% vs 54.19% for AUCO.L. At a correlation of -0.02, they often move in opposite directions.
Performance
PZAKY vs. AUCO.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PZAKY achieves a 5.04% return, which is significantly higher than AUCO.L's -8.56% return.
PZAKY
- 1D
- 0.00%
- 1M
- 3.41%
- YTD
- 5.04%
- 6M
- -5.30%
- 1Y
- 50.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUCO.L
- 1D
- -1.44%
- 1M
- -16.15%
- YTD
- -8.56%
- 6M
- -1.88%
- 1Y
- 54.19%
- 3Y*
- 46.28%
- 5Y*
- 20.71%
- 10Y*
- 14.35%
PZAKY vs. AUCO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PZAKY Powszechny Zaklad Ubezpieczen SA | 5.04% | 53.44% | 76.46% |
AUCO.L L&G Gold Mining UCITS ETF | -8.56% | 181.83% | 33.59% |
Correlation
The correlation between PZAKY and AUCO.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2024 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PZAKY vs. AUCO.L — Risk / Return Rank
PZAKY
AUCO.L
PZAKY vs. AUCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Powszechny Zaklad Ubezpieczen SA (PZAKY) and L&G Gold Mining UCITS ETF (AUCO.L). 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.
| PZAKY | AUCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.70 | +0.09 |
| Martin ratioReturn relative to average drawdown | 4.40 | 4.45 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PZAKY | AUCO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.18 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.20 | +0.72 |
Drawdowns
PZAKY vs. AUCO.L - Drawdown Comparison
The maximum PZAKY drawdown since its inception was -28.78%, smaller than the maximum AUCO.L drawdown of -78.30%. Use the drawdown chart below to compare losses from any high point for PZAKY and AUCO.L.
Loading charts...
Drawdown Indicators
| PZAKY | AUCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -78.30% | +49.52% |
Max Drawdown (1Y)Largest decline over 1 year | -28.78% | -31.80% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.47% | — |
Current DrawdownCurrent decline from peak | -16.77% | -31.80% | +15.03% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -40.79% | +37.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.58% | 12.15% | -0.57% |
Volatility
PZAKY vs. AUCO.L - Volatility Comparison
Powszechny Zaklad Ubezpieczen SA (PZAKY) has a higher volatility of 23.78% compared to L&G Gold Mining UCITS ETF (AUCO.L) at 15.14%. This indicates that PZAKY's price experiences larger fluctuations and is considered to be riskier than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PZAKY | AUCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.78% | 15.14% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 59.18% | 36.64% | +22.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.01% | 45.89% | +31.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.89% | 38.20% | +28.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.89% | 35.40% | +31.49% |
Dividends
PZAKY vs. AUCO.L - Dividend Comparison
PZAKY's dividend yield for the trailing twelve months is around 6.74%, while AUCO.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AUCO.L L&G Gold Mining UCITS ETF | 0.00% | 0.00% | 0.00% |
PZAKY Powszechny Zaklad Ubezpieczen SA | 6.74% | 7.08% | 9.07% |
Frequently Asked Questions
PZAKY and AUCO.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for PZAKY and AUCO.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer