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RWAY vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWAY vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Runway Growth Finance Corp. (RWAY) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RWAY achieves a -32.61% return, which is significantly higher than 3GOL.L's -36.55% return.


RWAY

1D
3.40%
1M
-15.30%
YTD
-32.61%
6M
-32.46%
1Y
-39.19%
3Y*
-11.17%
5Y*
10Y*

3GOL.L

1D
-4.45%
1M
-34.28%
YTD
-36.55%
6M
-39.67%
1Y
25.90%
3Y*
57.28%
5Y*
29.93%
10Y*
15.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWAY vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RWAY
Runway Growth Finance Corp.
-32.61%-6.56%1.65%25.73%-0.61%1.77%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-36.55%236.16%60.51%20.28%-13.87%4.20%

Correlation

The correlation between RWAY and 3GOL.L is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

-0.06

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Return for Risk

RWAY vs. 3GOL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RWAY
RWAY Risk / Return Rank: 33
Overall Rank
RWAY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RWAY Sortino Ratio Rank: 22
Sortino Ratio Rank
RWAY Omega Ratio Rank: 33
Omega Ratio Rank
RWAY Calmar Ratio Rank: 99
Calmar Ratio Rank
RWAY Martin Ratio Rank: 33
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RWAY vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Runway Growth Finance Corp. (RWAY) and WisdomTree Gold 3x Daily Leveraged (3GOL.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.

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.


RWAY3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

0.74

1.13

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.87

0.40

-1.26

Martin ratioReturn relative to average drawdown

-1.80

0.94

-2.75

RWAY vs. 3GOL.L - Sharpe Ratio Comparison

The current RWAY Sharpe Ratio is -1.49, which is lower than the 3GOL.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of RWAY and 3GOL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RWAY vs. 3GOL.L - Drawdown Comparison

The maximum RWAY drawdown since its inception was -45.35%, smaller than the maximum 3GOL.L drawdown of -83.81%. Use the drawdown chart below to compare losses from any high point for RWAY and 3GOL.L.


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Drawdown Indicators


RWAY3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.35%

-83.81%

+38.46%

Max Drawdown (1Y)

Largest decline over 1 year

-45.35%

-64.85%

+19.50%

Max Drawdown (3Y)

Largest decline over 3 years

-45.35%

-64.85%

+19.50%

Max Drawdown (5Y)

Largest decline over 5 years

-64.85%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

Current Drawdown

Current decline from peak

-43.06%

-64.57%

+21.51%

Average Drawdown

Average peak-to-trough decline

-11.04%

-60.94%

+49.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.77%

27.34%

-5.57%

Volatility

RWAY vs. 3GOL.L - Volatility Comparison

The current volatility for Runway Growth Finance Corp. (RWAY) is 11.71%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 26.74%. This indicates that RWAY experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWAY3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.71%

26.74%

-15.03%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

70.00%

-47.07%

Volatility (1Y)

Calculated over the trailing 1-year period

26.45%

78.22%

-51.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.67%

53.24%

-24.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.67%

47.88%

-19.21%

Dividends

RWAY vs. 3GOL.L - Dividend Comparison

RWAY's dividend yield for the trailing twelve months is around 24.64%, while 3GOL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
3GOL.L
WisdomTree Gold 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%
RWAY
Runway Growth Finance Corp.
24.64%15.68%16.33%14.34%10.87%1.95%

Frequently Asked Questions


RWAY and 3GOL.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RWAY and 3GOL.L

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