RWE.DE vs. GC=F

Last updated Jun 13, 2026

RWE.DE (RWE AG) is a stock, while GC=F (Gold Futures) is an asset. At a correlation of -0.01, they often move in opposite directions.

Performance

RWE.DE vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in RWE AG (RWE.DE) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RWE.DE is traded in EUR, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to EUR using the latest available exchange rates.

Returns By Period

RWE.DE

• 1D: -0.07%
• 1M: 1.70%
• YTD: 29.46%
• 6M: 35.20%
• 1Y: 64.64%
• 3Y*: 16.35%
• 5Y*: 16.17%
• 10Y*: 19.88%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RWE.DE vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RWE.DE RWE AG	29.46%	62.21%	-27.81%	1.17%	13.25%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	13.25%

Correlation

The correlation between RWE.DE and GC=F is -0.01, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	-0.01

Return for Risk

RWE.DE vs. GC=F — Risk / Return Rank

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

RWE.DE

RWE.DE Risk / Return Rank: 94
RWE.DE Sharpe Ratio Rank: 94
RWE.DE Sortino Ratio Rank: 94
RWE.DE Omega Ratio Rank: 92
RWE.DE Calmar Ratio Rank: 95
RWE.DE Martin Ratio Rank: 93

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

RWE.DE vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) and Gold Futures (GC=F). 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.

	RWE.DE	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	2.69	—	—
Sortino ratio: Return per unit of downside risk	3.62	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	6.37	—	—
Martin ratio: Return relative to average drawdown	15.02	—	—

Drawdowns

Drawdown Indicators

	RWE.DE	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-85.39%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.02%	—	—
Current Drawdown Current decline from peak	-5.46%	—	—
Average Drawdown Average peak-to-trough decline	-45.33%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	—	—

Volatility

Volatility by Period

	RWE.DE	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.54%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.61%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.31%	—	—

Frequently Asked Questions

Can I hold both RWE.DE and GC=F in my portfolio?

RWE.DE and GC=F have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.