SAND vs. AAAU
Compare and contrast key facts about Sandstorm Gold Ltd. (SAND) and Goldman Sachs Physical Gold ETF (AAAU).
AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAND or AAAU.
Key characteristics
| SAND | AAAU | |
|---|---|---|
| YTD Return | 15.96% | 29.96% |
| 1Y Return | 25.71% | 36.93% |
| 3Y Return (Ann) | -4.42% | 13.43% |
| 5Y Return (Ann) | -1.82% | 12.79% |
| Sharpe Ratio | 0.78 | 2.60 |
| Sortino Ratio | 1.25 | 3.43 |
| Omega Ratio | 1.16 | 1.45 |
| Calmar Ratio | 0.38 | 5.54 |
| Martin Ratio | 3.39 | 17.06 |
| Ulcer Index | 8.24% | 2.19% |
| Daily Std Dev | 35.78% | 14.41% |
| Max Drawdown | -86.60% | -21.63% |
| Current Drawdown | -60.47% | -3.70% |
Correlation
The correlation between SAND and AAAU is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SAND vs. AAAU - Performance Comparison
In the year-to-date period, SAND achieves a 15.96% return, which is significantly lower than AAAU's 29.96% 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
SAND vs. AAAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandstorm Gold Ltd. (SAND) and Goldman Sachs Physical Gold ETF (AAAU). 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
SAND vs. AAAU - Dividend Comparison
SAND's dividend yield for the trailing twelve months is around 1.01%, while AAAU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
SAND Sandstorm Gold Ltd. | 1.01% | 1.19% | 1.16% |
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
SAND vs. AAAU - Drawdown Comparison
The maximum SAND drawdown since its inception was -86.60%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for SAND and AAAU. For additional features, visit the drawdowns tool.
Volatility
SAND vs. AAAU - Volatility Comparison
Sandstorm Gold Ltd. (SAND) has a higher volatility of 13.05% compared to Goldman Sachs Physical Gold ETF (AAAU) at 4.82%. This indicates that SAND's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.