SIGA vs. GDE
SIGA (SIGA Technologies, Inc.) is a stock, while GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) is Gold fund actively managed by WisdomTree. Over the past 3 years, SIGA returned 2.89%/yr vs 47.08%/yr for GDE. At a 0.23 correlation, their price movements are largely independent.
Performance
SIGA vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, SIGA achieves a -18.04% return, which is significantly lower than GDE's 11.25% return.
SIGA
- 1D
- 3.26%
- 1M
- -4.53%
- YTD
- -18.04%
- 6M
- -21.01%
- 1Y
- -18.57%
- 3Y*
- 2.89%
- 5Y*
- 0.68%
- 10Y*
- 21.32%
GDE
- 1D
- 1.33%
- 1M
- 2.08%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 54.50%
- 3Y*
- 47.08%
- 5Y*
- —
- 10Y*
- —
SIGA vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -18.04% | 12.27% | 15.21% | -17.64% | 9.70% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 11.25% | 73.76% | 44.79% | 33.85% | -18.67% |
Correlation
The correlation between SIGA and GDE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.23 |
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Return for Risk
SIGA vs. GDE — Risk / Return Rank
SIGA
GDE
SIGA vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.
| SIGA | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.42 | -2.79 |
| Martin ratioReturn relative to average drawdown | -0.63 | 7.50 | -8.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIGA | GDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 1.93 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 1.17 | -1.16 |
Drawdowns
SIGA vs. GDE - Drawdown Comparison
The maximum SIGA drawdown since its inception was -98.01%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SIGA and GDE.
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Drawdown Indicators
| SIGA | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -32.01% | -66.00% |
Max Drawdown (1Y)Largest decline over 1 year | -50.28% | -22.66% | -27.62% |
Max Drawdown (3Y)Largest decline over 3 years | -56.51% | -22.66% | -33.85% |
Max Drawdown (5Y)Largest decline over 5 years | -82.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -82.12% | — | — |
Current DrawdownCurrent decline from peak | -75.43% | -9.99% | -65.44% |
Average DrawdownAverage peak-to-trough decline | -66.92% | -7.89% | -59.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.60% | 7.29% | +22.31% |
Volatility
SIGA vs. GDE - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 12.36% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.68%. This indicates that SIGA's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIGA | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 6.68% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 27.64% | 24.27% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.27% | 28.41% | +19.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.87% | 26.12% | +42.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.90% | 26.12% | +35.78% |
Dividends
SIGA vs. GDE - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 13.54%, more than GDE's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.88% | 4.32% | 7.14% | 2.22% | 0.81% |
SIGA SIGA Technologies, Inc. | 13.54% | 9.82% | 9.98% | 8.04% | 6.11% |
Frequently Asked Questions
SIGA and GDE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (12.36%) compared to GDE (6.68%). In terms of maximum drawdown, SIGA dropped -98.01% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.93 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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