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 -1.09%/yr vs 40.48%/yr for GDE. At a 0.22 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 -34.14% return, which is significantly lower than GDE's 0.89% return.
SIGA
- 1D
- 4.09%
- 1M
- -17.97%
- 6M
- -40.11%
- YTD
- -34.14%
- 1Y
- -39.94%
- 3Y*
- -1.09%
- 5Y*
- -1.34%
- 10Y*
- 11.26%
GDE
- 1D
- 0.18%
- 1M
- -5.33%
- 6M
- -5.89%
- YTD
- 0.89%
- 1Y
- 36.43%
- 3Y*
- 40.48%
- 5Y*
- —
- 10Y*
- —
SIGA vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -34.14% | 12.27% | 15.21% | -17.64% | 8.03% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.89% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between SIGA and GDE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.22 |
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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.
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.
| SIGA | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 1.62 | -2.29 |
| Martin ratioReturn relative to average drawdown | -1.17 | 3.90 | -5.07 |
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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 | -59.22% | -22.66% | -36.56% |
Max Drawdown (3Y)Largest decline over 3 years | -64.33% | -22.66% | -41.67% |
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 | -80.25% | -18.37% | -61.88% |
Average DrawdownAverage peak-to-trough decline | -66.95% | -8.13% | -58.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.24% | 9.36% | +24.88% |
Volatility
SIGA vs. GDE - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 15.58% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 8.40%. 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 | 15.58% | 8.40% | +7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 29.99% | 26.24% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.54% | 30.71% | +18.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.18% | 27.12% | +42.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.71% | 27.12% | +32.59% |
Dividends
SIGA vs. GDE - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 16.85%, more than GDE's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.28% | 4.32% | 7.14% | 2.22% | 0.81% |
SIGA SIGA Technologies, Inc. | 16.85% | 9.82% | 9.98% | 8.04% | 6.11% |
Frequently Asked Questions
SIGA and GDE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (15.58%) compared to GDE (8.40%). In terms of maximum drawdown, SIGA dropped -98.01% vs GDE's -32.01%.
GDE currently has the higher Sharpe Ratio (1.19 vs -0.81), 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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