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SIGA vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIGA vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIGA Technologies, Inc. (SIGA) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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

SIGA vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

SIGA
SIGA Risk / Return Rank: 2727
Overall Rank
SIGA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SIGA Sortino Ratio Rank: 2525
Sortino Ratio Rank
SIGA Omega Ratio Rank: 2525
Omega Ratio Rank
SIGA Calmar Ratio Rank: 2929
Calmar Ratio Rank
SIGA Martin Ratio Rank: 3030
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
GDE Omega Ratio Rank: 5858
Omega Ratio Rank
GDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
GDE Martin Ratio Rank: 4646
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.

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.


SIGAGDEDifference
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

SIGA vs. GDE - Sharpe Ratio Comparison

The current SIGA Sharpe Ratio is -0.39, which is lower than the GDE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SIGA and GDE, 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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Sharpe Ratios by Period


SIGAGDEDifference

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


SIGAGDEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-75.43%

-9.99%

-65.44%

Average Drawdown

Average peak-to-trough decline

-66.92%

-7.89%

-59.03%

Ulcer Index

Depth 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


SIGAGDEDifference

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.


PositionTTM2025202420232022
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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