SKYQ vs. XAUUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about Sky Quarry Inc (SKYQ) and Gold Spot Price US Dollar (XAUUSD=X).

Performance

SKYQ vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sky Quarry Inc (SKYQ) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

SKYQ vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SKYQ Sky Quarry Inc	41.50%	-80.57%	-72.02%
XAUUSD=X Gold Spot Price US Dollar	8.19%	64.75%	-0.23%

Returns By Period

In the year-to-date period, SKYQ achieves a 41.50% return, which is significantly higher than XAUUSD=X's 8.19% return.

SKYQ

• 1D: -1.56%
• 1M: -36.75%
• YTD: 41.50%
• 6M: -45.94%
• 1Y: -54.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XAUUSD=X

• 1D: -1.71%
• 1M: -8.10%
• YTD: 8.19%
• 6M: 21.27%
• 1Y: 49.22%
• 3Y*: 33.08%
• 5Y*: 21.93%
• 10Y*: 14.43%

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

Return for Risk

SKYQ vs. XAUUSD=X — Risk / Return Rank

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

SKYQ

SKYQ Risk / Return Rank: 35
SKYQ Sharpe Ratio Rank: 28
SKYQ Sortino Ratio Rank: 51
SKYQ Omega Ratio Rank: 48
SKYQ Calmar Ratio Rank: 21
SKYQ Martin Ratio Rank: 25

XAUUSD=X

XAUUSD=X Risk / Return Rank: 89
XAUUSD=X Sharpe Ratio Rank: 93
XAUUSD=X Sortino Ratio Rank: 91
XAUUSD=X Omega Ratio Rank: 91
XAUUSD=X Calmar Ratio Rank: 84
XAUUSD=X Martin Ratio Rank: 87

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.

SKYQ vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sky Quarry Inc (SKYQ) and Gold Spot Price US Dollar (XAUUSD=X). 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.

	SKYQ	XAUUSD=X	Difference
Sharpe ratio Return per unit of total volatility	-0.27	1.61	-1.88
Sortino ratio Return per unit of downside risk	0.90	2.08	-1.18
Omega ratio Gain probability vs. loss probability	1.10	1.31	-0.20
Calmar ratio Return relative to maximum drawdown	-0.58	1.93	-2.51
Martin ratio Return relative to average drawdown	-0.91	6.72	-7.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKYQ vs. XAUUSD=X - Sharpe Ratio Comparison

The current SKYQ Sharpe Ratio is -0.27, which is lower than the XAUUSD=X Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SKYQ and XAUUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SKYQ	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	1.61	-1.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	0.59	-1.05

Correlation

The correlation between SKYQ and XAUUSD=X is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

SKYQ vs. XAUUSD=X - Drawdown Comparison

The maximum SKYQ drawdown since its inception was -94.73%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for SKYQ and XAUUSD=X.

Drawdown Indicators

	SKYQ	XAUUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-94.73%	-44.69%	-50.04%
Max Drawdown (1Y) Largest decline over 1 year	-76.77%	-19.70%	-57.07%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.35%	—
Current Drawdown Current decline from peak	-92.54%	-13.69%	-78.85%
Average Drawdown Average peak-to-trough decline	-81.75%	-16.32%	-65.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.79%	5.67%	+43.12%

Volatility

SKYQ vs. XAUUSD=X - Volatility Comparison

Sky Quarry Inc (SKYQ) has a higher volatility of 67.26% compared to Gold Spot Price US Dollar (XAUUSD=X) at 9.69%. This indicates that SKYQ's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SKYQ	XAUUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	67.26%	9.69%	+57.57%
Volatility (6M) Calculated over the trailing 6-month period	143.18%	21.25%	+121.93%
Volatility (1Y) Calculated over the trailing 1-year period	202.63%	23.73%	+178.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	183.91%	16.36%	+167.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	183.91%	15.04%	+168.87%