SLDPW vs. GC=F
SLDPW (Solid Power Inc) is a stock, while GC=F (Gold Futures) is an asset. Over the past 5 years, SLDPW returned -49.74%/yr vs 17.72%/yr for GC=F. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
SLDPW vs. GC=F - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SLDPW achieves a -92.12% return, which is significantly lower than GC=F's -5.25% return.
SLDPW
- 1D
- -6.84%
- 1M
- -41.26%
- 6M
- -90.28%
- YTD
- -92.12%
- 1Y
- -89.06%
- 3Y*
- -50.85%
- 5Y*
- -49.74%
- 10Y*
- —
- ALL TIME*
- -35.57%
GC=F
- 1D
- -0.04%
- 1M
- -0.34%
- 6M
- -13.05%
- YTD
- -5.25%
- 1Y
- 22.43%
- 3Y*
- 28.30%
- 5Y*
- 17.72%
- 10Y*
- 11.63%
- ALL TIME*
- 11.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GC=F Gold Futures | $116.79M | $56.64M | $28.60M |
SLDPW Solid Power Inc | $1.97K | $2.53K | $4.59K |
SLDPW vs. GC=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SLDPW Solid Power Inc | -92.12% | 67.53% | 119.37% | -54.14% | -81.50% | 312.73% |
GC=F Gold Futures | -5.25% | 64.52% | 27.48% | 13.34% | -0.43% | -0.57% |
Correlation
The correlation between SLDPW and GC=F is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 17, 2021 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SLDPW vs. GC=F — Risk / Return Rank
SLDPW
GC=F
SLDPW vs. GC=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solid Power Inc (SLDPW) and Gold Futures (GC=F). 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.
| SLDPW | GC=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 0.98 | -1.89 |
| Martin ratioReturn relative to average drawdown | -1.28 | 2.17 | -3.45 |
Loading charts...
Drawdowns
SLDPW vs. GC=F - Drawdown Comparison
The maximum SLDPW drawdown since its inception was -99.40%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for SLDPW and GC=F.
Loading charts...
Drawdown Indicators
| SLDPW | GC=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -44.36% | -55.04% |
Max Drawdown (1Y)Largest decline over 1 year | -98.47% | -25.06% | -73.41% |
Max Drawdown (3Y)Largest decline over 3 years | -98.47% | -25.06% | -73.41% |
Max Drawdown (5Y)Largest decline over 5 years | -99.40% | -25.06% | -74.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.06% | — |
Current DrawdownCurrent decline from peak | -98.99% | -22.94% | -76.05% |
Average DrawdownAverage peak-to-trough decline | -82.71% | -13.58% | -69.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 70.05% | 11.31% | +58.74% |
Volatility
SLDPW vs. GC=F - Volatility Comparison
Solid Power Inc (SLDPW) has a higher volatility of 87.45% compared to Gold Futures (GC=F) at 6.13%. This indicates that SLDPW's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SLDPW | GC=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 87.45% | 6.13% | +81.32% |
Volatility (6M)Calculated over the trailing 6-month period | 144.28% | 23.41% | +120.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 225.51% | 28.14% | +197.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 169.80% | 18.65% | +151.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 181.64% | 16.66% | +164.98% |
Frequently Asked Questions
SLDPW and GC=F have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLDPW has higher volatility (87.45%) compared to GC=F (6.13%). In terms of maximum drawdown, SLDPW dropped -99.40% vs GC=F's -44.36%.
GC=F currently has the higher Sharpe Ratio (0.87 vs -0.40), 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.
Find the right allocation for SLDPW and GC=F
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer