SMMYY vs. GC=F

Last updated Jun 6, 2026

SMMYY (Sumitomo Metal Mining Co Ltd ADR) is a stock, while GC=F (Gold Futures) is an asset. At a 0.03 correlation, their price movements are largely independent.

Performance

SMMYY vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Metal Mining Co Ltd ADR (SMMYY) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SMMYY

• 1D: -7.27%
• 1M: -20.33%
• YTD: 26.07%
• 6M: 42.92%
• 1Y: 117.21%
• 3Y*: 16.58%
• 5Y*: 3.57%
• 10Y*: 9.12%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SMMYY vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SMMYY Sumitomo Metal Mining Co Ltd ADR	26.07%	79.85%	-21.60%	-16.09%	-23.95%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%

Correlation

The correlation between SMMYY and GC=F is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022	0.03

Return for Risk

SMMYY vs. GC=F — Risk / Return Rank

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

SMMYY

SMMYY Risk / Return Rank: 86
SMMYY Sharpe Ratio Rank: 90
SMMYY Sortino Ratio Rank: 85
SMMYY Omega Ratio Rank: 84
SMMYY Calmar Ratio Rank: 83
SMMYY Martin Ratio Rank: 85

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.

SMMYY vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Metal Mining Co Ltd ADR (SMMYY) 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.

	SMMYY	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	2.21	—	—
Sortino ratio: Return per unit of downside risk	2.69	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.12	—	—
Martin ratio: Return relative to average drawdown	8.50	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SMMYY	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	—	—

Drawdowns

Drawdown Indicators

	SMMYY	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-67.45%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-37.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-50.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-67.45%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-67.45%	—	—
Current Drawdown Current decline from peak	-37.83%	—	—
Average Drawdown Average peak-to-trough decline	-29.39%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	13.85%	—	—

Volatility

Volatility by Period

	SMMYY	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.56%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	53.25%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.37%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.10%	—	—

Frequently Asked Questions

Can I hold both SMMYY and GC=F in my portfolio?

SMMYY and GC=F have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.