SMMYY vs. GC=F

Last updated Apr 2, 2026

Compare and contrast key facts about Sumitomo Metal Mining Co Ltd ADR (SMMYY) and Gold (GC=F).

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 (GC=F). The values are adjusted to include any dividend payments, if applicable.

SMMYY vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SMMYY Sumitomo Metal Mining Co Ltd ADR	51.95%	79.85%	-21.60%	-16.09%	-8.81%	-13.54%	34.56%	24.15%	-42.66%	76.54%
GC=F Gold	10.61%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, SMMYY achieves a 51.95% return, which is significantly higher than GC=F's 10.61% return. Over the past 10 years, SMMYY has underperformed GC=F with an annualized return of 12.41%, while GC=F has yielded a comparatively higher 14.62% annualized return.

SMMYY

• 1D: 5.63%
• 1M: -24.85%
• YTD: 51.95%
• 6M: 91.08%
• 1Y: 186.98%
• 3Y*: 18.09%
• 5Y*: 7.79%
• 10Y*: 12.41%

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

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

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: 95
SMMYY Sharpe Ratio Rank: 98
SMMYY Sortino Ratio Rank: 95
SMMYY Omega Ratio Rank: 95
SMMYY Calmar Ratio Rank: 93
SMMYY Martin Ratio Rank: 96

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

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 (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	3.73	1.85	+1.88
Sortino ratio Return per unit of downside risk	3.65	2.26	+1.40
Omega ratio Gain probability vs. loss probability	1.50	1.34	+0.16
Calmar ratio Return relative to maximum drawdown	5.28	2.74	+2.54
Martin ratio Return relative to average drawdown	19.30	10.15	+9.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SMMYY vs. GC=F - Sharpe Ratio Comparison

The current SMMYY Sharpe Ratio is 3.73, which is higher than the GC=F Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SMMYY and GC=F, 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

	SMMYY	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.73	1.85	+1.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	1.25	-1.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.89	-0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.64	-0.49

Correlation

The correlation between SMMYY and GC=F is 0.12, 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

SMMYY vs. GC=F - Drawdown Comparison

The maximum SMMYY drawdown since its inception was -67.45%, 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 SMMYY and GC=F.

Drawdown Indicators

	SMMYY	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-67.45%	-44.36%	-23.09%
Max Drawdown (1Y) Largest decline over 1 year	-34.48%	-17.73%	-16.75%
Max Drawdown (5Y) Largest decline over 5 years	-67.45%	-20.43%	-47.02%
Max Drawdown (10Y) Largest decline over 10 years	-67.45%	-20.87%	-46.58%
Current Drawdown Current decline from peak	-25.07%	-10.04%	-15.03%
Average Drawdown Average peak-to-trough decline	-29.46%	-13.03%	-16.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.43%	4.78%	+4.65%

Volatility

SMMYY vs. GC=F - Volatility Comparison

Sumitomo Metal Mining Co Ltd ADR (SMMYY) has a higher volatility of 17.81% compared to Gold (GC=F) at 11.29%. This indicates that SMMYY'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.

Volatility by Period

	SMMYY	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.81%	11.29%	+6.52%
Volatility (6M) Calculated over the trailing 6-month period	42.52%	24.59%	+17.93%
Volatility (1Y) Calculated over the trailing 1-year period	50.54%	27.77%	+22.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.72%	17.96%	+20.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.72%	16.36%	+22.36%