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SNDK vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNDK vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sandisk Corp (SNDK) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNDK achieves a 671.55% return, which is significantly higher than GSG's 42.58% return.


SNDK

1D
6.71%
1M
45.84%
YTD
671.55%
6M
842.23%
1Y
4,639.91%
3Y*
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNDK vs. GSG - Yearly Performance Comparison


2026 (YTD)2025
SNDK
Sandisk Corp
671.55%388.44%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%1.63%

Correlation

The correlation between SNDK and GSG 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 (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

0.03

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Return for Risk

SNDK vs. GSG — Risk / Return Rank

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

SNDK
SNDK Risk / Return Rank: 100100
Overall Rank
SNDK Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SNDK Sortino Ratio Rank: 9999
Sortino Ratio Rank
SNDK Omega Ratio Rank: 9999
Omega Ratio Rank
SNDK Calmar Ratio Rank: 100100
Calmar Ratio Rank
SNDK Martin Ratio Rank: 100100
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

SNDK vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sandisk Corp (SNDK) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


SNDKGSGDifference
Sharpe ratioReturn per unit of total volatility

+45.92

Sortino ratioReturn per unit of downside risk

+5.63

Omega ratioGain probability vs. loss probability

2.19

1.40

+0.78

Calmar ratioReturn relative to maximum drawdown

150.40

5.47

+144.93

Martin ratioReturn relative to average drawdown

460.18

14.39

+445.78

SNDK vs. GSG - Sharpe Ratio Comparison

The current SNDK Sharpe Ratio is 48.18, which is higher than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SNDK and GSG, 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


SNDKGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

48.18

2.26

+45.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

16.96

-0.09

+17.05

Drawdowns

SNDK vs. GSG - Drawdown Comparison

The maximum SNDK drawdown since its inception was -47.50%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SNDK and GSG.


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Drawdown Indicators


SNDKGSGDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-89.62%

+42.12%

Max Drawdown (1Y)

Largest decline over 1 year

-31.34%

-9.46%

-21.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

0.00%

-56.95%

+56.95%

Average Drawdown

Average peak-to-trough decline

-13.79%

-63.71%

+49.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

3.59%

+6.63%

Volatility

SNDK vs. GSG - Volatility Comparison

Sandisk Corp (SNDK) has a higher volatility of 26.91% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.65%. This indicates that SNDK's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNDKGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.91%

7.65%

+19.26%

Volatility (6M)

Calculated over the trailing 6-month period

70.59%

20.42%

+50.17%

Volatility (1Y)

Calculated over the trailing 1-year period

97.85%

22.95%

+74.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.01%

22.61%

+74.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.01%

22.03%

+74.98%

Dividends

SNDK vs. GSG - Dividend Comparison

Neither SNDK nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SNDK and GSG 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.

SNDK has higher volatility (26.91%) compared to GSG (7.65%). In terms of maximum drawdown, SNDK dropped -47.50% vs GSG's -89.62%.

SNDK currently has the higher Sharpe Ratio (48.18 vs 2.26), 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.

Portfolio Optimizer

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