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SSSS vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSSS vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SuRo Capital Corp. (SSSS) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSSS achieves a 39.08% return, which is significantly higher than 3GOL.L's -36.55% return. Over the past 10 years, SSSS has outperformed 3GOL.L with an annualized return of 18.46%, while 3GOL.L has yielded a comparatively lower 15.21% annualized return.


SSSS

1D
7.76%
1M
-5.41%
YTD
39.08%
6M
39.53%
1Y
70.71%
3Y*
63.23%
5Y*
8.05%
10Y*
18.46%

3GOL.L

1D
-4.45%
1M
-34.28%
YTD
-36.55%
6M
-39.67%
1Y
25.90%
3Y*
57.28%
5Y*
29.93%
10Y*
15.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSSS vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSSS
SuRo Capital Corp.
39.08%69.91%49.24%3.68%-70.31%72.62%116.63%31.56%-4.22%8.35%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-36.55%236.16%60.51%20.28%-13.87%-21.60%50.85%47.36%-12.42%25.08%

Correlation

The correlation between SSSS and 3GOL.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2012

0.03

The correlation between SSSS and 3GOL.L shifts across timeframes, from 0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSSS vs. 3GOL.L — Risk / Return Rank

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

SSSS
SSSS Risk / Return Rank: 8787
Overall Rank
SSSS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSSS Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSSS Omega Ratio Rank: 8181
Omega Ratio Rank
SSSS Calmar Ratio Rank: 8989
Calmar Ratio Rank
SSSS Martin Ratio Rank: 9393
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
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.

SSSS vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). 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.


SSSS3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratioReturn relative to maximum drawdown

3.81

0.40

+3.42

Martin ratioReturn relative to average drawdown

13.26

0.94

+12.31

SSSS vs. 3GOL.L - Sharpe Ratio Comparison

The current SSSS Sharpe Ratio is 1.65, which is higher than the 3GOL.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SSSS and 3GOL.L, 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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Drawdowns

SSSS vs. 3GOL.L - Drawdown Comparison

The maximum SSSS drawdown since its inception was -77.81%, smaller than the maximum 3GOL.L drawdown of -83.81%. Use the drawdown chart below to compare losses from any high point for SSSS and 3GOL.L.


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Drawdown Indicators


SSSS3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.81%

-83.81%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-64.85%

+46.22%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

-64.85%

+31.82%

Max Drawdown (5Y)

Largest decline over 5 years

-77.81%

-64.85%

-12.96%

Max Drawdown (10Y)

Largest decline over 10 years

-77.81%

-64.85%

-12.96%

Current Drawdown

Current decline from peak

-11.94%

-64.57%

+52.63%

Average Drawdown

Average peak-to-trough decline

-47.02%

-60.94%

+13.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

27.34%

-21.99%

Volatility

SSSS vs. 3GOL.L - Volatility Comparison

The current volatility for SuRo Capital Corp. (SSSS) is 14.85%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 26.74%. This indicates that SSSS experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSSS3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.85%

26.74%

-11.89%

Volatility (6M)

Calculated over the trailing 6-month period

33.84%

70.00%

-36.16%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

78.22%

-35.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.23%

53.24%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.65%

47.88%

-1.23%

Dividends

SSSS vs. 3GOL.L - Dividend Comparison

SSSS's dividend yield for the trailing twelve months is around 6.85%, while 3GOL.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
3GOL.L
WisdomTree Gold 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSSS
SuRo Capital Corp.
6.85%5.30%0.00%0.00%2.89%61.78%6.65%4.89%0.00%0.00%55.67%

Frequently Asked Questions


SSSS and 3GOL.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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