STLAM.MI vs. GC=F

Last updated Jul 21, 2026

STLAM.MI (Stellantis N.V.) is a stock, while GC=F (Gold Futures) is an asset. At a correlation of -0.12, they often move in opposite directions.

Performance

STLAM.MI vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Stellantis N.V. (STLAM.MI) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

STLAM.MI is traded in EUR, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to EUR using the latest available exchange rates.

Returns By Period

STLAM.MI

• 1D: -0.79%
• 1M: -9.34%
• 6M: -38.56%
• YTD: -46.62%
• 1Y: -36.16%
• 3Y*: -29.13%
• 5Y*: -15.07%
• 10Y*: 4.20%
• ALL TIME*: 5.45%

GC=F

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

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

STLAM.MI vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STLAM.MI Stellantis N.V.	-46.62%	-18.15%	-36.40%	74.14%	-16.12%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	13.25%

Correlation

The correlation between STLAM.MI and GC=F is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.12

Return for Risk

STLAM.MI vs. GC=F — Risk / Return Rank

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

STLAM.MI

STLAM.MI Risk / Return Rank: 16
STLAM.MI Sharpe Ratio Rank: 14
STLAM.MI Sortino Ratio Rank: 17
STLAM.MI Omega Ratio Rank: 17
STLAM.MI Calmar Ratio Rank: 20
STLAM.MI Martin Ratio Rank: 14

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

STLAM.MI vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLAM.MI) 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.

	STLAM.MI	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.71	—	—
Sortino ratio: Return per unit of downside risk	-0.78	—	—
Omega ratio: Gain probability vs. loss probability	0.90	—	—
Calmar ratio: Return relative to maximum drawdown	-0.66	—	—
Martin ratio: Return relative to average drawdown	-1.25	—	—

Drawdowns

Drawdown Indicators

	STLAM.MI	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-83.80%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-55.04%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-79.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-79.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-79.95%	—	—
Current Drawdown Current decline from peak	-78.36%	—	—
Average Drawdown Average peak-to-trough decline	-31.08%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	28.85%	—	—

Volatility

Volatility by Period

	STLAM.MI	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	42.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	51.16%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.71%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.14%	—	—

Frequently Asked Questions

Can I hold both STLAM.MI and GC=F in my portfolio?

STLAM.MI and GC=F have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.