TDG vs. GLD
TDG (TransDigm Group Incorporated) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, TDG returned 22.72%/yr vs 12.15%/yr for GLD. At a 0.03 correlation, their price movements are largely independent.
Performance
TDG vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -5.55% return, which is significantly lower than GLD's -2.47% return. Over the past 10 years, TDG has outperformed GLD with an annualized return of 22.72%, while GLD has yielded a comparatively lower 12.15% annualized return.
TDG
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.51%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
GLD
- 1D
- 0.06%
- 1M
- -10.21%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 23.81%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
TDG vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between TDG and GLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2006 | 0.03 |
The correlation between TDG and GLD shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TDG vs. GLD — Risk / Return Rank
TDG
GLD
TDG vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and SPDR Gold Shares (GLD). 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.
| TDG | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.18 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.98 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.44 | 2.81 | -3.25 |
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Drawdowns
TDG vs. GLD - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TDG and GLD.
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Drawdown Indicators
| TDG | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -45.56% | -17.08% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -24.46% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -24.46% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -24.46% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -24.46% | -38.18% |
Current DrawdownCurrent decline from peak | -17.18% | -22.05% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -16.16% | +8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.75% | 8.49% | +6.26% |
Volatility
TDG vs. GLD - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 9.84% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 7.79% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 21.88% | 24.10% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.32% | 27.37% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.96% | 18.22% | +9.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.83% | 16.08% | +17.75% |
Dividends
TDG vs. GLD - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.17%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
TDG and GLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to GLD (7.79%). In terms of maximum drawdown, TDG dropped -62.64% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.87 vs -0.23), 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.
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