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TOL vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOL vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toll Brothers, Inc. (TOL) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TOL achieves a 9.19% return, which is significantly higher than GLDM's -2.40% return.


TOL

1D
-0.07%
1M
16.54%
YTD
9.19%
6M
6.11%
1Y
37.78%
3Y*
26.19%
5Y*
21.30%
10Y*
19.53%

GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOL vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TOL
Toll Brothers, Inc.
9.19%8.28%23.45%108.62%-29.97%68.43%11.53%21.40%-9.07%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between TOL and GLDM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.14

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.11

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Return for Risk

TOL vs. GLDM — Risk / Return Rank

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

TOL
TOL Risk / Return Rank: 7171
Overall Rank
TOL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 7373
Sortino Ratio Rank
TOL Omega Ratio Rank: 6868
Omega Ratio Rank
TOL Calmar Ratio Rank: 6969
Calmar Ratio Rank
TOL Martin Ratio Rank: 7070
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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.

TOL vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and SPDR Gold MiniShares Trust (GLDM). 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.


TOLGLDMDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.36

1.00

+0.37

Martin ratioReturn relative to average drawdown

3.40

2.87

+0.53

TOL vs. GLDM - Sharpe Ratio Comparison

The current TOL Sharpe Ratio is 0.99, which is comparable to the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TOL and GLDM, 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

TOL vs. GLDM - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for TOL and GLDM.


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Drawdown Indicators


TOLGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-76.39%

-24.35%

-52.04%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-24.35%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-45.97%

-24.35%

-21.62%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-24.35%

-21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-73.11%

Current Drawdown

Current decline from peak

-11.29%

-21.96%

+10.67%

Average Drawdown

Average peak-to-trough decline

-32.26%

-6.27%

-25.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.07%

8.44%

+1.63%

Volatility

TOL vs. GLDM - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 14.54% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.54%

7.73%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

25.33%

23.93%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

34.74%

27.15%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.05%

18.13%

+17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.14%

16.98%

+24.16%

Dividends

TOL vs. GLDM - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.69%, while GLDM has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.69%0.72%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Frequently Asked Questions


TOL and GLDM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOL has higher volatility (14.54%) compared to GLDM (7.73%). In terms of maximum drawdown, TOL dropped -76.39% vs GLDM's -24.35%.

TOL currently has the higher Sharpe Ratio (0.99 vs 0.90), 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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