PortfoliosLab logoPortfoliosLab logo
TRTN-PB vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRTN-PB vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Triton International Ltd (TRTN-PB) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TRTN-PB achieves a 4.46% return, which is significantly higher than GLD's -2.96% return.


TRTN-PB

1D
0.14%
1M
0.86%
YTD
4.46%
6M
3.89%
1Y
11.12%
3Y*
8.60%
5Y*
6.14%
10Y*

GLD

1D
-0.65%
1M
-7.06%
YTD
-2.96%
6M
-5.79%
1Y
24.01%
3Y*
29.23%
5Y*
18.28%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRTN-PB vs. GLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRTN-PB
Triton International Ltd
4.46%8.50%9.14%8.21%-1.49%10.25%6.73%13.02%
GLD
SPDR Gold Shares
-2.96%63.68%26.66%12.69%-0.77%-4.15%24.81%12.98%

Correlation

The correlation between TRTN-PB and GLD is 0.04, 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

0.04

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

0.06

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TRTN-PB vs. GLD — Risk / Return Rank

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

TRTN-PB
TRTN-PB Risk / Return Rank: 9090
Overall Rank
TRTN-PB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TRTN-PB Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRTN-PB Omega Ratio Rank: 8686
Omega Ratio Rank
TRTN-PB Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRTN-PB Martin Ratio Rank: 9696
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2424
Overall Rank
GLD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLD Omega Ratio Rank: 2727
Omega Ratio Rank
GLD Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLD Martin Ratio Rank: 2222
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.

TRTN-PB vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Triton International Ltd (TRTN-PB) 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.


TRTN-PBGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.36

1.18

+0.17

Calmar ratioReturn relative to maximum drawdown

6.60

0.99

+5.61

Martin ratioReturn relative to average drawdown

20.15

2.68

+17.46

TRTN-PB vs. GLD - Sharpe Ratio Comparison

The current TRTN-PB Sharpe Ratio is 1.80, which is higher than the GLD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TRTN-PB and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRTN-PB vs. GLD - Drawdown Comparison

The maximum TRTN-PB drawdown since its inception was -60.61%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TRTN-PB and GLD.


Loading charts...

Drawdown Indicators


TRTN-PBGLDDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-45.56%

-15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.69%

-24.46%

+22.77%

Max Drawdown (3Y)

Largest decline over 3 years

-9.41%

-24.46%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

-24.46%

+12.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

0.00%

-22.45%

+22.45%

Average Drawdown

Average peak-to-trough decline

-3.04%

-16.16%

+13.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

8.97%

-8.42%

Volatility

TRTN-PB vs. GLD - Volatility Comparison

The current volatility for Triton International Ltd (TRTN-PB) is 1.13%, while SPDR Gold Shares (GLD) has a volatility of 8.05%. This indicates that TRTN-PB experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRTN-PBGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

8.05%

-6.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

24.31%

-20.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

27.56%

-21.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.96%

18.22%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

16.10%

+8.18%

Dividends

TRTN-PB vs. GLD - Dividend Comparison

TRTN-PB's dividend yield for the trailing twelve months is around 7.90%, while GLD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRTN-PB
Triton International Ltd
7.90%7.93%7.95%8.02%8.00%7.30%7.49%3.51%

Frequently Asked Questions


TRTN-PB and GLD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (8.05%) compared to TRTN-PB (1.13%). In terms of maximum drawdown, TRTN-PB dropped -60.61% vs GLD's -45.56%.

TRTN-PB currently has the higher Sharpe Ratio (1.80 vs 0.88), 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

Find the right allocation for TRTN-PB and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer