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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.

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Returns By Period

In the year-to-date period, TRTN-PB achieves a 4.53% return, which is significantly higher than GLD's -4.87% return.


TRTN-PB

1D
0.36%
1M
0.92%
6M
4.15%
YTD
4.53%
1Y
8.58%
3Y*
8.76%
5Y*
5.65%
10Y*

GLD

1D
-0.31%
1M
-2.47%
6M
-9.04%
YTD
-4.87%
1Y
21.95%
3Y*
28.08%
5Y*
17.38%
10Y*
11.48%
*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
4.53%8.50%9.14%8.21%-1.49%10.25%6.73%13.02%
GLD
SPDR Gold Shares
-4.87%63.68%26.66%12.69%-0.77%-4.15%24.81%12.98%

Correlation

The correlation between TRTN-PB and GLD is 0.07, 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

0.07

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

0.07

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

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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: 8989
Overall Rank
TRTN-PB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TRTN-PB Sortino Ratio Rank: 8585
Sortino Ratio Rank
TRTN-PB Omega Ratio Rank: 8484
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: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLD Omega Ratio Rank: 3131
Omega Ratio Rank
GLD Calmar Ratio Rank: 2323
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

+0.74

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

5.69

0.89

+4.80

Martin ratioReturn relative to average drawdown

17.13

2.19

+14.94

TRTN-PB vs. GLD - Sharpe Ratio Comparison

The current TRTN-PB Sharpe Ratio is 1.58, which is higher than the GLD Sharpe Ratio of 0.84. 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.


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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.


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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%

-26.21%

+24.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.48%

-26.21%

+20.73%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

-26.21%

+13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-0.51%

-23.97%

+23.46%

Average Drawdown

Average peak-to-trough decline

-3.02%

-16.18%

+13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

10.56%

-10.00%

Volatility

TRTN-PB vs. GLD - Volatility Comparison

The current volatility for Triton International Ltd (TRTN-PB) is 2.07%, while SPDR Gold Shares (GLD) has a volatility of 8.27%. 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.


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Volatility by Period


TRTN-PBGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

8.27%

-6.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

24.05%

-20.36%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

27.78%

-21.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

18.34%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

16.08%

+8.13%

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 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (8.27%) compared to TRTN-PB (2.07%). In terms of maximum drawdown, TRTN-PB dropped -60.61% vs GLD's -45.56%.

TRTN-PB currently has the higher Sharpe Ratio (1.58 vs 0.84), 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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