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TRX vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRX and AAAU is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

TRX vs. AAAU

Last updated Jun 1, 2025

Compare and contrast key facts about Tanzanian Gold Corporation (TRX) and Goldman Sachs Physical Gold ETF (AAAU).

AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRX or AAAU.

Performance

TRX vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tanzanian Gold Corporation (TRX) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRX:

-0.74

AAAU:

2.30

Sortino Ratio

TRX:

-1.03

AAAU:

3.00

Omega Ratio

TRX:

0.89

AAAU:

1.38

Calmar Ratio

TRX:

-0.32

AAAU:

4.86

Martin Ratio

TRX:

-1.14

AAAU:

13.29

Ulcer Index

TRX:

27.24%

AAAU:

2.97%

Daily Std Dev

TRX:

41.96%

AAAU:

17.72%

Max Drawdown

TRX:

-97.69%

AAAU:

-21.63%

Current Drawdown

TRX:

-96.28%

AAAU:

-3.78%

Returns By Period

In the year-to-date period, TRX achieves a 7.49% return, which is significantly lower than AAAU's 25.49% return.

TRX

YTD

7.49%

1M

6.45%

6M

-7.17%

1Y

-31.54%

3Y*

-1.46%

5Y*

-17.24%

10Y*

0.67%

AAAU

YTD

25.49%

1M

2.04%

6M

23.75%

1Y

41.29%

3Y*

21.30%

5Y*

13.51%

10Y*

N/A

*Annualized

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Tanzanian Gold Corporation

Goldman Sachs Physical Gold ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TRX vs. AAAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRX
The Risk-Adjusted Performance Rank of TRX is 1717
Overall Rank
The Sharpe Ratio Rank of TRX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of TRX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of TRX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TRX is 2020
Martin Ratio Rank
AAAU
The Risk-Adjusted Performance Rank of AAAU is 9595
Overall Rank
The Sharpe Ratio Rank of AAAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRX vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tanzanian Gold Corporation (TRX) and Goldman Sachs Physical Gold ETF (AAAU). 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.

The current TRX Sharpe Ratio is -0.74, which is lower than the AAAU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TRX and AAAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TRX vs. AAAU - Dividend Comparison

Neither TRX nor AAAU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TRX vs. AAAU - Drawdown Comparison

The maximum TRX drawdown since its inception was -97.69%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for TRX and AAAU.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TRX vs. AAAU - Volatility Comparison

Tanzanian Gold Corporation (TRX) has a higher volatility of 13.41% compared to Goldman Sachs Physical Gold ETF (AAAU) at 7.81%. This indicates that TRX's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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