TTMI vs. GLD
TTMI (TTM Technologies, Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, TTMI returned 37.89%/yr vs 12.15%/yr for GLD. At a 0.06 correlation, their price movements are largely independent.
Performance
TTMI vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, TTMI achieves a 181.23% return, which is significantly higher than GLD's -2.47% return. Over the past 10 years, TTMI has outperformed GLD with an annualized return of 37.89%, while GLD has yielded a comparatively lower 12.15% annualized return.
TTMI
- 1D
- 3.65%
- 1M
- 14.94%
- YTD
- 181.23%
- 6M
- 164.27%
- 1Y
- 432.81%
- 3Y*
- 140.84%
- 5Y*
- 66.64%
- 10Y*
- 37.89%
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%
TTMI vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTMI TTM Technologies, Inc. | 181.23% | 178.79% | 56.55% | 4.84% | 1.21% | 8.01% | -8.34% | 54.68% | -37.91% | 14.97% |
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 TTMI and GLD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2004 | 0.06 |
The correlation between TTMI and GLD shifts across timeframes, from 0.04 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TTMI vs. GLD — Risk / Return Rank
TTMI
GLD
TTMI vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TTM Technologies, Inc. (TTMI) 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.
| TTMI | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.18 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 18.76 | 0.98 | +17.79 |
| Martin ratioReturn relative to average drawdown | 53.30 | 2.81 | +50.49 |
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Drawdowns
TTMI vs. GLD - Drawdown Comparison
The maximum TTMI drawdown since its inception was -94.68%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TTMI and GLD.
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Drawdown Indicators
| TTMI | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.68% | -45.56% | -49.12% |
Max Drawdown (1Y)Largest decline over 1 year | -23.26% | -24.46% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.24% | -24.46% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -35.69% | -24.46% | -11.23% |
Max Drawdown (10Y)Largest decline over 10 years | -56.19% | -24.46% | -31.73% |
Current DrawdownCurrent decline from peak | -1.47% | -22.05% | +20.58% |
Average DrawdownAverage peak-to-trough decline | -49.82% | -16.16% | -33.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 8.49% | -0.32% |
Volatility
TTMI vs. GLD - Volatility Comparison
TTM Technologies, Inc. (TTMI) has a higher volatility of 22.89% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that TTMI'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
| TTMI | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.89% | 7.79% | +15.10% |
Volatility (6M)Calculated over the trailing 6-month period | 58.82% | 24.10% | +34.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.82% | 27.37% | +45.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.51% | 18.22% | +31.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.57% | 16.08% | +29.49% |
Dividends
TTMI vs. GLD - Dividend Comparison
Neither TTMI nor GLD has paid dividends to shareholders.
Frequently Asked Questions
TTMI and GLD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTMI has higher volatility (22.89%) compared to GLD (7.79%). In terms of maximum drawdown, TTMI dropped -94.68% vs GLD's -45.56%.
TTMI currently has the higher Sharpe Ratio (5.99 vs 0.87), 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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