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USAU vs. FGDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USAU and FGDL is 0.16, 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.


Performance

USAU vs. FGDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Gold Corp. (USAU) and Franklin Responsibly Sourced Gold ETF (FGDL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

USAU:

1.52

FGDL:

1.96

Sortino Ratio

USAU:

2.71

FGDL:

2.60

Omega Ratio

USAU:

1.31

FGDL:

1.33

Calmar Ratio

USAU:

1.45

FGDL:

4.29

Martin Ratio

USAU:

9.91

FGDL:

11.09

Ulcer Index

USAU:

14.67%

FGDL:

3.14%

Daily Std Dev

USAU:

70.91%

FGDL:

18.11%

Max Drawdown

USAU:

-99.99%

FGDL:

-11.26%

Current Drawdown

USAU:

-99.95%

FGDL:

-7.28%

Returns By Period

In the year-to-date period, USAU achieves a 70.15% return, which is significantly higher than FGDL's 21.23% return.


USAU

YTD

70.15%

1M

3.37%

6M

75.59%

1Y

105.92%

5Y*

15.40%

10Y*

-26.11%

FGDL

YTD

21.23%

1M

-1.23%

6M

23.27%

1Y

35.20%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USAU vs. FGDL — Risk-Adjusted Performance Rank

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

USAU
The Risk-Adjusted Performance Rank of USAU is 9292
Overall Rank
The Sharpe Ratio Rank of USAU is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of USAU is 9393
Sortino Ratio Rank
The Omega Ratio Rank of USAU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of USAU is 8989
Calmar Ratio Rank
The Martin Ratio Rank of USAU is 9595
Martin Ratio Rank

FGDL
The Risk-Adjusted Performance Rank of FGDL is 9494
Overall Rank
The Sharpe Ratio Rank of FGDL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FGDL 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.

USAU vs. FGDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Gold Corp. (USAU) and Franklin Responsibly Sourced Gold ETF (FGDL). 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 USAU Sharpe Ratio is 1.52, which is comparable to the FGDL Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of USAU and FGDL, 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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Dividends

USAU vs. FGDL - Dividend Comparison

Neither USAU nor FGDL has paid dividends to shareholders.


TTM20242023202220212020201920182017
USAU
U.S. Gold Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.32%51.20%
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USAU vs. FGDL - Drawdown Comparison

The maximum USAU drawdown since its inception was -99.99%, which is greater than FGDL's maximum drawdown of -11.26%. Use the drawdown chart below to compare losses from any high point for USAU and FGDL. For additional features, visit the drawdowns tool.


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Volatility

USAU vs. FGDL - Volatility Comparison

U.S. Gold Corp. (USAU) has a higher volatility of 26.08% compared to Franklin Responsibly Sourced Gold ETF (FGDL) at 9.28%. This indicates that USAU's price experiences larger fluctuations and is considered to be riskier than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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