USAU vs. FGDL
USAU (U.S. Gold Corp.) is a stock, while FGDL (Franklin Responsibly Sourced Gold ETF) is Precious Metals fund tracking the LBMA Gold Price PM ($/ozt). Over the past 3 years, USAU returned 53.89%/yr vs 31.48%/yr for FGDL. At a 0.45 correlation, their price movements are largely independent.
Performance
USAU vs. FGDL - Performance Comparison
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Returns By Period
In the year-to-date period, USAU achieves a -19.27% return, which is significantly lower than FGDL's 3.52% return.
USAU
- 1D
- 1.69%
- 1M
- -2.25%
- YTD
- -19.27%
- 6M
- -8.90%
- 1Y
- 16.33%
- 3Y*
- 53.89%
- 5Y*
- 5.50%
- 10Y*
- -16.09%
FGDL
- 1D
- 1.06%
- 1M
- -1.68%
- YTD
- 3.52%
- 6M
- 6.04%
- 1Y
- 32.27%
- 3Y*
- 31.48%
- 5Y*
- —
- 10Y*
- —
USAU vs. FGDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USAU U.S. Gold Corp. | -19.27% | 216.64% | 44.24% | -11.46% | 14.29% |
FGDL Franklin Responsibly Sourced Gold ETF | 3.52% | 64.15% | 27.31% | 12.92% | 0.91% |
Correlation
The correlation between USAU and FGDL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022 | 0.45 |
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Return for Risk
USAU vs. FGDL — Risk / Return Rank
USAU
FGDL
USAU vs. FGDL - Risk-Adjusted Trends 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.
| USAU | FGDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.69 | -1.27 |
| Martin ratioReturn relative to average drawdown | 0.84 | 4.07 | -3.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USAU | FGDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.21 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 1.37 | -1.55 |
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 -19.23%. Use the drawdown chart below to compare losses from any high point for USAU and FGDL.
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Drawdown Indicators
| USAU | FGDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -19.23% | -80.76% |
Max Drawdown (1Y)Largest decline over 1 year | -39.07% | -19.23% | -19.84% |
Max Drawdown (3Y)Largest decline over 3 years | -39.07% | -19.23% | -19.84% |
Max Drawdown (5Y)Largest decline over 5 years | -76.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.20% | — | — |
Current DrawdownCurrent decline from peak | -99.94% | -17.29% | -82.65% |
Average DrawdownAverage peak-to-trough decline | -83.19% | -3.84% | -79.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.60% | 7.96% | +11.64% |
Volatility
USAU vs. FGDL - Volatility Comparison
U.S. Gold Corp. (USAU) has a higher volatility of 16.81% compared to Franklin Responsibly Sourced Gold ETF (FGDL) at 5.66%. 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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Volatility by Period
| USAU | FGDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.81% | 5.66% | +11.15% |
Volatility (6M)Calculated over the trailing 6-month period | 48.82% | 23.19% | +25.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.30% | 26.79% | +37.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.91% | 19.02% | +43.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.16% | 19.02% | +67.14% |
Dividends
USAU vs. FGDL - Dividend Comparison
Neither USAU nor FGDL has paid dividends to shareholders.
Frequently Asked Questions
USAU and FGDL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USAU has higher volatility (16.81%) compared to FGDL (5.66%). In terms of maximum drawdown, USAU dropped -99.99% vs FGDL's -19.23%.
FGDL currently has the higher Sharpe Ratio (1.21 vs 0.26), 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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