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

Correlation

The correlation between USAU and GLDM 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.


Performance

USAU vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Gold Corp. (USAU) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

USAU:

2.02

GLDM:

2.09

Sortino Ratio

USAU:

2.47

GLDM:

3.02

Omega Ratio

USAU:

1.28

GLDM:

1.39

Calmar Ratio

USAU:

1.24

GLDM:

4.94

Martin Ratio

USAU:

8.47

GLDM:

13.19

Ulcer Index

USAU:

14.63%

GLDM:

3.03%

Daily Std Dev

USAU:

71.48%

GLDM:

17.71%

Max Drawdown

USAU:

-99.99%

GLDM:

-21.63%

Current Drawdown

USAU:

-99.95%

GLDM:

-5.53%

Returns By Period

In the year-to-date period, USAU achieves a 68.03% return, which is significantly higher than GLDM's 23.24% return.


USAU

YTD

68.03%

1M

-3.92%

6M

78.51%

1Y

142.35%

5Y*

16.62%

10Y*

-26.22%

GLDM

YTD

23.24%

1M

0.09%

6M

23.31%

1Y

36.73%

5Y*

13.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USAU vs. GLDM — 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 9191
Overall Rank
The Sharpe Ratio Rank of USAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of USAU is 9292
Sortino Ratio Rank
The Omega Ratio Rank of USAU is 8787
Omega Ratio Rank
The Calmar Ratio Rank of USAU is 8787
Calmar Ratio Rank
The Martin Ratio Rank of USAU is 9393
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9696
Overall Rank
The Sharpe Ratio Rank of GLDM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 9696
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. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Gold Corp. (USAU) and SPDR Gold MiniShares Trust (GLDM). 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 2.02, which is comparable to the GLDM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of USAU and GLDM, 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. GLDM - Dividend Comparison

Neither USAU nor GLDM 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%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USAU vs. GLDM - Drawdown Comparison

The maximum USAU drawdown since its inception was -99.99%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for USAU and GLDM. For additional features, visit the drawdowns tool.


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Volatility

USAU vs. GLDM - Volatility Comparison

U.S. Gold Corp. (USAU) has a higher volatility of 27.67% compared to SPDR Gold MiniShares Trust (GLDM) at 8.82%. This indicates that USAU's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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