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USGO vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USGO and GLD is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

USGO vs. GLD - Performance Comparison

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

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Key characteristics

Daily Std Dev

USGO:

62.36%

GLD:

17.51%

Max Drawdown

USGO:

-2.89%

GLD:

-45.56%

Current Drawdown

USGO:

0.00%

GLD:

-2.77%

Returns By Period


USGO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLD

YTD

26.73%

1M

2.99%

6M

23.75%

1Y

40.30%

5Y*

13.96%

10Y*

10.14%

*Annualized

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Risk-Adjusted Performance

USGO vs. GLD — Risk-Adjusted Performance Rank

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

USGO
The Risk-Adjusted Performance Rank of USGO is 8383
Overall Rank
The Sharpe Ratio Rank of USGO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of USGO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of USGO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of USGO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of USGO is 8282
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9696
Overall Rank
The Sharpe Ratio Rank of GLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLD 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.

USGO vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. GoldMining Inc (USGO) and SPDR Gold Trust (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.



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Dividends

USGO vs. GLD - Dividend Comparison

Neither USGO nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USGO vs. GLD - Drawdown Comparison

The maximum USGO drawdown since its inception was -2.89%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for USGO and GLD. For additional features, visit the drawdowns tool.


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Volatility

USGO vs. GLD - Volatility Comparison


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