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USGO vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USGO achieves a -9.98% return, which is significantly lower than GLD's -6.77% return.


USGO

1D
-1.49%
1M
-27.42%
YTD
-9.98%
6M
-17.55%
1Y
-13.32%
3Y*
-16.22%
5Y*
10Y*

GLD

1D
0.97%
1M
-10.76%
YTD
-6.77%
6M
-10.31%
1Y
20.30%
3Y*
27.44%
5Y*
17.27%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USGO vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023
USGO
U.S. GoldMining Inc
-9.98%2.44%17.86%-23.11%
GLD
SPDR Gold Shares
-6.77%63.68%26.66%3.13%

Correlation

The correlation between USGO and GLD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.26

The correlation between USGO and GLD shifts across timeframes, from 0.26 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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U.S. GoldMining Inc

SPDR Gold Shares

Return for Risk

USGO vs. GLD — Risk / Return Rank

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

USGO
USGO Risk / Return Rank: 3636
Overall Rank
USGO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USGO Sortino Ratio Rank: 3939
Sortino Ratio Rank
USGO Omega Ratio Rank: 3838
Omega Ratio Rank
USGO Calmar Ratio Rank: 3535
Calmar Ratio Rank
USGO Martin Ratio Rank: 3333
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2222
Overall Rank
GLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
GLD Omega Ratio Rank: 2525
Omega Ratio Rank
GLD Calmar Ratio Rank: 1919
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USGO vs. GLD - Risk-Adjusted Trends Comparison

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


USGOGLDDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.03

1.16

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.26

0.78

-1.04

Martin ratioReturn relative to average drawdown

-0.55

2.17

-2.72

USGO vs. GLD - Sharpe Ratio Comparison

The current USGO Sharpe Ratio is -0.19, which is lower than the GLD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of USGO and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USGO vs. GLD - Drawdown Comparison

The maximum USGO drawdown since its inception was -69.34%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for USGO and GLD.


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Drawdown Indicators


USGOGLDDifference

Max Drawdown

Largest peak-to-trough decline

-69.34%

-45.56%

-23.78%

Max Drawdown (1Y)

Largest decline over 1 year

-51.04%

-26.21%

-24.83%

Max Drawdown (3Y)

Largest decline over 3 years

-63.19%

-26.21%

-36.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-50.71%

-25.50%

-25.21%

Average Drawdown

Average peak-to-trough decline

-42.26%

-16.17%

-26.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.28%

9.38%

+14.90%

Volatility

USGO vs. GLD - Volatility Comparison

U.S. GoldMining Inc (USGO) has a higher volatility of 16.01% compared to SPDR Gold Shares (GLD) at 8.70%. This indicates that USGO'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


USGOGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

8.70%

+7.31%

Volatility (6M)

Calculated over the trailing 6-month period

53.58%

24.48%

+29.10%

Volatility (1Y)

Calculated over the trailing 1-year period

72.24%

27.71%

+44.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.94%

18.30%

+61.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.94%

16.07%

+63.87%

Dividends

USGO vs. GLD - Dividend Comparison

Neither USGO nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USGO and GLD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USGO has higher volatility (16.01%) compared to GLD (8.70%). In terms of maximum drawdown, USGO dropped -69.34% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (0.74 vs -0.19), 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.

Portfolio Optimizer

Find the right allocation for USGO and GLD

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