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VGZ vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGZ and AAAU 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.

VGZ vs. AAAU

Last updated Jun 1, 2025

Compare and contrast key facts about Vista Gold Corp. (VGZ) and Goldman Sachs Physical Gold ETF (AAAU).

AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGZ or AAAU.

Performance

VGZ vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vista Gold Corp. (VGZ) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VGZ:

2.05

AAAU:

2.30

Sortino Ratio

VGZ:

2.79

AAAU:

3.00

Omega Ratio

VGZ:

1.34

AAAU:

1.38

Calmar Ratio

VGZ:

1.36

AAAU:

4.86

Martin Ratio

VGZ:

7.97

AAAU:

13.29

Ulcer Index

VGZ:

16.94%

AAAU:

2.97%

Daily Std Dev

VGZ:

62.63%

AAAU:

17.72%

Max Drawdown

VGZ:

-99.63%

AAAU:

-21.63%

Current Drawdown

VGZ:

-98.22%

AAAU:

-3.78%

Returns By Period

In the year-to-date period, VGZ achieves a 111.47% return, which is significantly higher than AAAU's 25.49% return.

VGZ

YTD

111.47%

1M

31.11%

6M

93.44%

1Y

134.17%

3Y*

13.97%

5Y*

5.50%

10Y*

12.92%

AAAU

YTD

25.49%

1M

2.04%

6M

23.75%

1Y

41.29%

3Y*

21.30%

5Y*

13.51%

10Y*

N/A

*Annualized

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Vista Gold Corp.

Goldman Sachs Physical Gold ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VGZ vs. AAAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VGZ
The Risk-Adjusted Performance Rank of VGZ is 9191
Overall Rank
The Sharpe Ratio Rank of VGZ is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VGZ is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VGZ is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VGZ is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VGZ is 9292
Martin Ratio Rank
AAAU
The Risk-Adjusted Performance Rank of AAAU is 9595
Overall Rank
The Sharpe Ratio Rank of AAAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AAAU 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.

VGZ vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vista Gold Corp. (VGZ) and Goldman Sachs Physical Gold ETF (AAAU). 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 VGZ Sharpe Ratio is 2.05, which is comparable to the AAAU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of VGZ and AAAU, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VGZ vs. AAAU - Dividend Comparison

Neither VGZ nor AAAU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

VGZ vs. AAAU - Drawdown Comparison

The maximum VGZ drawdown since its inception was -99.63%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for VGZ and AAAU.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VGZ vs. AAAU - Volatility Comparison

Vista Gold Corp. (VGZ) has a higher volatility of 25.17% compared to Goldman Sachs Physical Gold ETF (AAAU) at 7.81%. This indicates that VGZ's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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