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

Correlation

The correlation between VOD and GLDM is 0.11, 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.


-0.50.00.51.00.1

Performance

VOD vs. GLDM - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-45.53%
106.47%
VOD
GLDM

Key characteristics

Sharpe Ratio

VOD:

0.28

GLDM:

1.96

Sortino Ratio

VOD:

0.56

GLDM:

2.58

Omega Ratio

VOD:

1.07

GLDM:

1.34

Calmar Ratio

VOD:

0.11

GLDM:

3.60

Martin Ratio

VOD:

1.06

GLDM:

10.29

Ulcer Index

VOD:

6.81%

GLDM:

2.83%

Daily Std Dev

VOD:

25.78%

GLDM:

14.88%

Max Drawdown

VOD:

-79.34%

GLDM:

-21.63%

Current Drawdown

VOD:

-60.18%

GLDM:

-5.88%

Returns By Period

In the year-to-date period, VOD achieves a 4.24% return, which is significantly lower than GLDM's 27.06% return.


VOD

YTD

4.24%

1M

-2.42%

6M

-4.68%

1Y

3.88%

5Y*

-8.83%

10Y*

-7.07%

GLDM

YTD

27.06%

1M

-0.97%

6M

12.95%

1Y

28.19%

5Y*

12.04%

10Y*

N/A

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Risk-Adjusted Performance

VOD vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


Sharpe ratio
The chart of Sharpe ratio for VOD, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.281.96
The chart of Sortino ratio for VOD, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.58
The chart of Omega ratio for VOD, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.34
The chart of Calmar ratio for VOD, currently valued at 0.13, compared to the broader market0.002.004.006.000.133.60
The chart of Martin ratio for VOD, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.0610.29
VOD
GLDM

The current VOD Sharpe Ratio is 0.28, which is lower than the GLDM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VOD 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.28
1.96
VOD
GLDM

Dividends

VOD vs. GLDM - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 8.47%, while GLDM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
8.47%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOD vs. GLDM - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.34%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for VOD and GLDM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.70%
-5.88%
VOD
GLDM

Volatility

VOD vs. GLDM - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 6.74% compared to SPDR Gold MiniShares Trust (GLDM) at 5.16%. This indicates that VOD'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
5.16%
VOD
GLDM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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