PortfoliosLab logoPortfoliosLab logo
VST vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VST vs. GLDM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VST achieves a -8.13% return, which is significantly lower than GLDM's -2.40% return.


VST

1D
1.12%
1M
5.97%
YTD
-8.13%
6M
-12.74%
1Y
-14.37%
3Y*
83.39%
5Y*
54.40%
10Y*

GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VST vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VST
Vistra Corp.
-8.13%17.66%261.52%70.73%5.08%19.57%-11.87%2.46%-1.89%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between VST and GLDM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VST vs. GLDM — Risk / Return Rank

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

VST
VST Risk / Return Rank: 3030
Overall Rank
VST Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2929
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 3131
Calmar Ratio Rank
VST Martin Ratio Rank: 3030
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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.

VST vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.

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.


VSTGLDMDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

0.99

1.19

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.38

1.00

-1.38

Martin ratioReturn relative to average drawdown

-0.70

2.87

-3.57

VST vs. GLDM - Sharpe Ratio Comparison

The current VST Sharpe Ratio is -0.30, which is lower than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VST and GLDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VST vs. GLDM - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for VST and GLDM.


Loading charts...

Drawdown Indicators


VSTGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-53.32%

-24.35%

-28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-38.01%

-24.35%

-13.66%

Max Drawdown (3Y)

Largest decline over 3 years

-48.80%

-24.35%

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

-24.35%

-24.45%

Current Drawdown

Current decline from peak

-31.89%

-21.96%

-9.93%

Average Drawdown

Average peak-to-trough decline

-13.72%

-6.27%

-7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.73%

8.44%

+12.29%

Volatility

VST vs. GLDM - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 15.14% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that VST'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.


Loading charts...

Volatility by Period


VSTGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

7.73%

+7.41%

Volatility (6M)

Calculated over the trailing 6-month period

37.96%

23.93%

+14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

48.75%

27.15%

+21.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.97%

18.13%

+29.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.22%

16.98%

+25.24%

Dividends

VST vs. GLDM - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.61%, while GLDM has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
VST
Vistra Corp.
0.61%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%

Frequently Asked Questions


VST and GLDM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VST has higher volatility (15.14%) compared to GLDM (7.73%). In terms of maximum drawdown, VST dropped -53.32% vs GLDM's -24.35%.

GLDM currently has the higher Sharpe Ratio (0.90 vs -0.30), 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 VST and GLDM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer