PortfoliosLab logoPortfoliosLab logo
VUL.AX vs. GOLD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUL.AX vs. GOLD.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vulcan Energy Resources Limited (VUL.AX) and Amundi Physical Gold ETC C (GOLD.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VUL.AX is traded in AUD, while GOLD.AS is traded in USD. To make them comparable, the GOLD.AS values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUL.AX achieves a -20.41% return, which is significantly lower than GOLD.AS's -2.75% return.


VUL.AX

1D
-8.59%
1M
-4.10%
YTD
-20.41%
6M
-14.39%
1Y
-9.54%
3Y*
-2.35%
5Y*
-15.48%
10Y*

GOLD.AS

1D
0.97%
1M
-1.34%
YTD
-2.75%
6M
-1.43%
1Y
20.82%
3Y*
28.46%
5Y*
20.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUL.AX vs. GOLD.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUL.AX
Vulcan Energy Resources Limited
-20.41%-17.57%87.72%-54.98%-39.13%276.81%1,680.65%6.90%
GOLD.AS
Amundi Physical Gold ETC C
-2.75%52.96%39.08%13.44%6.47%1.53%13.39%16.42%

Correlation

The correlation between VUL.AX and GOLD.AS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 24, 2019

0.02

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

VUL.AX vs. GOLD.AS — Risk / Return Rank

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

VUL.AX
VUL.AX Risk / Return Rank: 3737
Overall Rank
VUL.AX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VUL.AX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VUL.AX Omega Ratio Rank: 3737
Omega Ratio Rank
VUL.AX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VUL.AX Martin Ratio Rank: 3737
Martin Ratio Rank

GOLD.AS
GOLD.AS Risk / Return Rank: 3535
Overall Rank
GOLD.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GOLD.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
GOLD.AS Omega Ratio Rank: 3838
Omega Ratio Rank
GOLD.AS Calmar Ratio Rank: 3737
Calmar Ratio Rank
GOLD.AS Martin Ratio Rank: 3232
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.

VUL.AX vs. GOLD.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vulcan Energy Resources Limited (VUL.AX) and Amundi Physical Gold ETC C (GOLD.AS). 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.


VUL.AXGOLD.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.04

1.18

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.15

1.20

-1.35

Martin ratioReturn relative to average drawdown

-0.26

2.91

-3.17

VUL.AX vs. GOLD.AS - Sharpe Ratio Comparison

The current VUL.AX Sharpe Ratio is -0.13, which is lower than the GOLD.AS Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VUL.AX and GOLD.AS, 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...

Sharpe Ratios by Period


VUL.AXGOLD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.89

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

1.22

-1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.12

-0.67

Drawdowns

VUL.AX vs. GOLD.AS - Drawdown Comparison

The maximum VUL.AX drawdown since its inception was -87.55%, which is greater than GOLD.AS's maximum drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for VUL.AX and GOLD.AS.


Loading charts...

Drawdown Indicators


VUL.AXGOLD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-87.55%

-22.92%

-64.63%

Max Drawdown (1Y)

Largest decline over 1 year

-61.57%

-17.16%

-44.41%

Max Drawdown (3Y)

Largest decline over 3 years

-64.50%

-17.16%

-47.34%

Max Drawdown (5Y)

Largest decline over 5 years

-87.55%

-17.16%

-70.39%

Current Drawdown

Current decline from peak

-77.92%

-16.17%

-61.75%

Average Drawdown

Average peak-to-trough decline

-49.31%

-6.33%

-42.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.36%

7.10%

+29.26%

Volatility

VUL.AX vs. GOLD.AS - Volatility Comparison

Vulcan Energy Resources Limited (VUL.AX) has a higher volatility of 16.92% compared to Amundi Physical Gold ETC C (GOLD.AS) at 5.20%. This indicates that VUL.AX's price experiences larger fluctuations and is considered to be riskier than GOLD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VUL.AXGOLD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.92%

5.20%

+11.72%

Volatility (6M)

Calculated over the trailing 6-month period

46.96%

20.12%

+26.84%

Volatility (1Y)

Calculated over the trailing 1-year period

71.76%

23.20%

+48.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.56%

16.71%

+53.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.20%

16.46%

+64.74%

Dividends

VUL.AX vs. GOLD.AS - Dividend Comparison

Neither VUL.AX nor GOLD.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VUL.AX and GOLD.AS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for VUL.AX and GOLD.AS

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