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WBD vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBD vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warner Bros. Discovery, Inc. (WBD) 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, WBD achieves a -6.38% return, which is significantly lower than GLD's -2.47% return. Over the past 10 years, WBD has underperformed GLD with an annualized return of 0.50%, while GLD has yielded a comparatively higher 12.15% annualized return.


WBD

1D
0.45%
1M
-0.00%
YTD
-6.38%
6M
-10.01%
1Y
168.99%
3Y*
25.07%
5Y*
-2.61%
10Y*
0.50%

GLD

1D
0.06%
1M
-7.37%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBD vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBD
Warner Bros. Discovery, Inc.
-6.38%172.66%-7.12%20.04%-59.73%-21.77%-8.09%32.34%10.55%-18.35%
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between WBD and GLD is 0.02, 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

0.02

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

0.08

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2005

0.03

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Return for Risk

WBD vs. GLD — Risk / Return Rank

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

WBD
WBD Risk / Return Rank: 9797
Overall Rank
WBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WBD Sortino Ratio Rank: 9999
Sortino Ratio Rank
WBD Omega Ratio Rank: 9898
Omega Ratio Rank
WBD Calmar Ratio Rank: 9696
Calmar Ratio Rank
WBD Martin Ratio Rank: 9797
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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.

WBD vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Bros. Discovery, Inc. (WBD) 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.


WBDGLDDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.76

1.18

+0.57

Calmar ratioReturn relative to maximum drawdown

7.82

0.98

+6.84

Martin ratioReturn relative to average drawdown

22.23

2.81

+19.42

WBD vs. GLD - Sharpe Ratio Comparison

The current WBD Sharpe Ratio is 3.57, which is higher than the GLD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of WBD 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

WBD vs. GLD - Drawdown Comparison

The maximum WBD drawdown since its inception was -91.32%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for WBD and GLD.


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Drawdown Indicators


WBDGLDDifference

Max Drawdown

Largest peak-to-trough decline

-91.32%

-45.56%

-45.76%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-24.46%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-53.63%

-24.46%

-29.17%

Max Drawdown (5Y)

Largest decline over 5 years

-78.49%

-24.46%

-54.03%

Max Drawdown (10Y)

Largest decline over 10 years

-91.32%

-24.46%

-66.86%

Current Drawdown

Current decline from peak

-65.08%

-22.05%

-43.03%

Average Drawdown

Average peak-to-trough decline

-37.14%

-16.16%

-20.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

8.49%

-1.01%

Volatility

WBD vs. GLD - Volatility Comparison

The current volatility for Warner Bros. Discovery, Inc. (WBD) is 4.77%, while SPDR Gold Shares (GLD) has a volatility of 7.79%. This indicates that WBD experiences smaller price fluctuations and is considered to be less risky 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


WBDGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

7.79%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

24.10%

-12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

46.82%

27.37%

+19.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.71%

18.22%

+34.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.14%

16.08%

+31.06%

Dividends

WBD vs. GLD - Dividend Comparison

Neither WBD nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WBD and GLD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (7.79%) compared to WBD (4.77%). In terms of maximum drawdown, WBD dropped -91.32% vs GLD's -45.56%.

WBD currently has the higher Sharpe Ratio (3.57 vs 0.87), 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 WBD and GLD

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

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