XAU.TO vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Goldmoney Inc. (XAU.TO) and Bitcoin (BTC-USD).

Performance

XAU.TO vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Goldmoney Inc. (XAU.TO) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

XAU.TO vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XAU.TO Goldmoney Inc.	56.86%	35.45%	-1.41%	-7.57%	-14.65%	-19.84%	32.09%	9.10%	-72.02%	91.16%
BTC-USD Bitcoin	-22.58%	-10.57%	139.80%	149.06%	-61.52%	57.96%	297.73%	84.55%	-72.50%	1,319.38%

Different Trading Currencies

XAU.TO is traded in CAD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAU.TO achieves a 56.86% return, which is significantly higher than BTC-USD's -21.17% return. Over the past 10 years, XAU.TO has underperformed BTC-USD with an annualized return of -1.51%, while BTC-USD has yielded a comparatively higher 67.36% annualized return.

XAU.TO

• 1D: 0.49%
• 1M: -10.26%
• YTD: 56.86%
• 6M: 49.41%
• 1Y: 99.51%
• 3Y*: 18.83%
• 5Y*: 0.83%
• 10Y*: -1.51%

BTC-USD

• 1D: 0.00%
• 1M: 1.25%
• YTD: -21.17%
• 6M: -43.82%
• 1Y: -19.38%
• 3Y*: 36.31%
• 5Y*: 4.99%
• 10Y*: 67.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XAU.TO vs. BTC-USD — Risk / Return Rank

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

XAU.TO

XAU.TO Risk / Return Rank: 92
XAU.TO Sharpe Ratio Rank: 94
XAU.TO Sortino Ratio Rank: 95
XAU.TO Omega Ratio Rank: 93
XAU.TO Calmar Ratio Rank: 90
XAU.TO Martin Ratio Rank: 86

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

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.

XAU.TO vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) and Bitcoin (BTC-USD). 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.

	XAU.TO	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	2.61	-0.45	+3.05
Sortino ratio Return per unit of downside risk	3.60	-0.38	+3.98
Omega ratio Gain probability vs. loss probability	1.46	0.96	+0.50
Calmar ratio Return relative to maximum drawdown	4.16	-1.07	+5.22
Martin ratio Return relative to average drawdown	9.33	-1.91	+11.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAU.TO vs. BTC-USD - Sharpe Ratio Comparison

The current XAU.TO Sharpe Ratio is 2.61, which is higher than the BTC-USD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of XAU.TO and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XAU.TO	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	-0.45	+3.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.09	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	1.01	-1.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	1.24	-1.20

Correlation

The correlation between XAU.TO and BTC-USD is 0.05, 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.

Drawdowns

XAU.TO vs. BTC-USD - Drawdown Comparison

The maximum XAU.TO drawdown since its inception was -83.39%, roughly equal to the maximum BTC-USD drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for XAU.TO and BTC-USD.

Drawdown Indicators

	XAU.TO	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-83.39%	-85.30%	+1.91%
Max Drawdown (1Y) Largest decline over 1 year	-23.48%	-49.65%	+26.17%
Max Drawdown (5Y) Largest decline over 5 years	-60.06%	-76.67%	+16.61%
Max Drawdown (10Y) Largest decline over 10 years	-83.39%	-83.80%	+0.41%
Current Drawdown Current decline from peak	-57.87%	-46.47%	-11.40%
Average Drawdown Average peak-to-trough decline	-63.60%	-42.00%	-21.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.45%	27.75%	-17.30%

Volatility

XAU.TO vs. BTC-USD - Volatility Comparison

The current volatility for Goldmoney Inc. (XAU.TO) is 10.40%, while Bitcoin (BTC-USD) has a volatility of 14.06%. This indicates that XAU.TO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XAU.TO	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.40%	14.06%	-3.66%
Volatility (6M) Calculated over the trailing 6-month period	31.94%	35.83%	-3.89%
Volatility (1Y) Calculated over the trailing 1-year period	38.43%	36.31%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.76%	45.57%	-6.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.28%	55.26%	-3.98%