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XAU.TO vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XAU.TO and BTC-USD is 0.15, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

XAU.TO vs. BTC-USD - Performance Comparison

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

0.00%1,000,000.00%2,000,000.00%3,000,000.00%4,000,000.00%NovemberDecember2025FebruaryMarchApril
2,950,828.07%
311,238.58%
XAU.TO
BTC-USD

Key characteristics

Sharpe Ratio

XAU.TO:

-0.04

BTC-USD:

1.89

Sortino Ratio

XAU.TO:

0.21

BTC-USD:

2.51

Omega Ratio

XAU.TO:

1.03

BTC-USD:

1.26

Calmar Ratio

XAU.TO:

-0.02

BTC-USD:

1.66

Martin Ratio

XAU.TO:

-0.10

BTC-USD:

8.43

Ulcer Index

XAU.TO:

14.55%

BTC-USD:

11.38%

Daily Std Dev

XAU.TO:

36.80%

BTC-USD:

42.72%

Max Drawdown

XAU.TO:

-83.45%

BTC-USD:

-93.07%

Current Drawdown

XAU.TO:

-79.55%

BTC-USD:

-10.83%

Returns By Period

In the year-to-date period, XAU.TO achieves a 3.51% return, which is significantly higher than BTC-USD's 1.30% return. Over the past 10 years, XAU.TO has outperformed BTC-USD with an annualized return of 211.09%, while BTC-USD has yielded a comparatively lower 82.12% annualized return.


XAU.TO

YTD

3.51%

1M

-2.45%

6M

-21.17%

1Y

-0.50%

5Y*

-10.78%

10Y*

211.09%

BTC-USD

YTD

1.30%

1M

12.20%

6M

39.33%

1Y

49.24%

5Y*

64.76%

10Y*

82.12%

*Annualized

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Risk-Adjusted Performance

XAU.TO vs. BTC-USD — Risk-Adjusted Performance Rank

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

XAU.TO
The Risk-Adjusted Performance Rank of XAU.TO is 4747
Overall Rank
The Sharpe Ratio Rank of XAU.TO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of XAU.TO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of XAU.TO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of XAU.TO is 5252
Calmar Ratio Rank
The Martin Ratio Rank of XAU.TO is 4949
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XAU.TO vs. BTC-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for XAU.TO, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.003.00
XAU.TO: -0.24
BTC-USD: 1.89
The chart of Sortino ratio for XAU.TO, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
XAU.TO: -0.12
BTC-USD: 2.51
The chart of Omega ratio for XAU.TO, currently valued at 0.99, compared to the broader market0.501.001.502.00
XAU.TO: 0.99
BTC-USD: 1.26
The chart of Calmar ratio for XAU.TO, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.00
XAU.TO: -0.02
BTC-USD: 1.66
The chart of Martin ratio for XAU.TO, currently valued at -0.39, compared to the broader market-5.000.005.0010.0015.0020.00
XAU.TO: -0.39
BTC-USD: 8.43

The current XAU.TO Sharpe Ratio is -0.04, which is lower than the BTC-USD Sharpe Ratio of 1.89. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.24
1.89
XAU.TO
BTC-USD

Drawdowns

XAU.TO vs. BTC-USD - Drawdown Comparison

The maximum XAU.TO drawdown since its inception was -83.45%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XAU.TO and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.03%
-10.83%
XAU.TO
BTC-USD

Volatility

XAU.TO vs. BTC-USD - Volatility Comparison

The current volatility for Goldmoney Inc. (XAU.TO) is 10.16%, while Bitcoin (BTC-USD) has a volatility of 16.25%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.16%
16.25%
XAU.TO
BTC-USD