XAU.TO vs. BTC-USD
XAU.TO (Goldmoney Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XAU.TO returned -5.09%/yr vs 61.44%/yr for BTC-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
XAU.TO vs. BTC-USD - Performance Comparison
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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 49.66% return, which is significantly higher than BTC-USD's -26.07% return. Over the past 10 years, XAU.TO has underperformed BTC-USD with an annualized return of -5.09%, while BTC-USD has yielded a comparatively higher 61.44% annualized return.
XAU.TO
- 1D
- 0.71%
- 1M
- -3.64%
- YTD
- 49.66%
- 6M
- 41.01%
- 1Y
- 89.67%
- 3Y*
- 17.19%
- 5Y*
- 2.20%
- 10Y*
- -5.09%
BTC-USD
- 1D
- 0.00%
- 1M
- -20.06%
- YTD
- -26.07%
- 6M
- -28.09%
- 1Y
- -36.09%
- 3Y*
- 34.45%
- 5Y*
- 15.47%
- 10Y*
- 61.44%
XAU.TO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XAU.TO Goldmoney Inc. | 49.66% | 35.45% | -1.41% | -7.57% | -14.65% | -19.84% | 32.09% | 9.10% | -72.02% | 91.16% |
BTC-USD Bitcoin | -28.87% | -10.57% | 139.80% | 149.06% | -61.52% | 57.96% | 297.73% | 84.55% | -72.50% | 1,319.38% |
Correlation
The correlation between XAU.TO and BTC-USD 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 | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 14, 2015 | 0.05 |
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Return for Risk
XAU.TO vs. BTC-USD — Risk / Return Rank
XAU.TO
BTC-USD
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 ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.88 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | -0.71 | +4.64 |
| Martin ratioReturn relative to average drawdown | 7.42 | -1.25 | +8.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XAU.TO | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | -0.85 | +3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.29 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.92 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 1.19 | -1.17 |
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.
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Drawdown Indicators
| XAU.TO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.39% | -83.55% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.48% | -50.49% | +27.01% |
Max Drawdown (3Y)Largest decline over 3 years | -34.85% | -50.49% | +15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -57.00% | -74.78% | +17.78% |
Max Drawdown (10Y)Largest decline over 10 years | -83.39% | -82.53% | -0.86% |
Current DrawdownCurrent decline from peak | -59.81% | -48.96% | -10.85% |
Average DrawdownAverage peak-to-trough decline | -63.52% | -39.97% | -23.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.37% | 34.67% | -22.30% |
Volatility
XAU.TO vs. BTC-USD - Volatility Comparison
The current volatility for Goldmoney Inc. (XAU.TO) is 4.06%, while Bitcoin (BTC-USD) has a volatility of 10.14%. 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.
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Volatility by Period
| XAU.TO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 10.14% | -6.08% |
Volatility (6M)Calculated over the trailing 6-month period | 29.28% | 34.38% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.81% | 35.28% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 43.65% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.98% | 55.23% | -4.25% |
Frequently Asked Questions
XAU.TO and BTC-USD 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.
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