XAU.TO vs. ETH-USD
Compare and contrast key facts about Goldmoney Inc. (XAU.TO) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAU.TO or ETH-USD.
Key characteristics
| XAU.TO | ETH-USD | |
|---|---|---|
| YTD Return | 18.57% | 47.92% |
| 1Y Return | 11.57% | 65.01% |
| 3Y Return (Ann) | -9.94% | -10.24% |
| 5Y Return (Ann) | -1.93% | 78.11% |
| Sharpe Ratio | 0.32 | -0.15 |
| Sortino Ratio | 0.75 | 0.27 |
| Omega Ratio | 1.09 | 1.03 |
| Calmar Ratio | 0.13 | 0.00 |
| Martin Ratio | 1.13 | -0.37 |
| Ulcer Index | 9.60% | 27.41% |
| Daily Std Dev | 34.46% | 52.35% |
| Max Drawdown | -83.45% | -93.96% |
| Current Drawdown | -76.24% | -29.87% |
Correlation
The correlation between XAU.TO and ETH-USD is 0.07, 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.
Performance
XAU.TO vs. ETH-USD - Performance Comparison
In the year-to-date period, XAU.TO achieves a 18.57% return, which is significantly lower than ETH-USD's 47.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
XAU.TO vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) and Ethereum (ETH-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.
Drawdowns
XAU.TO vs. ETH-USD - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.45%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for XAU.TO and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
XAU.TO vs. ETH-USD - Volatility Comparison
The current volatility for Goldmoney Inc. (XAU.TO) is 5.93%, while Ethereum (ETH-USD) has a volatility of 19.70%. This indicates that XAU.TO experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.