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 | 16.90% | 3.87% |
1Y Return | 1.90% | 44.18% |
3Y Return (Ann) | -10.57% | -10.72% |
5Y Return (Ann) | -5.19% | 61.15% |
Sharpe Ratio | 0.07 | -0.18 |
Daily Std Dev | 36.07% | 50.69% |
Max Drawdown | -83.45% | -93.96% |
Current Drawdown | -76.57% | -50.75% |
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 16.90% return, which is significantly higher than ETH-USD's 3.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 9.23%, while Ethereum (ETH-USD) has a volatility of 17.22%. 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.