XAU.TO vs. ETH-USD
XAU.TO (Goldmoney Inc.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, XAU.TO returned -5.09%/yr vs 61.42%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
XAU.TO vs. ETH-USD - Performance Comparison
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Different Trading Currencies
XAU.TO is traded in CAD, while ETH-USD is traded in USD. To make them comparable, the ETH-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 ETH-USD's -45.45% return. Over the past 10 years, XAU.TO has underperformed ETH-USD with an annualized return of -5.09%, while ETH-USD has yielded a comparatively higher 61.42% 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%
ETH-USD
- 1D
- -9.71%
- 1M
- -30.70%
- YTD
- -45.45%
- 6M
- -46.81%
- 1Y
- -32.75%
- 3Y*
- -4.21%
- 5Y*
- -7.47%
- 10Y*
- 61.42%
XAU.TO vs. ETH-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% |
ETH-USD Ethereum | -45.45% | -15.00% | 58.59% | 85.99% | -65.05% | 393.79% | 464.18% | -6.37% | -81.09% | 8,440.83% |
Correlation
The correlation between XAU.TO and ETH-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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.04 |
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Return for Risk
XAU.TO vs. ETH-USD — Risk / Return Rank
XAU.TO
ETH-USD
XAU.TO vs. ETH-USD - Risk-Adjusted Trends 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.
| XAU.TO | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.96 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | -0.49 | +4.41 |
| Martin ratioReturn relative to average drawdown | 7.42 | -0.86 | +8.28 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | -0.49 | +2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.11 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.66 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.75 | -0.73 |
Drawdowns
XAU.TO vs. ETH-USD - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.39%, smaller than the maximum ETH-USD drawdown of -93.09%. Use the drawdown chart below to compare losses from any high point for XAU.TO and ETH-USD.
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Drawdown Indicators
| XAU.TO | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.39% | -93.09% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -23.48% | -66.74% | +43.26% |
Max Drawdown (3Y)Largest decline over 3 years | -34.85% | -66.74% | +31.89% |
Max Drawdown (5Y)Largest decline over 5 years | -57.00% | -77.44% | +20.44% |
Max Drawdown (10Y)Largest decline over 10 years | -83.39% | -93.09% | +9.70% |
Current DrawdownCurrent decline from peak | -59.81% | -66.74% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -63.52% | -48.52% | -15.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.37% | 44.54% | -32.17% |
Volatility
XAU.TO vs. ETH-USD - Volatility Comparison
The current volatility for Goldmoney Inc. (XAU.TO) is 4.06%, while Ethereum (ETH-USD) has a volatility of 14.37%. 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.
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Volatility by Period
| XAU.TO | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 14.37% | -10.31% |
Volatility (6M)Calculated over the trailing 6-month period | 29.28% | 47.20% | -17.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.81% | 56.32% | -17.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 58.00% | -19.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.98% | 77.46% | -26.48% |
Frequently Asked Questions
XAU.TO and ETH-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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