XAU.TO vs. EURUSD=X
Compare and contrast key facts about Goldmoney Inc. (XAU.TO) and EUR/USD (EURUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAU.TO or EURUSD=X.
Key characteristics
| XAU.TO | EURUSD=X | |
|---|---|---|
| YTD Return | 7.94% | -3.84% |
| 1Y Return | 2.43% | -0.79% |
| 3Y Return (Ann) | -12.72% | -2.31% |
| 5Y Return (Ann) | -3.86% | -0.71% |
| 10Y Return (Ann) | 191.66% | -1.57% |
| Sharpe Ratio | 0.04 | -0.59 |
| Sortino Ratio | 0.33 | -0.75 |
| Omega Ratio | 1.04 | 0.91 |
| Calmar Ratio | 0.02 | -0.09 |
| Martin Ratio | 0.16 | -1.81 |
| Ulcer Index | 9.54% | 1.69% |
| Daily Std Dev | 35.55% | 5.65% |
| Max Drawdown | -83.45% | -57.54% |
| Current Drawdown | -78.37% | -33.63% |
Correlation
The correlation between XAU.TO and EURUSD=X is 0.14, 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. EURUSD=X - Performance Comparison
In the year-to-date period, XAU.TO achieves a 7.94% return, which is significantly higher than EURUSD=X's -3.84% return. Over the past 10 years, XAU.TO has outperformed EURUSD=X with an annualized return of 191.66%, while EURUSD=X has yielded a comparatively lower -1.57% annualized 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. EURUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) and EUR/USD (EURUSD=X). 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. EURUSD=X - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.45%, which is greater than EURUSD=X's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for XAU.TO and EURUSD=X. For additional features, visit the drawdowns tool.
Volatility
XAU.TO vs. EURUSD=X - Volatility Comparison
Goldmoney Inc. (XAU.TO) has a higher volatility of 10.30% compared to EUR/USD (EURUSD=X) at 2.52%. This indicates that XAU.TO's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.