XAU.TO vs. PHYS
XAU.TO (Goldmoney Inc.) and PHYS (Sprott Physical Gold Trust) are both stocks. Both are in the Financial Services sector — XAU.TO in Capital Markets, PHYS in Asset Management. Over the past 10 years, XAU.TO returned -5.09%/yr vs 13.15%/yr for PHYS. At a 0.17 correlation, their price movements are largely independent.
Performance
XAU.TO vs. PHYS - Performance Comparison
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Different Trading Currencies
XAU.TO is traded in CAD, while PHYS is traded in USD. To make them comparable, the PHYS 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 PHYS's 0.10% return. Over the past 10 years, XAU.TO has underperformed PHYS with an annualized return of -5.09%, while PHYS has yielded a comparatively higher 13.15% 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%
PHYS
- 1D
- -3.55%
- 1M
- -6.24%
- YTD
- 0.10%
- 6M
- 2.31%
- 1Y
- 29.46%
- 3Y*
- 30.09%
- 5Y*
- 20.10%
- 10Y*
- 13.15%
XAU.TO vs. PHYS - 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% |
PHYS Sprott Physical Gold Trust | 0.10% | 56.43% | 37.29% | 10.49% | 5.19% | -5.70% | 21.80% | 12.33% | 5.61% | 5.60% |
Correlation
The correlation between XAU.TO and PHYS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 14, 2015 | 0.17 |
The correlation between XAU.TO and PHYS shifts across timeframes, from 0.17 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
XAU.TO:
CA$206.94M
PHYS:
$15.68B
XAU.TO:
CA$3.05
PHYS:
$11.91
XAU.TO:
5.12
PHYS:
2.73
XAU.TO:
0.04
PHYS:
0.03
XAU.TO:
1.21
PHYS:
14.50
XAU.TO:
1.07
PHYS:
0.91
XAU.TO:
CA$169.98M
PHYS:
$1.06B
XAU.TO:
CA$50.32M
PHYS:
$3.03B
XAU.TO:
CA$45.86M
PHYS:
$5.61B
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Return for Risk
XAU.TO vs. PHYS — Risk / Return Rank
XAU.TO
PHYS
XAU.TO vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) and Sprott Physical Gold Trust (PHYS). 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 | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.60 | +2.32 |
| Martin ratioReturn relative to average drawdown | 7.42 | 3.95 | +3.48 |
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 | PHYS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.12 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 1.18 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.84 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.54 | -0.52 |
Drawdowns
XAU.TO vs. PHYS - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.39%, which is greater than PHYS's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for XAU.TO and PHYS.
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Drawdown Indicators
| XAU.TO | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.39% | -36.76% | -46.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.48% | -18.50% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -34.85% | -18.50% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -57.00% | -18.50% | -38.50% |
Max Drawdown (10Y)Largest decline over 10 years | -83.39% | -23.34% | -60.05% |
Current DrawdownCurrent decline from peak | -59.81% | -18.50% | -41.31% |
Average DrawdownAverage peak-to-trough decline | -63.52% | -13.90% | -49.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.37% | 7.49% | +4.88% |
Volatility
XAU.TO vs. PHYS - Volatility Comparison
The current volatility for Goldmoney Inc. (XAU.TO) is 4.06%, while Sprott Physical Gold Trust (PHYS) has a volatility of 5.50%. This indicates that XAU.TO experiences smaller price fluctuations and is considered to be less risky than PHYS 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 | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 5.50% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.28% | 22.73% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.81% | 26.39% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 17.14% | +20.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.98% | 15.72% | +35.26% |
Dividends
XAU.TO vs. PHYS - Dividend Comparison
Neither XAU.TO nor PHYS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XAU.TO Goldmoney Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% |
Financials
XAU.TO vs. PHYS - Financials Comparison
This section allows you to compare key financial metrics between Goldmoney Inc. and Sprott Physical Gold Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XAU.TO and PHYS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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