XAU.TO vs. PHYS
Compare and contrast key facts about Goldmoney Inc. (XAU.TO) and Sprott Physical Gold Trust (PHYS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAU.TO or PHYS.
Key characteristics
| XAU.TO | PHYS | |
|---|---|---|
| YTD Return | 6.66% | 24.11% |
| 1Y Return | 2.33% | 28.54% |
| 3Y Return (Ann) | -13.05% | 10.44% |
| 5Y Return (Ann) | -3.70% | 10.95% |
| 10Y Return (Ann) | 191.19% | 7.23% |
| Sharpe Ratio | 0.03 | 2.01 |
| Sortino Ratio | 0.32 | 2.62 |
| Omega Ratio | 1.04 | 1.35 |
| Calmar Ratio | 0.01 | 3.39 |
| Martin Ratio | 0.13 | 12.21 |
| Ulcer Index | 9.56% | 2.42% |
| Daily Std Dev | 35.56% | 14.71% |
| Max Drawdown | -83.45% | -48.16% |
| Current Drawdown | -78.62% | -8.73% |
Fundamentals
| XAU.TO | PHYS | |
|---|---|---|
| Market Cap | CA$111.20M | $8.17B |
| EPS | -CA$1.37 | $0.10 |
| Total Revenue (TTM) | CA$65.38M | $66.11M |
| Gross Profit (TTM) | CA$20.53M | $47.47M |
| EBITDA (TTM) | CA$17.50M | $1.47B |
Correlation
The correlation between XAU.TO and PHYS is 0.21, 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. PHYS - Performance Comparison
In the year-to-date period, XAU.TO achieves a 6.66% return, which is significantly lower than PHYS's 24.11% return. Over the past 10 years, XAU.TO has outperformed PHYS with an annualized return of 191.19%, while PHYS has yielded a comparatively lower 7.23% 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. PHYS - Risk-Adjusted Performance 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.
Dividends
XAU.TO vs. PHYS - Dividend Comparison
Neither XAU.TO nor PHYS has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XAU.TO Goldmoney Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2,139,037.43% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XAU.TO vs. PHYS - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.45%, which is greater than PHYS's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for XAU.TO and PHYS. For additional features, visit the drawdowns tool.
Volatility
XAU.TO vs. PHYS - Volatility Comparison
Goldmoney Inc. (XAU.TO) has a higher volatility of 10.93% compared to Sprott Physical Gold Trust (PHYS) at 5.67%. This indicates that XAU.TO's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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