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XAU.TO vs. PHYS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

XAU.TO vs. PHYS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Goldmoney Inc. (XAU.TO) and Sprott Physical Gold Trust (PHYS). The values are adjusted to include any dividend payments, if applicable.

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XAU.TO vs. PHYS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAU.TO
Goldmoney Inc.
56.09%35.45%-1.41%-7.57%-14.65%-19.84%32.09%9.10%-72.02%91.16%
PHYS
Sprott Physical Gold Trust
10.71%56.43%37.29%10.49%5.19%-5.70%21.80%12.33%5.61%5.60%
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.

Fundamentals

Market Cap

XAU.TO:

CA$215.82M

PHYS:

$17.15B

EPS

XAU.TO:

CA$3.05

PHYS:

$12.73

PE Ratio

XAU.TO:

5.34

PHYS:

2.84

PEG Ratio

XAU.TO:

0.05

PHYS:

0.03

PS Ratio

XAU.TO:

1.26

PHYS:

7.08

PB Ratio

XAU.TO:

1.12

PHYS:

1.07

Total Revenue (TTM)

XAU.TO:

CA$169.98M

PHYS:

$2.38B

Gross Profit (TTM)

XAU.TO:

CA$50.32M

PHYS:

$4.38B

EBITDA (TTM)

XAU.TO:

CA$45.86M

PHYS:

$5.95B

Returns By Period

In the year-to-date period, XAU.TO achieves a 56.09% return, which is significantly higher than PHYS's 8.78% return. Over the past 10 years, XAU.TO has underperformed PHYS with an annualized return of -2.05%, while PHYS has yielded a comparatively higher 14.17% annualized return.


XAU.TO

1D
0.93%
1M
-8.28%
YTD
56.09%
6M
53.30%
1Y
96.62%
3Y*
18.43%
5Y*
0.73%
10Y*
-2.05%

PHYS

1D
0.00%
1M
-11.43%
YTD
8.78%
6M
19.17%
1Y
42.75%
3Y*
33.12%
5Y*
23.69%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XAU.TO vs. PHYS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XAU.TO
XAU.TO Risk / Return Rank: 9292
Overall Rank
XAU.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XAU.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
XAU.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XAU.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
XAU.TO Martin Ratio Rank: 8888
Martin Ratio Rank

PHYS
PHYS Risk / Return Rank: 8484
Overall Rank
PHYS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PHYS Sortino Ratio Rank: 8080
Sortino Ratio Rank
PHYS Omega Ratio Rank: 8383
Omega Ratio Rank
PHYS Calmar Ratio Rank: 8282
Calmar Ratio Rank
PHYS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.TOPHYSDifference

Sharpe ratio

Return per unit of total volatility

2.53

1.60

+0.93

Sortino ratio

Return per unit of downside risk

3.53

1.99

+1.54

Omega ratio

Gain probability vs. loss probability

1.45

1.30

+0.15

Calmar ratio

Return relative to maximum drawdown

4.43

2.34

+2.09

Martin ratio

Return relative to average drawdown

9.96

8.14

+1.82

XAU.TO vs. PHYS - Sharpe Ratio Comparison

The current XAU.TO Sharpe Ratio is 2.53, which is higher than the PHYS Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XAU.TO and PHYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAU.TOPHYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.60

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

1.42

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.91

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.58

-0.55

Correlation

The correlation between XAU.TO and PHYS is 0.17, 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.


Dividends

XAU.TO vs. PHYS - Dividend Comparison

Neither XAU.TO nor PHYS has paid dividends to shareholders.


TTM2025202420232022202120202019
XAU.TO
Goldmoney Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.37%
PHYS
Sprott Physical Gold Trust
0.00%0.00%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 -83.39%, 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.TOPHYSDifference

Max Drawdown

Largest peak-to-trough decline

-83.39%

-48.16%

-35.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.48%

-19.35%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-60.06%

-21.80%

-38.26%

Max Drawdown (10Y)

Largest decline over 10 years

-83.39%

-23.75%

-59.64%

Current Drawdown

Current decline from peak

-58.08%

-11.80%

-46.28%

Average Drawdown

Average peak-to-trough decline

-63.61%

-21.07%

-42.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.44%

5.38%

+5.06%

Volatility

XAU.TO vs. PHYS - Volatility Comparison

Goldmoney Inc. (XAU.TO) has a higher volatility of 11.88% compared to Sprott Physical Gold Trust (PHYS) at 10.24%. 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.


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Volatility by Period


XAU.TOPHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.88%

10.24%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

32.02%

24.07%

+7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

38.58%

26.87%

+11.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.78%

16.80%

+21.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.29%

15.66%

+35.63%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-500.00M0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
62.00M
115.06M
(XAU.TO) Total Revenue
(PHYS) Total Revenue
Please note, different currencies. XAU.TO values in CAD, PHYS values in USD