PortfoliosLab logoPortfoliosLab logo
XAUUSD=X vs. HUBB
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAUUSD=X vs. HUBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Spot Price US Dollar (XAUUSD=X) and Hubbell Incorporated (HUBB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XAUUSD=X achieves a -0.01% return, which is significantly lower than HUBB's 9.84% return. Over the past 10 years, XAUUSD=X has underperformed HUBB with an annualized return of 13.00%, while HUBB has yielded a comparatively higher 19.22% annualized return.


XAUUSD=X

1D
0.23%
1M
-8.35%
YTD
-0.01%
6M
3.14%
1Y
30.53%
3Y*
30.15%
5Y*
18.02%
10Y*
13.00%

HUBB

1D
1.72%
1M
-1.24%
YTD
9.84%
6M
10.49%
1Y
24.19%
3Y*
18.01%
5Y*
22.94%
10Y*
19.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUUSD=X vs. HUBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAUUSD=X
Gold Spot Price US Dollar
-0.01%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%13.14%
HUBB
Hubbell Incorporated
9.84%7.43%28.94%42.40%15.08%35.60%8.89%52.88%-24.61%18.83%

Correlation

The correlation between XAUUSD=X and HUBB is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2015

-0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XAUUSD=X vs. HUBB — Risk / Return Rank

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

XAUUSD=X
XAUUSD=X Risk / Return Rank: 8181
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 8383
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
Martin Ratio Rank

HUBB
HUBB Risk / Return Rank: 6767
Overall Rank
HUBB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HUBB Sortino Ratio Rank: 6363
Sortino Ratio Rank
HUBB Omega Ratio Rank: 6161
Omega Ratio Rank
HUBB Calmar Ratio Rank: 6969
Calmar Ratio Rank
HUBB Martin Ratio Rank: 7272
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.

XAUUSD=X vs. HUBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Spot Price US Dollar (XAUUSD=X) and Hubbell Incorporated (HUBB). 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.


XAUUSD=XHUBBDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratioReturn relative to maximum drawdown

1.18

1.40

-0.22

Martin ratioReturn relative to average drawdown

2.95

3.84

-0.89

XAUUSD=X vs. HUBB - Sharpe Ratio Comparison

The current XAUUSD=X Sharpe Ratio is 1.05, which is comparable to the HUBB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XAUUSD=X and HUBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XAUUSD=XHUBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.85

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.79

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.67

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.66

-0.07

Drawdowns

XAUUSD=X vs. HUBB - Drawdown Comparison

The maximum XAUUSD=X drawdown since its inception was -44.69%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and HUBB.


Loading charts...

Drawdown Indicators


XAUUSD=XHUBBDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-41.63%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.42%

-17.36%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.42%

-32.65%

+12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-32.65%

+11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.35%

-41.63%

+20.28%

Current Drawdown

Current decline from peak

-20.24%

-12.79%

-7.45%

Average Drawdown

Average peak-to-trough decline

-16.43%

-7.42%

-9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.95%

6.31%

+2.64%

Volatility

XAUUSD=X vs. HUBB - Volatility Comparison

The current volatility for Gold Spot Price US Dollar (XAUUSD=X) is 5.62%, while Hubbell Incorporated (HUBB) has a volatility of 7.33%. This indicates that XAUUSD=X experiences smaller price fluctuations and is considered to be less risky than HUBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XAUUSD=XHUBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

7.33%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

21.62%

22.27%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.86%

28.62%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

29.19%

-12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

28.79%

-13.69%

Frequently Asked Questions


XAUUSD=X and HUBB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUBB has higher volatility (7.33%) compared to XAUUSD=X (5.62%). In terms of maximum drawdown, XAUUSD=X dropped -44.69% vs HUBB's -41.63%.

XAUUSD=X currently has the higher Sharpe Ratio (1.05 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XAUUSD=X and HUBB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer