XAUUSD=X vs. VZ
XAUUSD=X (Gold Spot Price US Dollar) is a currency, while VZ (Verizon Communications Inc.) is a stock. Over the past 10 years, XAUUSD=X returned 13.00%/yr vs 3.91%/yr for VZ. At a 0.02 correlation, their price movements are largely independent.
Performance
XAUUSD=X vs. VZ - Performance Comparison
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Returns By Period
In the year-to-date period, XAUUSD=X achieves a -0.01% return, which is significantly lower than VZ's 15.21% return. Over the past 10 years, XAUUSD=X has outperformed VZ with an annualized return of 13.00%, while VZ has yielded a comparatively lower 3.91% 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%
VZ
- 1D
- 0.15%
- 1M
- -3.77%
- YTD
- 15.21%
- 6M
- 13.62%
- 1Y
- 10.73%
- 3Y*
- 16.17%
- 5Y*
- 1.67%
- 10Y*
- 3.91%
XAUUSD=X vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VZ Verizon Communications Inc. | 15.21% | 8.86% | 13.14% | 2.71% | -20.02% | -7.55% | -0.13% | 13.83% | 11.26% | 3.97% |
Correlation
The correlation between XAUUSD=X and VZ is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.02 |
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Return for Risk
XAUUSD=X vs. VZ — Risk / Return Rank
XAUUSD=X
VZ
XAUUSD=X vs. VZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Spot Price US Dollar (XAUUSD=X) and Verizon Communications Inc. (VZ). 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=X | VZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.81 | +0.37 |
| Martin ratioReturn relative to average drawdown | 2.95 | 1.72 | +1.23 |
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
| XAUUSD=X | VZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.48 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.08 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.19 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.20 | +0.38 |
Drawdowns
XAUUSD=X vs. VZ - Drawdown Comparison
The maximum XAUUSD=X drawdown since its inception was -44.69%, smaller than the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and VZ.
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Drawdown Indicators
| XAUUSD=X | VZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.69% | -50.66% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -20.42% | -13.32% | -7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.42% | -14.93% | -5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -38.38% | +17.57% |
Max Drawdown (10Y)Largest decline over 10 years | -21.35% | -41.21% | +19.86% |
Current DrawdownCurrent decline from peak | -20.24% | -10.23% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -14.83% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 6.24% | +2.71% |
Volatility
XAUUSD=X vs. VZ - Volatility Comparison
The current volatility for Gold Spot Price US Dollar (XAUUSD=X) is 5.62%, while Verizon Communications Inc. (VZ) has a volatility of 6.15%. This indicates that XAUUSD=X experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XAUUSD=X | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 6.15% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 21.62% | 17.91% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.86% | 22.59% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 21.61% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 20.34% | -5.24% |
Frequently Asked Questions
XAUUSD=X and VZ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (6.15%) compared to XAUUSD=X (5.62%). In terms of maximum drawdown, XAUUSD=X dropped -44.69% vs VZ's -50.66%.
XAUUSD=X currently has the higher Sharpe Ratio (1.05 vs 0.48), 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.
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