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YETI vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YETI vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YETI Holdings, Inc. (YETI) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YETI achieves a 14.15% return, which is significantly higher than GLDM's -2.40% return.


YETI

1D
-0.51%
1M
31.54%
YTD
14.15%
6M
14.38%
1Y
60.32%
3Y*
11.13%
5Y*
-11.89%
10Y*

GLDM

1D
0.11%
1M
-10.20%
YTD
-2.40%
6M
-2.09%
1Y
24.17%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YETI vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
YETI
YETI Holdings, Inc.
14.15%14.70%-25.63%25.34%-50.13%20.97%96.87%134.37%-11.40%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%4.06%

Correlation

The correlation between YETI and GLDM is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.05

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Return for Risk

YETI vs. GLDM — Risk / Return Rank

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

YETI
YETI Risk / Return Rank: 7777
Overall Rank
YETI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
YETI Sortino Ratio Rank: 7878
Sortino Ratio Rank
YETI Omega Ratio Rank: 7575
Omega Ratio Rank
YETI Calmar Ratio Rank: 7676
Calmar Ratio Rank
YETI Martin Ratio Rank: 7575
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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.

YETI vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YETI Holdings, Inc. (YETI) and SPDR Gold MiniShares Trust (GLDM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YETIGLDMDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratioReturn relative to maximum drawdown

2.02

1.00

+1.02

Martin ratioReturn relative to average drawdown

4.43

2.87

+1.56

YETI vs. GLDM - Sharpe Ratio Comparison

The current YETI Sharpe Ratio is 1.44, which is higher than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of YETI and GLDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YETI vs. GLDM - Drawdown Comparison

The maximum YETI drawdown since its inception was -74.99%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for YETI and GLDM.


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Drawdown Indicators


YETIGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-74.99%

-24.35%

-50.64%

Max Drawdown (1Y)

Largest decline over 1 year

-30.08%

-24.35%

-5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-49.74%

-24.35%

-25.39%

Max Drawdown (5Y)

Largest decline over 5 years

-74.99%

-24.35%

-50.64%

Current Drawdown

Current decline from peak

-53.20%

-21.96%

-31.24%

Average Drawdown

Average peak-to-trough decline

-40.47%

-6.27%

-34.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.69%

8.44%

+5.25%

Volatility

YETI vs. GLDM - Volatility Comparison

YETI Holdings, Inc. (YETI) has a higher volatility of 12.35% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that YETI's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YETIGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.35%

7.73%

+4.62%

Volatility (6M)

Calculated over the trailing 6-month period

28.74%

23.93%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

42.24%

27.15%

+15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.50%

18.13%

+30.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.18%

16.98%

+36.20%

Dividends

YETI vs. GLDM - Dividend Comparison

Neither YETI nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


YETI and GLDM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YETI has higher volatility (12.35%) compared to GLDM (7.73%). In terms of maximum drawdown, YETI dropped -74.99% vs GLDM's -24.35%.

YETI currently has the higher Sharpe Ratio (1.44 vs 0.90), 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 YETI and GLDM

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

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