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^GSPC vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPC and GC=F is 0.02, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

^GSPC vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 (^GSPC) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
249.42%
1,120.66%
^GSPC
GC=F

Key characteristics

Sharpe Ratio

^GSPC:

0.22

GC=F:

2.68

Sortino Ratio

^GSPC:

0.44

GC=F:

3.40

Omega Ratio

^GSPC:

1.06

GC=F:

1.48

Calmar Ratio

^GSPC:

0.22

GC=F:

5.40

Martin Ratio

^GSPC:

1.02

GC=F:

13.75

Ulcer Index

^GSPC:

4.15%

GC=F:

3.14%

Daily Std Dev

^GSPC:

19.00%

GC=F:

16.07%

Max Drawdown

^GSPC:

-56.78%

GC=F:

-44.36%

Current Drawdown

^GSPC:

-14.13%

GC=F:

0.00%

Returns By Period

In the year-to-date period, ^GSPC achieves a -10.30% return, which is significantly lower than GC=F's 27.16% return. Both investments have delivered pretty close results over the past 10 years, with ^GSPC having a 9.77% annualized return and GC=F not far behind at 9.55%.


^GSPC

YTD

-10.30%

1M

-7.04%

6M

-9.70%

1Y

4.44%

5Y*

12.96%

10Y*

9.77%

GC=F

YTD

27.16%

1M

11.45%

6M

25.03%

1Y

39.84%

5Y*

12.82%

10Y*

9.55%

*Annualized

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Risk-Adjusted Performance

^GSPC vs. GC=F — Risk-Adjusted Performance Rank

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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5353
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 5757
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^GSPC vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) and Gold (GC=F). 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.


Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 0.06, compared to the broader market-1.00-0.500.000.501.00
^GSPC: 0.06
GC=F: 2.68
The chart of Sortino ratio for ^GSPC, currently valued at 0.21, compared to the broader market-1.000.001.002.00
^GSPC: 0.21
GC=F: 3.40
The chart of Omega ratio for ^GSPC, currently valued at 1.03, compared to the broader market0.901.001.101.201.30
^GSPC: 1.03
GC=F: 1.48
The chart of Calmar ratio for ^GSPC, currently valued at 0.06, compared to the broader market-0.500.000.501.00
^GSPC: 0.06
GC=F: 5.40
The chart of Martin ratio for ^GSPC, currently valued at 0.24, compared to the broader market-2.000.002.004.006.00
^GSPC: 0.24
GC=F: 13.75

The current ^GSPC Sharpe Ratio is 0.22, which is lower than the GC=F Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ^GSPC and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.06
2.68
^GSPC
GC=F

Drawdowns

^GSPC vs. GC=F - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for ^GSPC and GC=F. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.13%
0
^GSPC
GC=F

Volatility

^GSPC vs. GC=F - Volatility Comparison

S&P 500 (^GSPC) has a higher volatility of 13.59% compared to Gold (GC=F) at 7.19%. This indicates that ^GSPC's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.59%
7.19%
^GSPC
GC=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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