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^SGIXGD5L vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SGIXGD5L and GC=F is 0.03, 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.


Performance

^SGIXGD5L vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


^SGIXGD5L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

GC=F

YTD

26.01%

1M

0.25%

6M

24.69%

1Y

41.41%

3Y*

21.60%

5Y*

13.79%

10Y*

10.74%

*Annualized

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The Gold x5 Leveraged Index

Gold

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^SGIXGD5L vs. GC=F — Risk-Adjusted Performance Rank

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

^SGIXGD5L
The Risk-Adjusted Performance Rank of ^SGIXGD5L is 7575
Overall Rank
The Sharpe Ratio Rank of ^SGIXGD5L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGIXGD5L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^SGIXGD5L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^SGIXGD5L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^SGIXGD5L is 8383
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9898
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
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 9494
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.

^SGIXGD5L vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) 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.



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Drawdowns

^SGIXGD5L vs. GC=F - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SGIXGD5L vs. GC=F - Volatility Comparison


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