Gold vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Gold Portfolio obtained a 5.37% compound annual return, with a 15.53% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk Very High High
Asset Allocation Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
30 Years Stats Return +5.37% +9.28%
Std Dev 15.53% 9.43%
Max Drawdown -42.91% -32.52%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Gold Portfolio -1.34 +10.62 +6.53 +8.17 +3.13 +5.37 +3.73
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.91
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gold Portfolio: an investment of 1000$, since June 1993, now would be worth 4803.84$, with a total return of 380.38% (5.37% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% annualized).

Gold Portfolio: an investment of 1000$, since January 1982, now would be worth 4561.53$, with a total return of 356.15% (3.73% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 72812.54$, with a total return of 7181.25% (10.91% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-32.52% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-24.21% Nov 2021 Sep 2022
-21.14% Sep 2000 Sep 2002
-18.08% Aug 2020 Oct 2022
-11.51% Aug 1993 Sep 1993
-10.73% Feb 2020 Mar 2020
-9.29% Oct 2018 Dec 2018
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.38% Jan 2011 Jan 2011
-6.35% Feb 1994 Jun 1994
-5.22% Jun 2009 Jun 2009
-5.20% Sep 2020 Oct 2020

Drawdown comparison chart since January 1982.

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Gold Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.99% Feb 1983 Aug 1999
-42.91% Sep 2011 Dec 2015
-32.52% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-24.21% Nov 2021 Sep 2022
-21.14% Sep 2000 Sep 2002
-20.13% Jan 1982 Jun 1982
-20.08% Sep 1987 Nov 1987
-18.08% Aug 2020 Oct 2022
-10.73% Feb 2020 Mar 2020
-9.29% Oct 2018 Dec 2018
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-7.66% Aug 1990 Sep 1990
-7.54% Dec 1983 May 1984
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.38% Jan 2011 Jan 2011
-6.35% Feb 1994 Jun 1994
-5.55% Sep 1986 Sep 1986

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Gold Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +7.47% -2.99%
2022
 -0.77% -16.20%
2021
 -4.15% +7.27%
2020
 +24.81% +20.99%
2019
 +17.86% +19.89%
2018
 -1.94% -1.04%
2017
 +12.81% +23.93%
2016
 +8.03% +4.01%
2015
 -10.67% +5.58%
2014
 -2.19% +11.10%
2013
 -28.33% +19.91%
2012
 +6.60% +10.22%
2011
 +9.57% +6.73%
2010
 +29.27% +13.29%
2009
 +24.03% +11.92%
2008
 +4.92% -21.83%
2007
 +30.45% +13.35%
2006
 +22.55% +8.04%
2005
 +17.76% +12.44%
2004
 +4.65% +11.72%
2003
 +19.89% +17.18%
2002
 +25.57% -4.07%
2001
 +0.75% -7.04%
2000
 -5.44% -1.21%
1999
 +0.85% +23.95%
1998
 -0.83% +32.69%
1997
 -21.41% +25.89%
1996
 -4.59% +19.33%
1995
 +0.98% +32.67%
1994
 -2.17% -1.72%
1993
 +17.68% +11.81%
1992
 -5.73% +5.45%
1991
 -8.56% +28.24%
1990
 -3.11% +4.36%
1989
 -2.84% +31.11%
1988
 -15.26% +7.18%
1987
 +24.53% +2.02%
1986
 +18.96% +19.66%
1985
 +6.00% +28.33%
1984
 -19.38% +5.51%
1983
 -16.31% +12.26%
1982
 +14.94% +30.72%