Gold vs Stocks/Bonds 80/20 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 80/20 Momentum Portfolio obtained a 10.63% compound annual return, with a 12.22% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 0% 80%
Fixed Income 0% 20%
Commodities 100% 0%
30 Years Stats Return +5.37% +10.63%
Std Dev 15.53% 12.22%
Max Drawdown -42.91% -43.61%

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 80/20 Momentum Portfolio -4.06 -7.92 -4.64 +4.77 +9.51 +10.63 +12.11
(*) 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 80/20 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 20712.10$, with a total return of 1971.21% (10.63% 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 80/20 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 113642.58$, with a total return of 11264.26% (12.11% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-43.61% Nov 2007 Feb 2009
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-32.75% Sep 2000 Sep 2002
-27.23% Nov 2021 Sep 2022
-25.83% Mar 2008 Oct 2008
-18.08% Aug 2020 Oct 2022
-14.33% Feb 2020 Mar 2020
-12.46% Oct 2018 Dec 2018
-11.51% Aug 1993 Sep 1993
-9.24% Aug 1998 Aug 1998
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-6.80% Feb 1994 Jun 1994
-6.55% Sep 2020 Oct 2020
-6.38% Jan 2011 Jan 2011
-6.22% Aug 2015 Sep 2015
-5.22% Jun 2009 Jun 2009

Drawdown comparison chart since January 1982.

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Gold Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.99% Feb 1983 Aug 1999
-43.61% Nov 2007 Feb 2009
-42.91% Sep 2011 Dec 2015
-32.75% Sep 2000 Sep 2002
-27.23% Nov 2021 Sep 2022
-25.83% Mar 2008 Oct 2008
-25.63% Sep 1987 Nov 1987
-20.13% Jan 1982 Jun 1982
-18.08% Aug 2020 Oct 2022
-14.33% Feb 2020 Mar 2020
-12.46% Oct 2018 Dec 2018
-10.02% Aug 1990 Sep 1990
-9.41% Jul 1983 May 1984
-9.24% Aug 1998 Aug 1998
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-6.80% Feb 1994 Jun 1994
-6.69% Sep 1986 Sep 1986
-6.55% Sep 2020 Oct 2020
-6.38% Jan 2011 Jan 2011

Yearly Returns

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

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Year Gold Portfolio Stocks/Bonds 80/20 Momentum Portfolio
2023
 +7.47% -4.79%
2022
 -0.77% -17.23%
2021
 -4.15% +10.32%
2020
 +24.81% +25.42%
2019
 +17.86% +23.57%
2018
 -1.94% -1.35%
2017
 +12.81% +30.71%
2016
 +8.03% +4.51%
2015
 -10.67% +7.25%
2014
 -2.19% +12.86%
2013
 -28.33% +27.24%
2012
 +6.60% +12.58%
2011
 +9.57% +6.33%
2010
 +29.27% +15.66%
2009
 +24.03% +14.68%
2008
 +4.92% -31.40%
2007
 +30.45% +15.50%
2006
 +22.55% +9.30%
2005
 +17.76% +15.79%
2004
 +4.65% +14.21%
2003
 +19.89% +21.59%
2002
 +25.57% -8.17%
2001
 +0.75% -12.19%
2000
 -5.44% -5.41%
1999
 +0.85% +32.18%
1998
 -0.83% +40.72%
1997
 -21.41% +31.37%
1996
 -4.59% +24.58%
1995
 +0.98% +37.49%
1994
 -2.17% -1.40%
1993
 +17.68% +12.52%
1992
 -5.73% +4.88%
1991
 -8.56% +32.57%
1990
 -3.11% +2.93%
1989
 -2.84% +36.94%
1988
 -15.26% +7.13%
1987
 +24.53% +2.18%
1986
 +18.96% +21.18%
1985
 +6.00% +30.36%
1984
 -19.38% +2.34%
1983
 -16.31% +14.60%
1982
 +14.94% +30.58%