Gold Portfolio vs US Stocks Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - June 2025 (~44 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1982/01 - 2025/06)
Inflation Adjusted:
Gold Portfolio
1.00$
Invested Capital
July 1995
7.83$
Final Capital
June 2025
7.10%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
July 1995
3.72$
Final Capital
June 2025
4.48%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1982
7.63$
Final Capital
June 2025
4.78%
Yearly Return
15.88%
Std Deviation
-48.99%
Max Drawdown
275months
Recovery Period
1.00$
Invested Capital
January 1982
2.24$
Final Capital
June 2025
1.87%
Yearly Return
15.88%
Std Deviation
-71.32%
Max Drawdown
322months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Invested Capital
July 1995
39.53$
Final Capital
June 2025
13.04%
Yearly Return
15.62%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
July 1995
18.79$
Final Capital
June 2025
10.27%
Yearly Return
15.62%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Invested Capital
January 1982
303.12$
Final Capital
June 2025
14.04%
Yearly Return
15.41%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1982
88.95$
Final Capital
June 2025
10.87%
Yearly Return
15.41%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period

As of June 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.10% compound annual return, with a 15.68% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 13.04% compound annual return, with a 15.62% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold Trust
US Stocks Momentum Portfolio
Weight
(%)		 Ticker Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1982/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 7.83 $ 683.26% 7.10%
US Stocks Momentum
 1 $ 39.53 $ 3 852.66% 13.04%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.72 $ 272.25% 4.48%
US Stocks Momentum
 1 $ 18.79 $ 1 778.56% 10.27%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 7.63 $ 662.66% 4.78%
US Stocks Momentum
 1 $ 303.12 $ 30 212.20% 14.04%
Jan 1982 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 2.24 $ 123.81% 1.87%
US Stocks Momentum
 1 $ 88.95 $ 8 795.26% 10.87%
Jan 1982 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.90 0.41 25.90 41.77 12.74 10.49 7.10 4.78
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark 		16.68 4.00 16.68 24.60 14.15 14.27 13.04 14.04
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1982 - 30 June 2025 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2025/06)
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Gold US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 41.77 24.60
Infl. Adjusted (%) 38.41 21.64
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -7.52
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -4.49 -7.52
Start to Recovery (months) 3 4
Longest Negative Period (months) 3 5
RISK INDICATORS
Standard Deviation (%) 12.19 16.41
Sharpe Ratio 3.05 1.22
Sortino Ratio 4.27 1.65
Ulcer Index 1.52 2.69
Ratio: Return / Standard Deviation 3.43 1.50
Ratio: Return / Deepest Drawdown 9.31 3.27
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Gold US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 12.74 14.15
Infl. Adjusted (%) 7.86 9.21
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -30.16
Start to Recovery (months) 40 29
Longest Drawdown Depth (%) -18.08 -30.16
Start to Recovery (months) 40 29
Longest Negative Period (months) 39 38
RISK INDICATORS
Standard Deviation (%) 14.71 18.49
Sharpe Ratio 0.68 0.62
Sortino Ratio 1.03 0.87
Ulcer Index 6.97 14.21
Ratio: Return / Standard Deviation 0.87 0.77
Ratio: Return / Deepest Drawdown 0.70 0.47
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Gold US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 10.49 14.27
Infl. Adjusted (%) 7.23 10.89
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -30.16
Start to Recovery (months) 40 29
Longest Drawdown Depth (%) -18.08 -30.16
Start to Recovery (months) 40 29
Longest Negative Period (months) 39 38
RISK INDICATORS
Standard Deviation (%) 14.08 16.48
Sharpe Ratio 0.62 0.75
Sortino Ratio 0.92 1.03
Ulcer Index 6.57 10.61
Ratio: Return / Standard Deviation 0.75 0.87
Ratio: Return / Deepest Drawdown 0.58 0.47
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Gold US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 7.10 13.04
Infl. Adjusted (%) 4.48 10.27
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -53.85
Start to Recovery (months) 107 63
Longest Drawdown Depth (%) -42.91 -53.85
Start to Recovery (months) 107 63
Longest Negative Period (months) 145 126
RISK INDICATORS
Standard Deviation (%) 15.68 15.62
Sharpe Ratio 0.31 0.69
Sortino Ratio 0.46 0.91
Ulcer Index 20.46 16.18
Ratio: Return / Standard Deviation 0.45 0.83
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Gold US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 4.78 14.04
Infl. Adjusted (%) 1.87 10.87
DRAWDOWN
Deepest Drawdown Depth (%) -48.99 -53.85
Start to Recovery (months) 275 63
Longest Drawdown Depth (%) -48.99 -53.85
Start to Recovery (months) 275 63
Longest Negative Period (months) 274 126
RISK INDICATORS
Standard Deviation (%) 15.88 15.41
Sharpe Ratio 0.07 0.68
Sortino Ratio 0.11 0.90
Ulcer Index 25.34 14.13
Ratio: Return / Standard Deviation 0.30 0.91
Ratio: Return / Deepest Drawdown 0.10 0.26
Metrics calculated over the period 1 January 1982 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1982 - 30 June 2025 (~44 years)
30 Years
(1995/07 - 2025/06)

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Gold US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-30.16 29 Nov 2021
Mar 2024
-25.83 15 Mar 2008
May 2009
-18.08 40 Aug 2020
Nov 2023
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-11.51 3 Aug 1998
Oct 1998
-8.64 10 Dec 2004
Sep 2005
-8.63 10 May 2006
Feb 2007
-8.37 6 Dec 2009
May 2010
-8.31 7 Apr 2004
Oct 2004
-7.82 3 Sep 2020
Nov 2020

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Gold US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-48.99 275 Feb 1983
Dec 2005
-43.19 59 Sep 2000
Jul 2005
-42.91 107 Sep 2011
Jul 2020
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-25.83 15 Mar 2008
May 2009
-20.13 8 Jan 1982
Aug 1982
-18.08 40 Aug 2020
Nov 2023
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-12.56 8 Jun 1990
Jan 1991
-12.00 19 Jul 1983
Jan 1985
-11.51 3 Aug 1998
Oct 1998
-8.63 10 May 2006
Feb 2007

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 30 June 2025 (~44 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Gold US Stocks Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 25.90 -0.06 16.68 -7.52
2024
 26.66 -4.49 32.89 -5.47
2023
 12.69 -7.22 9.15 -6.59
2022
 -0.77 -15.91 -18.26 -26.94
2021
 -4.15 -10.32 13.37 -4.41
2020
 24.81 -10.12 29.85 -17.90
2019
 17.86 -4.10 27.26 -2.20
2018
 -1.94 -11.66 -1.66 -15.44
2017
 12.81 -4.09 37.50 0.00
2016
 8.03 -15.02 5.00 -5.03
2015
 -10.67 -17.81 8.93 -7.78
2014
 -2.19 -12.44 14.61 -4.38
2013
 -28.33 -28.33 34.58 -2.81
2012
 6.60 -10.45 14.94 -6.80
2011
 9.57 -14.48 5.93 -14.50
2010
 29.27 -5.09 18.02 -12.13
2009
 24.03 -7.20 17.45 -19.56
2008
 4.92 -25.83 -40.96 -41.23
2007
 30.45 -4.20 17.64 -2.82
2006
 22.55 -8.63 10.56 -3.64
2005
 17.76 -4.91 19.14 -1.25
2004
 4.65 -8.31 16.70 -2.66
2003
 19.89 -8.88 25.99 -4.14
2002
 25.57 -6.72 -12.28 -22.85
2001
 0.75 -6.10 -17.35 -26.75
2000
 -5.44 -9.93 -9.61 -13.35
1999
 0.85 -11.47 40.42 -1.57
1998
 -0.83 -12.01 48.76 -11.51
1997
 -21.41 -21.41 36.86 -4.89
1996
 -4.59 -8.95 29.83 -3.81
1995
 0.98 -2.46 42.32 -0.02
1994
 -2.17 -3.91 -1.09 -7.23
1993
 17.68 -11.51 13.22 -2.14
1992
 -5.73 -6.97 4.32 -3.35
1991
 -8.56 -10.05 36.90 -4.00
1990
 -3.11 -15.14 1.49 -12.56
1989
 -2.84 -12.30 42.76 -1.57
1988
 -15.26 -18.05 7.07 -5.33
1987
 24.53 -1.97 2.34 -30.55
1986
 18.96 -8.14 22.70 -7.79
1985
 6.00 -6.67 32.38 -3.74
1984
 -19.38 -21.80 -0.83 -10.30
1983
 -16.31 -23.52 16.95 -3.61
1982
 14.94 -20.13 30.44 -4.93
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