Gold Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - July 2025 (~50 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1976/01 - 2025/07)
Inflation Adjusted:
Gold Portfolio
1.00$
Invested Capital
August 1995
7.86$
Final Capital
July 2025
7.11%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
August 1995
3.73$
Final Capital
July 2025
4.49%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1976
21.48$
Final Capital
July 2025
6.38%
Yearly Return
18.29%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period
1.00$
Invested Capital
January 1976
3.71$
Final Capital
July 2025
2.68%
Yearly Return
18.29%
Std Deviation
-82.52%
Max Drawdown
542months
Recovery Period
US Stocks Quality Portfolio
1.00$
Invested Capital
August 1995
25.02$
Final Capital
July 2025
11.33%
Yearly Return
15.15%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
August 1995
11.87$
Final Capital
July 2025
8.60%
Yearly Return
15.15%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Invested Capital
January 1976
329.66$
Final Capital
July 2025
12.40%
Yearly Return
14.97%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1976
57.00$
Final Capital
July 2025
8.50%
Yearly Return
14.97%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of July 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.11% 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 July 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.33% compound annual return, with a 15.15% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 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 Quality Portfolio
Weight
(%)		 Ticker Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of Jul 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1976/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 7.86 $ 685.96% 7.11%
US Stocks Quality
 1 $ 25.02 $ 2 401.57% 11.33%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.73 $ 272.96% 4.49%
US Stocks Quality
 1 $ 11.87 $ 1 087.06% 8.60%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 21.48 $ 2 048.30% 6.38%
US Stocks Quality
 1 $ 329.66 $ 32 866.39% 12.40%
Jan 1976 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.71 $ 271.43% 2.68%
US Stocks Quality
 1 $ 57.00 $ 5 599.71% 8.50%
Jan 1976 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.12 -0.61 17.17 33.73 10.32 11.19 7.11 6.38
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		3.85 0.71 0.86 8.31 14.31 12.73 11.33 12.40
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

The following metrics, updated as of 31 July 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1976 - 31 July 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/07)
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Gold US Stocks Quality
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 33.73 8.31
Infl. Adjusted (%) 30.38 5.60
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -8.11
Start to Recovery (months) 3 8
Longest Drawdown Depth (%) -4.49 -8.11
Start to Recovery (months) 3 8
Longest Negative Period (months) 3 9
RISK INDICATORS
Standard Deviation (%) 12.38 11.14
Sharpe Ratio 2.36 0.34
Sortino Ratio 3.52 0.45
Ulcer Index 1.53 3.44
Ratio: Return / Standard Deviation 2.72 0.75
Ratio: Return / Deepest Drawdown 7.51 1.02
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Gold US Stocks Quality
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 10.32 14.31
Infl. Adjusted (%) 5.60 9.42
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -27.78
Start to Recovery (months) 40 24
Longest Drawdown Depth (%) -18.08 -27.78
Start to Recovery (months) 40 24
Longest Negative Period (months) 39 27
RISK INDICATORS
Standard Deviation (%) 14.06 16.94
Sharpe Ratio 0.54 0.68
Sortino Ratio 0.81 0.91
Ulcer Index 6.97 9.16
Ratio: Return / Standard Deviation 0.73 0.84
Ratio: Return / Deepest Drawdown 0.57 0.52
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Gold US Stocks Quality
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 11.19 12.73
Infl. Adjusted (%) 7.89 9.39
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -27.78
Start to Recovery (months) 40 24
Longest Drawdown Depth (%) -18.08 -27.78
Start to Recovery (months) 40 24
Longest Negative Period (months) 39 27
RISK INDICATORS
Standard Deviation (%) 13.89 15.77
Sharpe Ratio 0.67 0.69
Sortino Ratio 1.01 0.92
Ulcer Index 6.45 7.25
Ratio: Return / Standard Deviation 0.81 0.81
Ratio: Return / Deepest Drawdown 0.62 0.46
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Gold US Stocks Quality
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 7.11 11.33
Infl. Adjusted (%) 4.49 8.60
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -46.25
Start to Recovery (months) 107 40
Longest Drawdown Depth (%) -42.91 -43.01
Start to Recovery (months) 107 77
Longest Negative Period (months) 145 130
RISK INDICATORS
Standard Deviation (%) 15.68 15.15
Sharpe Ratio 0.31 0.60
Sortino Ratio 0.46 0.80
Ulcer Index 20.46 13.79
Ratio: Return / Standard Deviation 0.45 0.75
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Gold US Stocks Quality
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 6.38 12.40
Infl. Adjusted (%) 2.68 8.50
DRAWDOWN
Deepest Drawdown Depth (%) -61.78 -46.25
Start to Recovery (months) 319 40
Longest Drawdown Depth (%) -61.78 -43.01
Start to Recovery (months) 319 77
Longest Negative Period (months) 329 130
RISK INDICATORS
Standard Deviation (%) 18.29 14.97
Sharpe Ratio 0.12 0.55
Sortino Ratio 0.18 0.74
Ulcer Index 34.98 11.62
Ratio: Return / Standard Deviation 0.35 0.83
Ratio: Return / Deepest Drawdown 0.10 0.27
Metrics calculated over the period 1 January 1976 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1976 - 31 July 2025 (~50 years)
30 Years
(1995/08 - 2025/07)

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Gold US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-27.78 24 Jan 2022
Dec 2023
-25.83 15 Mar 2008
May 2009
-19.34 7 Jan 2020
Jul 2020
-18.08 40 Aug 2020
Nov 2023
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 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

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Gold US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-61.78 319 Oct 1980
Apr 2007
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-42.91 107 Sep 2011
Jul 2020
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-25.85 14 Jan 1976
Feb 1977
-25.83 15 Mar 2008
May 2009
-24.27 5 Feb 1980
Jun 1980
-20.28 4 Nov 1978
Feb 1979
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-18.08 40 Aug 2020
Nov 2023
-17.76 27 Jan 1977
Mar 1979
-14.61 7 Oct 2018
Apr 2019

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 1976 - 31 July 2025 (~50 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 Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 25.12 -0.61 3.85 -7.42
2024
 26.66 -4.49 22.29 -4.50
2023
 12.69 -7.22 30.88 -6.88
2022
 -0.77 -15.91 -20.49 -27.78
2021
 -4.15 -10.32 26.93 -6.45
2020
 24.81 -10.12 17.03 -19.34
2019
 17.86 -4.10 33.89 -6.58
2018
 -1.94 -11.66 -5.68 -14.61
2017
 12.81 -4.09 22.27 -0.04
2016
 8.03 -15.02 9.21 -4.62
2015
 -10.67 -17.81 5.46 -6.64
2014
 -2.19 -12.44 11.62 -4.19
2013
 -28.33 -28.33 34.11 -2.85
2012
 6.60 -10.45 12.59 -7.19
2011
 9.57 -14.48 7.32 -13.90
2010
 29.27 -5.09 14.04 -12.90
2009
 24.03 -7.20 24.74 -18.35
2008
 4.92 -25.83 -31.36 -32.42
2007
 30.45 -4.20 9.91 -4.10
2006
 22.55 -8.63 12.62 -3.30
2005
 17.76 -4.91 5.28 -3.71
2004
 4.65 -8.31 8.51 -3.83
2003
 19.89 -8.88 23.58 -4.72
2002
 25.57 -6.72 -21.34 -27.87
2001
 0.75 -6.10 -10.47 -22.22
2000
 -5.44 -9.93 -6.78 -12.22
1999
 0.85 -11.47 26.24 -4.34
1998
 -0.83 -12.01 45.30 -12.07
1997
 -21.41 -21.41 32.95 -5.23
1996
 -4.59 -8.95 30.34 -3.76
1995
 0.98 -2.46 39.91 -0.17
1994
 -2.17 -3.91 5.81 -6.09
1993
 17.68 -11.51 -1.84 -3.85
1992
 -5.73 -6.97 2.36 -3.83
1991
 -8.56 -10.05 42.31 -3.57
1990
 -3.11 -15.14 3.83 -11.84
1989
 -2.84 -12.30 36.63 -2.05
1988
 -15.26 -18.05 15.66 -3.85
1987
 24.53 -1.97 4.18 -29.94
1986
 18.96 -8.14 24.86 -7.56
1985
 6.00 -6.67 33.09 -3.58
1984
 -19.38 -21.80 8.49 -5.91
1983
 -16.31 -23.52 16.46 -3.65
1982
 14.94 -20.13 19.76 -10.30
1981
 -32.60 -32.60 -6.60 -13.09
1980
 15.19 -24.27 36.68 -9.37
1979
 126.55 -4.46 14.27 -7.04
1978
 37.01 -20.28 6.16 -9.35
1977
 22.64 -4.00 -11.04 -14.07
1976
 -4.10 -25.85 16.99 -3.07
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