AU vs. SGOL
AU (AngloGold Ashanti Limited) is a stock, while SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 10 years, AU returned 17.23%/yr vs 12.01%/yr for SGOL. Their 0.66 correlation means they have sometimes moved together and sometimes differently.
Performance
AU vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, AU achieves a 6.93% return, which is significantly higher than SGOL's -1.56% return. Over the past 10 years, AU has outperformed SGOL with an annualized return of 17.23%, while SGOL has yielded a comparatively lower 12.01% annualized return.
AU
- 1D
- 8.71%
- 1M
- 5.41%
- 6M
- -9.60%
- YTD
- 6.93%
- 1Y
- 65.59%
- 3Y*
- 71.71%
- 5Y*
- 44.26%
- 10Y*
- 17.23%
- ALL TIME*
- 7.28%
SGOL
- 1D
- 4.15%
- 1M
- 1.99%
- 6M
- -14.09%
- YTD
- -1.56%
- 1Y
- 25.51%
- 3Y*
- 29.62%
- 5Y*
- 19.05%
- 10Y*
- 12.01%
- ALL TIME*
- 8.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $246.60M | $207.74M | $262.12M | |
| $86.81M | $80.44M | $100.71M |
AU vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 6.93% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
SGOL abrdn Physical Gold Shares ETF | -1.56% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between AU and SGOL is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.66 |
The correlation between AU and SGOL has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
AU vs. SGOL — Risk / Return Rank
AU
SGOL
AU vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and abrdn Physical Gold Shares ETF (SGOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AU | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.97 | +0.68 |
| Martin ratioReturn relative to average drawdown | 3.47 | 2.06 | +1.41 |
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Drawdowns
AU vs. SGOL - Drawdown Comparison
The maximum AU drawdown since its inception was -90.12%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for AU and SGOL.
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Drawdown Indicators
| AU | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.12% | -45.51% | -44.61% |
Max Drawdown (1Y)Largest decline over 1 year | -39.91% | -26.32% | -13.59% |
Max Drawdown (3Y)Largest decline over 3 years | -39.91% | -26.32% | -13.59% |
Max Drawdown (5Y)Largest decline over 5 years | -51.75% | -26.32% | -25.43% |
Max Drawdown (10Y)Largest decline over 10 years | -67.25% | -26.32% | -40.93% |
Current DrawdownCurrent decline from peak | -28.90% | -21.34% | -7.56% |
Average DrawdownAverage peak-to-trough decline | -46.01% | -18.46% | -27.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.95% | 12.42% | +6.53% |
Volatility
AU vs. SGOL - Volatility Comparison
AngloGold Ashanti Limited (AU) has a higher volatility of 15.18% compared to abrdn Physical Gold Shares ETF (SGOL) at 7.10%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AU | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.18% | 7.10% | +8.08% |
Volatility (6M)Calculated over the trailing 6-month period | 44.00% | 19.89% | +24.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.65% | 28.06% | +30.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.72% | 18.46% | +31.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.80% | 16.14% | +33.66% |
Dividends
AU vs. SGOL - Dividend Comparison
AU's dividend yield for the trailing twelve months is around 5.19%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 5.19% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AU and SGOL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AU has higher volatility (15.18%) compared to SGOL (7.10%). In terms of maximum drawdown, AU dropped -90.12% vs SGOL's -45.51%.
AU currently has the higher Sharpe Ratio (1.13 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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