AU vs. SGOL
Compare and contrast key facts about AngloGold Ashanti Limited (AU) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
SGOL is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AU or SGOL.
Key characteristics
| AU | SGOL | |
|---|---|---|
| YTD Return | 30.48% | 24.16% |
| 1Y Return | 43.37% | 30.79% |
| 3Y Return (Ann) | 6.35% | 11.12% |
| 5Y Return (Ann) | 5.94% | 11.69% |
| 10Y Return (Ann) | 10.69% | 7.76% |
| Sharpe Ratio | 0.98 | 2.08 |
| Sortino Ratio | 1.60 | 2.79 |
| Omega Ratio | 1.19 | 1.36 |
| Calmar Ratio | 0.62 | 3.85 |
| Martin Ratio | 4.43 | 12.91 |
| Ulcer Index | 9.74% | 2.36% |
| Daily Std Dev | 44.11% | 14.69% |
| Max Drawdown | -90.13% | -45.51% |
| Current Drawdown | -53.70% | -7.93% |
Correlation
The correlation between AU and SGOL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AU vs. SGOL - Performance Comparison
In the year-to-date period, AU achieves a 30.48% return, which is significantly higher than SGOL's 24.16% return. Over the past 10 years, AU has outperformed SGOL with an annualized return of 10.69%, while SGOL has yielded a comparatively lower 7.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AU vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Aberdeen Standard 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.
Dividends
AU vs. SGOL - Dividend Comparison
AU's dividend yield for the trailing twelve months is around 1.71%, while SGOL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 1.71% | 1.14% | 2.26% | 2.57% | 0.49% | 0.30% | 0.48% | 0.97% | 0.00% | 0.00% | 0.03% | 0.93% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AU vs. SGOL - Drawdown Comparison
The maximum AU drawdown since its inception was -90.13%, 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. For additional features, visit the drawdowns tool.
Volatility
AU vs. SGOL - Volatility Comparison
AngloGold Ashanti Limited (AU) has a higher volatility of 15.02% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 5.38%. 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.