BAR vs. SGOL
Compare and contrast key facts about GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
BAR and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BAR is a passively managed fund by GraniteShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Aug 31, 2017. SGOL is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. Both BAR and SGOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAR or SGOL.
Key characteristics
| BAR | SGOL | |
|---|---|---|
| YTD Return | 24.57% | 24.52% |
| 1Y Return | 30.73% | 30.88% |
| 3Y Return (Ann) | 11.12% | 11.18% |
| 5Y Return (Ann) | 11.72% | 11.76% |
| Sharpe Ratio | 2.18 | 2.18 |
| Sortino Ratio | 2.91 | 2.90 |
| Omega Ratio | 1.38 | 1.38 |
| Calmar Ratio | 4.17 | 4.18 |
| Martin Ratio | 13.85 | 13.86 |
| Ulcer Index | 2.31% | 2.31% |
| Daily Std Dev | 14.68% | 14.71% |
| Max Drawdown | -21.53% | -45.51% |
| Current Drawdown | -7.67% | -7.66% |
Correlation
The correlation between BAR and SGOL is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BAR vs. SGOL - Performance Comparison
The year-to-date returns for both stocks are quite close, with BAR having a 24.57% return and SGOL slightly lower at 24.52%. 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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BAR vs. SGOL - Expense Ratio Comparison
Both BAR and SGOL have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
BAR vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Shares (BAR) 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
BAR vs. SGOL - Dividend Comparison
Neither BAR nor SGOL has paid dividends to shareholders.
Drawdowns
BAR vs. SGOL - Drawdown Comparison
The maximum BAR drawdown since its inception was -21.53%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BAR and SGOL. For additional features, visit the drawdowns tool.
Volatility
BAR vs. SGOL - Volatility Comparison
GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 5.50% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.