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BAR vs. SGOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAR and SGOL is 0.98, 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.


-0.50.00.51.01.0

Performance

BAR vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
96.40%
94.34%
BAR
SGOL

Key characteristics

Sharpe Ratio

BAR:

1.95

SGOL:

1.95

Sortino Ratio

BAR:

2.58

SGOL:

2.58

Omega Ratio

BAR:

1.34

SGOL:

1.34

Calmar Ratio

BAR:

3.60

SGOL:

3.59

Martin Ratio

BAR:

10.24

SGOL:

10.28

Ulcer Index

BAR:

2.82%

SGOL:

2.83%

Daily Std Dev

BAR:

14.87%

SGOL:

14.93%

Max Drawdown

BAR:

-21.53%

SGOL:

-45.51%

Current Drawdown

BAR:

-5.89%

SGOL:

-5.90%

Returns By Period

The year-to-date returns for both stocks are quite close, with BAR having a 26.97% return and SGOL slightly lower at 26.90%.


BAR

YTD

26.97%

1M

-0.96%

6M

12.91%

1Y

28.10%

5Y*

11.99%

10Y*

N/A

SGOL

YTD

26.90%

1M

-1.80%

6M

12.94%

1Y

27.55%

5Y*

11.88%

10Y*

8.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


BAR
GraniteShares Gold Shares
Expense ratio chart for BAR: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

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.


Sharpe ratio
The chart of Sharpe ratio for BAR, currently valued at 1.95, compared to the broader market0.002.004.001.951.95
The chart of Sortino ratio for BAR, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.582.58
The chart of Omega ratio for BAR, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.34
The chart of Calmar ratio for BAR, currently valued at 3.60, compared to the broader market0.005.0010.0015.003.603.59
The chart of Martin ratio for BAR, currently valued at 10.24, compared to the broader market0.0020.0040.0060.0080.00100.0010.2410.28
BAR
SGOL

The current BAR Sharpe Ratio is 1.95, which is comparable to the SGOL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BAR and SGOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.95
1.95
BAR
SGOL

Dividends

BAR vs. SGOL - Dividend Comparison

Neither BAR nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.89%
-5.90%
BAR
SGOL

Volatility

BAR vs. SGOL - Volatility Comparison

GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 5.07% and 5.21%, 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.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
5.21%
BAR
SGOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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