BJ vs. SGOL
BJ (BJ's Wholesale Club Holdings, Inc.) is a stock, while SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 5 years, BJ returned 12.93%/yr vs 17.42%/yr for SGOL. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
BJ vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 3.23% return, which is significantly higher than SGOL's -6.06% return.
BJ
- 1D
- 1.81%
- 1M
- 7.68%
- 6M
- -4.63%
- YTD
- 3.23%
- 1Y
- -10.81%
- 3Y*
- 12.53%
- 5Y*
- 12.93%
- 10Y*
- —
- ALL TIME*
- 20.06%
SGOL
- 1D
- 0.08%
- 1M
- 0.65%
- 6M
- -18.71%
- YTD
- -6.06%
- 1Y
- 21.20%
- 3Y*
- 27.11%
- 5Y*
- 17.42%
- 10Y*
- 11.62%
- ALL TIME*
- 8.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.84M | $164.52M | $193.09M | |
| $79.87M | $79.24M | $102.39M |
BJ vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 3.23% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
SGOL abrdn Physical Gold Shares ETF | -6.06% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | 2.26% |
Correlation
The correlation between BJ and SGOL is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.01 |
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Return for Risk
BJ vs. SGOL — Risk / Return Rank
BJ
SGOL
BJ vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) 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.
| BJ | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.15 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.77 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.69 | 1.73 | -2.42 |
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Drawdowns
BJ vs. SGOL - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BJ and SGOL.
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Drawdown Indicators
| BJ | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -45.51% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -23.79% | -26.32% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -30.12% | -26.32% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -30.12% | -26.32% | -3.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.32% | — |
Current DrawdownCurrent decline from peak | -22.51% | -24.94% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -18.45% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.84% | 11.64% | +3.20% |
Volatility
BJ vs. SGOL - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 7.97% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that BJ'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
| BJ | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 6.07% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 23.69% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.99% | 27.79% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 18.34% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.04% | 16.08% | +20.96% |
Dividends
BJ vs. SGOL - Dividend Comparison
Neither BJ nor SGOL has paid dividends to shareholders.
Frequently Asked Questions
BJ and SGOL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (7.97%) compared to SGOL (6.07%). In terms of maximum drawdown, BJ dropped -38.76% vs SGOL's -45.51%.
SGOL currently has the higher Sharpe Ratio (0.73 vs -0.34), 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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