BKR vs. SGDM

Last updated Apr 2, 2026

Compare and contrast key facts about Baker Hughes Company (BKR) and Sprott Gold Miners ETF (SGDM).

SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014.

Performance

BKR vs. SGDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and Sprott Gold Miners ETF (SGDM). The values are adjusted to include any dividend payments, if applicable.

BKR vs. SGDM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKR Baker Hughes Company	33.00%	13.39%	23.11%	18.58%	25.96%	19.03%	-15.15%	23.01%	-30.43%	-14.15%
SGDM Sprott Gold Miners ETF	13.63%	153.46%	12.14%	2.34%	-8.23%	-9.15%	21.85%	44.27%	-15.14%	8.39%

Returns By Period

In the year-to-date period, BKR achieves a 33.00% return, which is significantly higher than SGDM's 13.63% return.

BKR

• 1D: -1.16%
• 1M: -6.93%
• YTD: 33.00%
• 6M: 25.84%
• 1Y: 37.42%
• 3Y*: 30.83%
• 5Y*: 25.73%
• 10Y*: —

SGDM

• 1D: 4.81%
• 1M: -17.00%
• YTD: 13.63%
• 6M: 27.33%
• 1Y: 111.01%
• 3Y*: 42.57%
• 5Y*: 24.69%
• 10Y*: 16.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BKR vs. SGDM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKR

BKR Risk / Return Rank: 71
BKR Sharpe Ratio Rank: 74
BKR Sortino Ratio Rank: 67
BKR Omega Ratio Rank: 70
BKR Calmar Ratio Rank: 74
BKR Martin Ratio Rank: 72

SGDM

SGDM Risk / Return Rank: 92
SGDM Sharpe Ratio Rank: 95
SGDM Sortino Ratio Rank: 89
SGDM Omega Ratio Rank: 90
SGDM Calmar Ratio Rank: 93
SGDM Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKR vs. SGDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) and Sprott Gold Miners ETF (SGDM). 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.

	BKR	SGDM	Difference
Sharpe ratio Return per unit of total volatility	1.01	2.44	-1.43
Sortino ratio Return per unit of downside risk	1.49	2.58	-1.09
Omega ratio Gain probability vs. loss probability	1.22	1.39	-0.17
Calmar ratio Return relative to maximum drawdown	1.81	3.69	-1.87
Martin ratio Return relative to average drawdown	4.11	13.29	-9.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKR vs. SGDM - Sharpe Ratio Comparison

The current BKR Sharpe Ratio is 1.01, which is lower than the SGDM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of BKR and SGDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKR	SGDM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	2.44	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.70	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.30	-0.08

Correlation

The correlation between BKR and SGDM is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BKR vs. SGDM - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 1.52%, more than SGDM's 0.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKR Baker Hughes Company	1.52%	2.02%	2.05%	2.28%	2.47%	2.99%	3.45%	2.81%	3.35%	56.42%	0.00%	0.00%
SGDM Sprott Gold Miners ETF	0.92%	1.04%	1.04%	1.39%	1.42%	1.33%	0.30%	0.25%	0.50%	0.58%	0.02%	1.47%

Drawdowns

BKR vs. SGDM - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, which is greater than SGDM's maximum drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for BKR and SGDM.

Drawdown Indicators

	BKR	SGDM	Difference
Max Drawdown Largest peak-to-trough decline	-73.51%	-54.95%	-18.56%
Max Drawdown (1Y) Largest decline over 1 year	-22.08%	-30.04%	+7.96%
Max Drawdown (5Y) Largest decline over 5 years	-46.53%	-45.06%	-1.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-49.69%	—
Current Drawdown Current decline from peak	-7.54%	-17.00%	+9.46%
Average Drawdown Average peak-to-trough decline	-22.46%	-25.53%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.75%	8.33%	+1.42%

Volatility

BKR vs. SGDM - Volatility Comparison

The current volatility for Baker Hughes Company (BKR) is 11.67%, while Sprott Gold Miners ETF (SGDM) has a volatility of 16.86%. This indicates that BKR experiences smaller price fluctuations and is considered to be less risky than SGDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKR	SGDM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.67%	16.86%	-5.19%
Volatility (6M) Calculated over the trailing 6-month period	23.36%	38.34%	-14.98%
Volatility (1Y) Calculated over the trailing 1-year period	37.22%	45.74%	-8.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.24%	35.29%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.20%	37.07%	+3.13%