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BKR vs. SGDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.2

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.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
21.04%
130.72%
BKR
SGDM

Key characteristics

Sharpe Ratio

BKR:

0.37

SGDM:

1.87

Sortino Ratio

BKR:

0.75

SGDM:

2.42

Omega Ratio

BKR:

1.11

SGDM:

1.32

Calmar Ratio

BKR:

0.48

SGDM:

2.02

Martin Ratio

BKR:

1.53

SGDM:

7.64

Ulcer Index

BKR:

8.76%

SGDM:

7.80%

Daily Std Dev

BKR:

36.08%

SGDM:

31.82%

Max Drawdown

BKR:

-73.51%

SGDM:

-54.95%

Current Drawdown

BKR:

-25.51%

SGDM:

-4.56%

Returns By Period

In the year-to-date period, BKR achieves a -11.30% return, which is significantly lower than SGDM's 49.13% return.


BKR

YTD

-11.30%

1M

-15.95%

6M

-2.17%

1Y

12.84%

5Y*

23.21%

10Y*

N/A

SGDM

YTD

49.13%

1M

9.99%

6M

29.77%

1Y

53.62%

5Y*

7.95%

10Y*

9.39%

*Annualized

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Risk-Adjusted Performance

BKR vs. SGDM — Risk-Adjusted Performance Rank

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

BKR
The Risk-Adjusted Performance Rank of BKR is 6666
Overall Rank
The Sharpe Ratio Rank of BKR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BKR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BKR is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BKR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BKR is 7070
Martin Ratio Rank

SGDM
The Risk-Adjusted Performance Rank of SGDM is 9292
Overall Rank
The Sharpe Ratio Rank of SGDM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SGDM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of SGDM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SGDM is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKR vs. SGDM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for BKR, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
BKR: 0.37
SGDM: 1.87
The chart of Sortino ratio for BKR, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
BKR: 0.75
SGDM: 2.42
The chart of Omega ratio for BKR, currently valued at 1.11, compared to the broader market0.501.001.502.00
BKR: 1.11
SGDM: 1.32
The chart of Calmar ratio for BKR, currently valued at 0.48, compared to the broader market0.001.002.003.004.005.00
BKR: 0.48
SGDM: 2.02
The chart of Martin ratio for BKR, currently valued at 1.53, compared to the broader market-5.000.005.0010.0015.0020.00
BKR: 1.53
SGDM: 7.64

The current BKR Sharpe Ratio is 0.37, which is lower than the SGDM Sharpe Ratio of 1.87. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.37
1.87
BKR
SGDM

Dividends

BKR vs. SGDM - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 2.38%, more than SGDM's 0.70% yield.


TTM20242023202220212020201920182017201620152014
BKR
Baker Hughes Company
2.38%2.05%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%
SGDM
Sprott Gold Miners ETF
0.70%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.57%0.02%1.47%0.26%

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.51%
-4.56%
BKR
SGDM

Volatility

BKR vs. SGDM - Volatility Comparison

Baker Hughes Company (BKR) has a higher volatility of 22.92% compared to Sprott Gold Miners ETF (SGDM) at 14.74%. This indicates that BKR's price experiences larger fluctuations and is considered to be riskier than SGDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.92%
14.74%
BKR
SGDM