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BTCE.DE vs. SGOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BTCE.DESGOL
YTD Return53.87%12.72%
1Y Return140.49%20.08%
3Y Return (Ann)22.28%9.56%
Sharpe Ratio2.461.45
Daily Std Dev45.39%13.07%
Max Drawdown-74.62%-45.51%
Current Drawdown-9.75%-4.05%

Correlation

-0.50.00.51.00.1

The correlation between BTCE.DE and SGOL is 0.10, 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.

Performance

BTCE.DE vs. SGOL - Performance Comparison

In the year-to-date period, BTCE.DE achieves a 53.87% return, which is significantly higher than SGOL's 12.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%2024FebruaryMarchAprilMayJune
530.67%
33.96%
BTCE.DE
SGOL

Compare stocks, funds, or ETFs

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


ETC Group Physical Bitcoin

Aberdeen Standard Physical Gold Shares ETF

BTCE.DE vs. SGOL - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than SGOL's 0.17% expense ratio.


BTCE.DE
ETC Group Physical Bitcoin
Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%
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

BTCE.DE vs. SGOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) 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.


BTCE.DE
Sharpe ratio
The chart of Sharpe ratio for BTCE.DE, currently valued at 2.46, compared to the broader market0.002.004.006.002.46
Sortino ratio
The chart of Sortino ratio for BTCE.DE, currently valued at 3.20, compared to the broader market0.005.0010.003.20
Omega ratio
The chart of Omega ratio for BTCE.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for BTCE.DE, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.69
Martin ratio
The chart of Martin ratio for BTCE.DE, currently valued at 11.99, compared to the broader market0.0020.0040.0060.0080.00100.0011.99
SGOL
Sharpe ratio
The chart of Sharpe ratio for SGOL, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Sortino ratio
The chart of Sortino ratio for SGOL, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for SGOL, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for SGOL, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.001.77
Martin ratio
The chart of Martin ratio for SGOL, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.007.95

BTCE.DE vs. SGOL - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is 2.46, which is higher than the SGOL Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of BTCE.DE and SGOL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.002024FebruaryMarchAprilMayJune
2.46
1.68
BTCE.DE
SGOL

Dividends

BTCE.DE vs. SGOL - Dividend Comparison

Neither BTCE.DE nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTCE.DE vs. SGOL - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and SGOL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-11.38%
-4.05%
BTCE.DE
SGOL

Volatility

BTCE.DE vs. SGOL - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 10.10% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 5.46%. This indicates that BTCE.DE'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.


5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
10.10%
5.46%
BTCE.DE
SGOL