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

Correlation

The correlation between BTCE.DE and SGOL is 0.11, 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.


-0.50.00.51.00.1

Performance

BTCE.DE vs. SGOL - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
811.11%
50.27%
BTCE.DE
SGOL

Key characteristics

Sharpe Ratio

BTCE.DE:

2.17

SGOL:

1.71

Sortino Ratio

BTCE.DE:

2.76

SGOL:

2.30

Omega Ratio

BTCE.DE:

1.33

SGOL:

1.30

Calmar Ratio

BTCE.DE:

2.73

SGOL:

3.16

Martin Ratio

BTCE.DE:

9.92

SGOL:

8.93

Ulcer Index

BTCE.DE:

11.61%

SGOL:

2.87%

Daily Std Dev

BTCE.DE:

53.06%

SGOL:

14.95%

Max Drawdown

BTCE.DE:

-74.62%

SGOL:

-45.51%

Current Drawdown

BTCE.DE:

-10.87%

SGOL:

-6.24%

Returns By Period

In the year-to-date period, BTCE.DE achieves a 129.01% return, which is significantly higher than SGOL's 26.44% return.


BTCE.DE

YTD

129.01%

1M

-0.53%

6M

58.22%

1Y

131.82%

5Y*

N/A

10Y*

N/A

SGOL

YTD

26.44%

1M

-0.83%

6M

12.33%

1Y

26.32%

5Y*

11.42%

10Y*

7.85%

*Annualized

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for BTCE.DE, currently valued at 2.04, compared to the broader market0.002.004.002.041.93
The chart of Sortino ratio for BTCE.DE, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.632.56
The chart of Omega ratio for BTCE.DE, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.34
The chart of Calmar ratio for BTCE.DE, currently valued at 2.36, compared to the broader market0.005.0010.0015.002.363.54
The chart of Martin ratio for BTCE.DE, currently valued at 8.94, compared to the broader market0.0020.0040.0060.0080.00100.008.9410.06
BTCE.DE
SGOL

The current BTCE.DE Sharpe Ratio is 2.17, which is comparable to the SGOL Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BTCE.DE 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
2.04
1.93
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.46%
-6.24%
BTCE.DE
SGOL

Volatility

BTCE.DE vs. SGOL - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 14.18% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 4.07%. 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%JulyAugustSeptemberOctoberNovemberDecember
14.18%
4.07%
BTCE.DE
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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