BWEN vs. SGOL
BWEN (Broadwind, Inc.) is a stock, while SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 10 years, BWEN returned -1.08%/yr vs 11.24%/yr for SGOL. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
BWEN vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, BWEN achieves a 41.34% return, which is significantly higher than SGOL's -6.11% return. Over the past 10 years, BWEN has underperformed SGOL with an annualized return of -1.08%, while SGOL has yielded a comparatively higher 11.24% annualized return.
BWEN
- 1D
- 2.56%
- 1M
- -12.66%
- 6M
- 33.33%
- YTD
- 41.34%
- 1Y
- 58.73%
- 3Y*
- 1.72%
- 5Y*
- 1.03%
- 10Y*
- -1.08%
- ALL TIME*
- -4.97%
SGOL
- 1D
- -1.46%
- 1M
- -1.71%
- 6M
- -16.61%
- YTD
- -6.11%
- 1Y
- 20.46%
- 3Y*
- 27.52%
- 5Y*
- 17.23%
- 10Y*
- 11.24%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BWEN Broadwind, Inc. | $2.77M | $2.32M | $4.08M |
| $88.85M | $78.77M | $101.28M |
BWEN vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BWEN Broadwind, Inc. | 41.34% | 50.53% | -32.13% | 54.75% | -4.79% | -76.29% | 377.71% | 27.69% | -52.21% | -32.76% |
SGOL abrdn Physical Gold Shares ETF | -6.11% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between BWEN and SGOL is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.06 |
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Return for Risk
BWEN vs. SGOL — Risk / Return Rank
BWEN
SGOL
BWEN vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadwind, Inc. (BWEN) 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.
| BWEN | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.87 | +0.20 |
| Martin ratioReturn relative to average drawdown | 2.09 | 1.89 | +0.20 |
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Drawdowns
BWEN vs. SGOL - Drawdown Comparison
The maximum BWEN drawdown since its inception was -99.58%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for BWEN and SGOL.
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Drawdown Indicators
| BWEN | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -45.51% | -54.07% |
Max Drawdown (1Y)Largest decline over 1 year | -50.75% | -26.32% | -24.43% |
Max Drawdown (3Y)Largest decline over 3 years | -69.28% | -26.32% | -42.96% |
Max Drawdown (5Y)Largest decline over 5 years | -76.18% | -26.32% | -49.86% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | -26.32% | -61.47% |
Current DrawdownCurrent decline from peak | -98.60% | -24.98% | -73.62% |
Average DrawdownAverage peak-to-trough decline | -81.27% | -18.46% | -62.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.12% | 12.14% | +13.98% |
Volatility
BWEN vs. SGOL - Volatility Comparison
Broadwind, Inc. (BWEN) has a higher volatility of 37.53% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.33%. This indicates that BWEN'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
| BWEN | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.53% | 6.33% | +31.20% |
Volatility (6M)Calculated over the trailing 6-month period | 114.49% | 23.26% | +91.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 153.69% | 27.84% | +125.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.25% | 18.37% | +88.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.24% | 16.09% | +77.15% |
Dividends
BWEN vs. SGOL - Dividend Comparison
Neither BWEN nor SGOL has paid dividends to shareholders.
Frequently Asked Questions
BWEN and SGOL have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BWEN has higher volatility (37.53%) compared to SGOL (6.33%). In terms of maximum drawdown, BWEN dropped -99.58% vs SGOL's -45.51%.
SGOL currently has the higher Sharpe Ratio (0.83 vs 0.36), 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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