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EGLN.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGLN.L is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGLN.L achieves a 2.32% return, which is significantly higher than BRK-B's -0.98% return. Over the past 10 years, EGLN.L has underperformed BRK-B with an annualized return of 11.21%, while BRK-B has yielded a comparatively higher 12.89% annualized return.


EGLN.L

1D
-0.30%
1M
-6.16%
YTD
2.32%
6M
3.98%
1Y
28.23%
3Y*
27.04%
5Y*
19.18%
10Y*
11.21%

BRK-B

1D
0.00%
1M
4.92%
YTD
-0.98%
6M
-0.84%
1Y
-2.19%
3Y*
10.76%
5Y*
12.33%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGLN.L
iShares Physical Gold ETC
2.32%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.47%
BRK-B
Berkshire Hathaway Inc.
-1.33%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between EGLN.L and BRK-B is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

-0.07

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Return for Risk

EGLN.L vs. BRK-B — Risk / Return Rank

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

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank
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.

EGLN.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Berkshire Hathaway Inc. (BRK-B). 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.


EGLN.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.24

0.99

+0.26

Calmar ratioReturn relative to maximum drawdown

1.63

-0.20

+1.83

Martin ratioReturn relative to average drawdown

4.17

-0.42

+4.59

EGLN.L vs. BRK-B - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.21, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EGLN.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EGLN.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.15

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.71

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.64

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.13

Drawdowns

EGLN.L vs. BRK-B - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, roughly equal to the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for EGLN.L and BRK-B.


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Drawdown Indicators


EGLN.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-45.91%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.24%

-11.04%

-6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-20.62%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-22.31%

+5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-28.74%

+2.53%

Current Drawdown

Current decline from peak

-17.24%

-14.67%

-2.57%

Average Drawdown

Average peak-to-trough decline

-22.54%

-9.73%

-12.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

5.31%

+1.44%

Volatility

EGLN.L vs. BRK-B - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.12% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.42%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

11.54%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

15.15%

+8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

17.41%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

20.11%

-4.17%

Dividends

EGLN.L vs. BRK-B - Dividend Comparison

Neither EGLN.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EGLN.L and BRK-B have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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