EGLN.L vs. BRYN.DE
EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while BRYN.DE (Berkshire Hathaway Inc) is a stock. Over the past 10 years, EGLN.L returned 10.77%/yr vs 12.90%/yr for BRYN.DE. At a correlation of -0.11, they often move in opposite directions.
Performance
EGLN.L vs. BRYN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGLN.L achieves a -0.76% return, which is significantly higher than BRYN.DE's -0.87% return. Over the past 10 years, EGLN.L has underperformed BRYN.DE with an annualized return of 10.77%, while BRYN.DE has yielded a comparatively higher 12.90% annualized return.
EGLN.L
- 1D
- 2.84%
- 1M
- -9.14%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 24.31%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
BRYN.DE
- 1D
- 0.86%
- 1M
- 2.29%
- YTD
- -0.87%
- 6M
- -0.48%
- 1Y
- 0.19%
- 3Y*
- 10.70%
- 5Y*
- 12.22%
- 10Y*
- 12.90%
EGLN.L vs. BRYN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
BRYN.DE Berkshire Hathaway Inc | -0.87% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 15.43% | 5.10% | 8.44% |
Correlation
The correlation between EGLN.L and BRYN.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.11 |
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Return for Risk
EGLN.L vs. BRYN.DE — Risk / Return Rank
EGLN.L
BRYN.DE
EGLN.L vs. BRYN.DE - 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 (BRYN.DE). 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.
| EGLN.L | BRYN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.01 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.02 | +1.09 |
| Martin ratioReturn relative to average drawdown | 3.36 | 0.04 | +3.32 |
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Drawdowns
EGLN.L vs. BRYN.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum BRYN.DE drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for EGLN.L and BRYN.DE.
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Drawdown Indicators
| EGLN.L | BRYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -98.01% | +50.57% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -10.57% | -11.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -19.97% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -22.34% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -28.72% | +2.51% |
Current DrawdownCurrent decline from peak | -19.73% | -82.31% | +62.58% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -83.07% | +60.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 5.16% | +2.01% |
Volatility
EGLN.L vs. BRYN.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Berkshire Hathaway Inc (BRYN.DE) at 5.11%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLN.L | BRYN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.11% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 11.10% | +9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 15.27% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 17.29% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 18.71% | -2.71% |
Dividends
EGLN.L vs. BRYN.DE - Dividend Comparison
Neither EGLN.L nor BRYN.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and BRYN.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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