EGLN.L vs. CAT
EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while CAT (Caterpillar Inc.) is a stock. Over the past 10 years, EGLN.L returned 11.21%/yr vs 30.87%/yr for CAT. At a 0.01 correlation, their price movements are largely independent.
Performance
EGLN.L vs. CAT - Performance Comparison
Loading charts...
Different Trading Currencies
EGLN.L is traded in EUR, while CAT is traded in USD. To make them comparable, the CAT 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 lower than CAT's 63.47% return. Over the past 10 years, EGLN.L has underperformed CAT with an annualized return of 11.21%, while CAT has yielded a comparatively higher 30.87% 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%
CAT
- 1D
- 1.14%
- 1M
- 4.25%
- YTD
- 63.47%
- 6M
- 55.54%
- 1Y
- 158.74%
- 3Y*
- 56.05%
- 5Y*
- 35.13%
- 10Y*
- 30.87%
EGLN.L vs. CAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CAT Caterpillar Inc. | 63.47% | 41.28% | 32.89% | 22.17% | 25.95% | 24.63% | 16.50% | 22.21% | -13.69% | 53.52% |
Correlation
The correlation between EGLN.L and CAT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.01 |
Over the past year, EGLN.L and CAT have become more correlated (0.22) than their long-term average of 0.01, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGLN.L vs. CAT — Risk / Return Rank
EGLN.L
CAT
EGLN.L vs. CAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Caterpillar Inc. (CAT). 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.L | CAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.70 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 14.77 | -13.14 |
| Martin ratioReturn relative to average drawdown | 4.17 | 40.55 | -36.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EGLN.L | CAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 4.74 | -3.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 1.17 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 1.00 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.21 |
Drawdowns
EGLN.L vs. CAT - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum CAT drawdown of -68.60%. Use the drawdown chart below to compare losses from any high point for EGLN.L and CAT.
Loading charts...
Drawdown Indicators
| EGLN.L | CAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -68.60% | +21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -17.24% | -10.81% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -36.32% | +19.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -36.32% | +19.08% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -38.23% | +12.02% |
Current DrawdownCurrent decline from peak | -17.24% | -1.97% | -15.27% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -13.30% | -9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 3.93% | +2.82% |
Volatility
EGLN.L vs. CAT - Volatility Comparison
The current volatility for iShares Physical Gold ETC (EGLN.L) is 5.12%, while Caterpillar Inc. (CAT) has a volatility of 10.43%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGLN.L | CAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 10.43% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 26.56% | -6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 33.79% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 30.28% | -13.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 30.98% | -15.04% |
Dividends
EGLN.L vs. CAT - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while CAT's dividend yield for the trailing twelve months is around 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGLN.L and CAT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EGLN.L and CAT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer