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FRCOY vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FRCOY vs. EGLN.L

Last updated Jun 13, 2026

FRCOY (Fast Retailing Co Ltd ADR) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, FRCOY returned 19.37%/yr vs 11.12%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent.

Performance

FRCOY vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fast Retailing Co Ltd ADR (FRCOY) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FRCOY achieves a 40.23% return, which is significantly higher than EGLN.L's -2.27% return. Over the past 10 years, FRCOY has outperformed EGLN.L with an annualized return of 19.37%, while EGLN.L has yielded a comparatively lower 11.12% annualized return.

FRCOY

1D
1.28%
1M
9.71%
YTD
40.23%
6M
41.13%
1Y
54.91%
3Y*
25.64%
5Y*
15.35%
10Y*
19.37%

EGLN.L

1D
2.73%
1M
-10.28%
YTD
-2.27%
6M
-1.66%
1Y
24.16%
3Y*
29.23%
5Y*
17.39%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCOY vs. EGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FRCOY
Fast Retailing Co Ltd ADR		40.23%7.87%37.62%21.99%6.90%-36.95%50.62%17.05%27.87%12.63%
EGLN.L
iShares Physical Gold ETC		-2.27%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between FRCOY and EGLN.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.17

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

0.14

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

0.03

The correlation between FRCOY and EGLN.L shifts across timeframes, from 0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Fast Retailing Co Ltd ADR

iShares Physical Gold ETC

Often compared with FRCOY:
FRCOY vs. SOBKYFRCOY vs. CJPRYFRCOY vs. ASCCYFRCOY vs. MPNGYFRCOY vs. VOOFRCOY vs. SPYFRCOY vs. CNDX.L
Often compared with EGLN.L:
EGLN.L vs. 4GLD.DEEGLN.L vs. XAUUSD=XEGLN.L vs. SPGP.LEGLN.L vs. GDXEGLN.L vs. VWRD.LEGLN.L vs. SGLN.LEGLN.L vs. IQQ0.DE

Return for Risk

FRCOY vs. EGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FRCOY
FRCOY Risk / Return Rank: 8282
Overall Rank
FRCOY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRCOY Sortino Ratio Rank: 8181
Sortino Ratio Rank
FRCOY Omega Ratio Rank: 7777
Omega Ratio Rank
FRCOY Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRCOY Martin Ratio Rank: 8585
Martin Ratio Rank
EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
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.

FRCOY vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and iShares Physical Gold ETC (EGLN.L). 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.

FRCOYEGLN.LDifference
Sharpe ratioReturn per unit of total volatility
1.57
0.97

+0.60

Sortino ratioReturn per unit of downside risk
2.24
1.36

+0.88

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

3.14

1.06

+2.08

Martin ratioReturn relative to average drawdown

8.25

3.23

+5.02

FRCOY vs. EGLN.L - Sharpe Ratio Comparison

The current FRCOY Sharpe Ratio is 1.57, which is higher than the EGLN.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FRCOY and EGLN.L, 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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Drawdowns

FRCOY vs. EGLN.L - Drawdown Comparison

The maximum FRCOY drawdown since its inception was -57.39%, roughly equal to the maximum EGLN.L drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for FRCOY and EGLN.L.

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Drawdown Indicators

FRCOYEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.39%

-59.11%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.59%

-22.68%

+5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-22.68%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-42.91%

-22.68%

-20.23%

Max Drawdown (10Y)

Largest decline over 10 years

-57.39%

-26.49%

-30.90%

Current Drawdown

Current decline from peak

-2.21%

-20.57%

+18.36%

Average Drawdown

Average peak-to-trough decline

-19.23%

-33.85%

+14.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

7.44%

-0.76%

Volatility

FRCOY vs. EGLN.L - Volatility Comparison

Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 11.60% compared to iShares Physical Gold ETC (EGLN.L) at 7.25%. This indicates that FRCOY's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FRCOYEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

7.25%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

25.42%

21.66%

+3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

35.15%

24.87%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.20%

18.43%

+11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

17.10%

+12.90%

Dividends

FRCOY vs. EGLN.L - Dividend Comparison

Neither FRCOY nor EGLN.L has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
FRCOY
Fast Retailing Co Ltd ADR		0.00%0.45%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.81%0.90%0.83%

Frequently Asked Questions

FRCOY and EGLN.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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