HMY vs. SGOL
Compare and contrast key facts about Harmony Gold Mining Company Limited (HMY) and abrdn Physical Gold Shares ETF (SGOL).
SGOL is a passively managed fund by abrdn that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009.
Performance
HMY vs. SGOL - Performance Comparison
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HMY vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMY Harmony Gold Mining Company Limited | -18.79% | 145.47% | 35.39% | 82.51% | -16.42% | -10.25% | 28.93% | 102.79% | -4.28% | -12.94% |
SGOL abrdn Physical Gold Shares ETF | 10.52% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Returns By Period
In the year-to-date period, HMY achieves a -18.79% return, which is significantly lower than SGOL's 10.52% return. Over the past 10 years, HMY has outperformed SGOL with an annualized return of 17.04%, while SGOL has yielded a comparatively lower 14.31% annualized return.
HMY
- 1D
- 5.14%
- 1M
- -28.31%
- YTD
- -18.79%
- 6M
- -11.93%
- 1Y
- 8.38%
- 3Y*
- 59.85%
- 5Y*
- 28.84%
- 10Y*
- 17.04%
SGOL
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.52%
- 6M
- 23.14%
- 1Y
- 52.61%
- 3Y*
- 34.00%
- 5Y*
- 22.26%
- 10Y*
- 14.31%
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Return for Risk
HMY vs. SGOL — Risk / Return Rank
HMY
SGOL
HMY vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) 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.
| HMY | SGOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 1.92 | -1.79 |
Sortino ratioReturn per unit of downside risk | 0.64 | 2.35 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.35 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 2.73 | -2.51 |
Martin ratioReturn relative to average drawdown | 0.57 | 10.00 | -9.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HMY | SGOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.92 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.27 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.91 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.58 | -0.53 |
Correlation
The correlation between HMY and SGOL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HMY vs. SGOL - Dividend Comparison
HMY's dividend yield for the trailing twelve months is around 1.32%, while SGOL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HMY Harmony Gold Mining Company Limited | 1.32% | 1.07% | 1.59% | 0.66% | 1.14% | 2.23% | 0.00% | 0.00% | 0.00% | 3.13% | 1.37% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HMY vs. SGOL - Drawdown Comparison
The maximum HMY drawdown since its inception was -97.04%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for HMY and SGOL.
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Drawdown Indicators
| HMY | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -45.51% | -51.53% |
Max Drawdown (1Y)Largest decline over 1 year | -48.85% | -19.14% | -29.71% |
Max Drawdown (5Y)Largest decline over 5 years | -63.78% | -20.92% | -42.86% |
Max Drawdown (10Y)Largest decline over 10 years | -71.05% | -21.56% | -49.49% |
Current DrawdownCurrent decline from peak | -37.94% | -11.69% | -26.25% |
Average DrawdownAverage peak-to-trough decline | -52.87% | -18.46% | -34.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.09% | 5.22% | +13.87% |
Volatility
HMY vs. SGOL - Volatility Comparison
Harmony Gold Mining Company Limited (HMY) has a higher volatility of 23.03% compared to abrdn Physical Gold Shares ETF (SGOL) at 10.39%. This indicates that HMY'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
| HMY | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.03% | 10.39% | +12.64% |
Volatility (6M)Calculated over the trailing 6-month period | 48.78% | 24.05% | +24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.46% | 27.52% | +38.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.21% | 17.64% | +40.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.54% | 15.84% | +45.70% |