IGLN.L vs. JNJ
IGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, IGLN.L returned 12.45%/yr vs 10.46%/yr for JNJ. At a 0.03 correlation, their price movements are largely independent.
Performance
IGLN.L vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, IGLN.L achieves a -2.16% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, IGLN.L has outperformed JNJ with an annualized return of 12.45%, while JNJ has yielded a comparatively lower 10.46% annualized return.
IGLN.L
- 1D
- 3.37%
- 1M
- -10.03%
- YTD
- -2.16%
- 6M
- -1.54%
- 1Y
- 23.07%
- 3Y*
- 29.33%
- 5Y*
- 17.43%
- 10Y*
- 12.45%
JNJ
- 1D
- 1.07%
- 1M
- 4.96%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
IGLN.L vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGLN.L iShares Physical Gold ETC | -2.16% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between IGLN.L and JNJ 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.03 |
The correlation between IGLN.L and JNJ shifts across timeframes, from 0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGLN.L vs. JNJ — Risk / Return Rank
IGLN.L
JNJ
IGLN.L vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and Johnson & Johnson (JNJ). 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.
| IGLN.L | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.61 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 5.28 | -4.23 |
| Martin ratioReturn relative to average drawdown | 3.27 | 15.52 | -12.26 |
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Drawdowns
IGLN.L vs. JNJ - Drawdown Comparison
The maximum IGLN.L drawdown since its inception was -45.25%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for IGLN.L and JNJ.
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Drawdown Indicators
| IGLN.L | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.25% | -50.67% | +5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -23.02% | -10.96% | -12.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.02% | -15.95% | -7.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.02% | -18.41% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -23.02% | -27.37% | +4.35% |
Current DrawdownCurrent decline from peak | -20.43% | -2.54% | -17.89% |
Average DrawdownAverage peak-to-trough decline | -19.72% | -11.90% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.41% | 3.72% | +3.69% |
Volatility
IGLN.L vs. JNJ - Volatility Comparison
iShares Physical Gold ETC (IGLN.L) has a higher volatility of 7.69% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLN.L | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 5.47% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 22.45% | 12.16% | +10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.45% | 16.94% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 16.87% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 18.48% | -2.85% |
Dividends
IGLN.L vs. JNJ - Dividend Comparison
IGLN.L has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLN.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% |
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Frequently Asked Questions
IGLN.L and JNJ 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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