PAEKY vs. SGOL
PAEKY (Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR) is a stock, while SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 5 years, PAEKY returned 3.66%/yr vs 17.23%/yr for SGOL. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
PAEKY vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, PAEKY achieves a 13.22% return, which is significantly higher than SGOL's -6.11% return.
PAEKY
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 13.22%
- YTD
- 13.22%
- 1Y
- 9.71%
- 3Y*
- 16.15%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 34.89%
SGOL
- 1D
- -1.46%
- 1M
- -1.71%
- 6M
- -16.61%
- YTD
- -6.11%
- 1Y
- 20.46%
- 3Y*
- 27.52%
- 5Y*
- 17.23%
- 10Y*
- 11.24%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $82.29 | |
| $88.85M | $78.77M | $101.28M |
PAEKY vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PAEKY Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR | 13.22% | 75.12% | -14.90% | -11.17% | -6.20% | 12.12% | 312.28% |
SGOL abrdn Physical Gold Shares ETF | -6.11% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 11.19% |
Correlation
The correlation between PAEKY and SGOL is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2020 | -0.02 |
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Return for Risk
PAEKY vs. SGOL — Risk / Return Rank
PAEKY
SGOL
PAEKY vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR (PAEKY) 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.
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.
| PAEKY | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.17 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.87 | -0.43 |
| Martin ratioReturn relative to average drawdown | 0.56 | 1.89 | -1.33 |
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Drawdowns
PAEKY vs. SGOL - Drawdown Comparison
The maximum PAEKY drawdown since its inception was -62.99%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for PAEKY and SGOL.
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Drawdown Indicators
| PAEKY | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.99% | -45.51% | -17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -22.07% | -26.32% | +4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -40.83% | -26.32% | -14.51% |
Max Drawdown (5Y)Largest decline over 5 years | -56.34% | -26.32% | -30.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.32% | — |
Current DrawdownCurrent decline from peak | -11.77% | -24.98% | +13.21% |
Average DrawdownAverage peak-to-trough decline | -29.99% | -18.46% | -11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 12.14% | +5.45% |
Volatility
PAEKY vs. SGOL - Volatility Comparison
The current volatility for Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR (PAEKY) is 0.00%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 6.33%. This indicates that PAEKY experiences smaller price fluctuations and is considered to be less risky 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
| PAEKY | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.33% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 23.26% | -10.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.90% | 27.84% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.12% | 18.37% | +26.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.99% | 16.09% | +63.90% |
Dividends
PAEKY vs. SGOL - Dividend Comparison
PAEKY's dividend yield for the trailing twelve months is around 6.79%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
PAEKY Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR | 6.79% | 5.77% | 8.16% | 4.28% | 1.84% | 0.73% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PAEKY and SGOL have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (6.33%) compared to PAEKY (0.00%). In terms of maximum drawdown, PAEKY dropped -62.99% vs SGOL's -45.51%.
SGOL currently has the higher Sharpe Ratio (0.83 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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