PAEKY vs. SGOL

Last updated Jun 5, 2026

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 1.07%/yr vs 18.60%/yr for SGOL. At a correlation of -0.02, they often move in opposite directions.

Performance

PAEKY vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR (PAEKY) and abrdn Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PAEKY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: -3.10%
• 3Y*: 12.39%
• 5Y*: 1.07%
• 10Y*: —

SGOL

• 1D: 0.85%
• 1M: -1.66%
• YTD: 3.85%
• 6M: 6.30%
• 1Y: 32.57%
• 3Y*: 31.48%
• 5Y*: 18.60%
• 10Y*: 13.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PAEKY vs. SGOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PAEKY Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR	0.00%	75.12%	-14.90%	-11.17%	-6.20%	12.12%	312.28%
SGOL abrdn Physical Gold Shares ETF	3.85%	63.99%	26.90%	12.99%	-0.51%	-3.94%	10.59%

Correlation

The correlation between PAEKY and SGOL is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Apr 30, 2020	-0.02

The correlation between PAEKY and SGOL shifts across timeframes, from -0.13 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PAEKY vs. SGOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAEKY

PAEKY Risk / Return Rank: 36
PAEKY Sharpe Ratio Rank: 37
PAEKY Sortino Ratio Rank: 32
PAEKY Omega Ratio Rank: 35
PAEKY Calmar Ratio Rank: 37
PAEKY Martin Ratio Rank: 38

SGOL

SGOL Risk / Return Rank: 34
SGOL Sharpe Ratio Rank: 36
SGOL Sortino Ratio Rank: 31
SGOL Omega Ratio Rank: 39
SGOL Calmar Ratio Rank: 35
SGOL Martin Ratio Rank: 30

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.

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.

	PAEKY	SGOL	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	1.24	-1.35
Sortino ratio: Return per unit of downside risk	0.05	1.64	-1.59
Omega ratio: Gain probability vs. loss probability	1.02	1.25	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.14	1.71	-1.85
Martin ratio: Return relative to average drawdown	-0.19	4.20	-4.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAEKY vs. SGOL - Sharpe Ratio Comparison

The current PAEKY Sharpe Ratio is -0.11, which is lower than the SGOL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PAEKY and SGOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PAEKY	SGOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	1.24	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	1.05	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.55	-0.12

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.

Drawdown Indicators

	PAEKY	SGOL	Difference
Max Drawdown Largest peak-to-trough decline	-62.99%	-45.51%	-17.48%
Max Drawdown (1Y) Largest decline over 1 year	-22.07%	-19.14%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	-40.83%	-19.14%	-21.69%
Max Drawdown (5Y) Largest decline over 5 years	-56.34%	-20.92%	-35.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.56%	—
Current Drawdown Current decline from peak	-22.07%	-17.02%	-5.05%
Average Drawdown Average peak-to-trough decline	-30.42%	-18.41%	-12.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.66%	7.78%	+8.88%

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 5.47%. 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.

Volatility by Period

	PAEKY	SGOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	5.47%	-5.47%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	22.94%	-22.94%
Volatility (1Y) Calculated over the trailing 1-year period	28.75%	26.32%	+2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.33%	17.88%	+28.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.89%	15.91%	+64.98%

Dividends

PAEKY vs. SGOL - Dividend Comparison

PAEKY's dividend yield for the trailing twelve months is around 5.77%, while SGOL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
PAEKY Aneka Tambang Persero Tbk Perusahaan Perseroan PT ADR	5.77%	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

Can I hold both PAEKY and SGOL in my portfolio?

PAEKY and SGOL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PAEKY or SGOL?

SGOL has higher volatility (5.47%) compared to PAEKY (0.00%). In terms of maximum drawdown, PAEKY dropped -62.99% vs SGOL's -45.51%.

Which has better risk-adjusted returns?

SGOL currently has the higher Sharpe Ratio (1.24 vs -0.11), 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.