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PAF.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAF.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Pan African Resources plc (PAF.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAF.L achieves a -9.60% return, which is significantly lower than SGLN.L's -1.83% return. Over the past 10 years, PAF.L has outperformed SGLN.L with an annualized return of 24.42%, while SGLN.L has yielded a comparatively lower 13.01% annualized return.


PAF.L

1D
5.62%
1M
-26.94%
YTD
-9.60%
6M
-1.63%
1Y
129.47%
3Y*
108.56%
5Y*
46.75%
10Y*
24.42%

SGLN.L

1D
2.90%
1M
-9.54%
YTD
-1.83%
6M
-1.90%
1Y
24.78%
3Y*
26.65%
5Y*
18.64%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAF.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAF.L
Pan African Resources plc
-9.60%258.03%109.32%6.38%4.14%-25.77%102.96%40.81%-34.94%-11.75%
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%

Correlation

The correlation between PAF.L and SGLN.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.54

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.31

Over the past year, PAF.L and SGLN.L have become more correlated (0.67) than their long-term average of 0.31, meaning their price movements have been converging.

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Return for Risk

PAF.L vs. SGLN.L — Risk / Return Rank

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

PAF.L
PAF.L Risk / Return Rank: 8888
Overall Rank
PAF.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PAF.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
PAF.L Omega Ratio Rank: 8787
Omega Ratio Rank
PAF.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
PAF.L Martin Ratio Rank: 8888
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.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.

PAF.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan African Resources plc (PAF.L) and iShares Physical Gold ETC (SGLN.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.


PAF.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

2.95

1.13

+1.82

Martin ratioReturn relative to average drawdown

9.67

3.51

+6.16

PAF.L vs. SGLN.L - Sharpe Ratio Comparison

The current PAF.L Sharpe Ratio is 2.44, which is higher than the SGLN.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PAF.L and SGLN.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

PAF.L vs. SGLN.L - Drawdown Comparison

The maximum PAF.L drawdown since its inception was -80.73%, which is greater than SGLN.L's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for PAF.L and SGLN.L.


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Drawdown Indicators


PAF.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.73%

-53.23%

-27.50%

Max Drawdown (1Y)

Largest decline over 1 year

-44.73%

-22.87%

-21.86%

Max Drawdown (3Y)

Largest decline over 3 years

-44.73%

-22.87%

-21.86%

Max Drawdown (5Y)

Largest decline over 5 years

-47.34%

-22.87%

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-70.68%

-22.87%

-47.81%

Current Drawdown

Current decline from peak

-40.36%

-20.64%

-19.72%

Average Drawdown

Average peak-to-trough decline

-29.27%

-24.70%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.65%

7.37%

+6.28%

Volatility

PAF.L vs. SGLN.L - Volatility Comparison

Pan African Resources plc (PAF.L) has a higher volatility of 21.97% compared to iShares Physical Gold ETC (SGLN.L) at 6.68%. This indicates that PAF.L's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAF.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.97%

6.68%

+15.29%

Volatility (6M)

Calculated over the trailing 6-month period

44.78%

20.78%

+24.00%

Volatility (1Y)

Calculated over the trailing 1-year period

54.10%

23.82%

+30.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.00%

21.84%

+26.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.54%

18.84%

+34.70%

Dividends

PAF.L vs. SGLN.L - Dividend Comparison

PAF.L's dividend yield for the trailing twelve months is around 2.00%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PAF.L
Pan African Resources plc
2.00%1.35%2.79%4.52%5.25%5.09%2.92%0.98%0.00%3.38%5.67%6.83%
SGLN.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%

Frequently Asked Questions


PAF.L and SGLN.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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