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PJP vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJP vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and abrdn Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJP achieves a 15.78% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, PJP has underperformed SGOL with an annualized return of 7.06%, while SGOL has yielded a comparatively higher 11.62% annualized return.


PJP

1D
0.14%
1M
4.06%
6M
15.29%
YTD
15.78%
1Y
43.85%
3Y*
17.08%
5Y*
9.28%
10Y*
7.06%
ALL TIME*
11.71%

SGOL

1D
0.08%
1M
0.65%
6M
-18.71%
YTD
-6.06%
1Y
21.20%
3Y*
27.11%
5Y*
17.42%
10Y*
11.62%
ALL TIME*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.91M$6.38M$3.32M
$79.87M$79.24M$102.39M

PJP vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJP
Invesco Dynamic Pharmaceuticals ETF
15.78%27.98%9.63%-2.18%-2.16%14.58%11.29%4.64%-1.78%15.30%
SGOL
abrdn Physical Gold Shares ETF
-6.06%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between PJP and SGOL is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.04

The correlation between PJP and SGOL shifts across timeframes, from 0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PJP vs. SGOL — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 9393
Overall Rank
PJP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 9494
Sortino Ratio Rank
PJP Omega Ratio Rank: 9292
Omega Ratio Rank
PJP Calmar Ratio Rank: 9393
Calmar Ratio Rank
PJP Martin Ratio Rank: 9090
Martin Ratio Rank

SGOL
SGOL Risk / Return Rank: 2828
Overall Rank
SGOL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3333
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
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.

PJP vs. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) 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.


PJPSGOLDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.44

1.15

+0.28

Calmar ratioReturn relative to maximum drawdown

4.71

0.77

+3.94

Martin ratioReturn relative to average drawdown

14.61

1.73

+12.88

PJP vs. SGOL - Sharpe Ratio Comparison

The current PJP Sharpe Ratio is 2.62, which is higher than the SGOL Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PJP 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.


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Drawdowns

PJP vs. SGOL - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for PJP and SGOL.


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Drawdown Indicators


PJPSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-45.51%

+8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-26.32%

+16.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-26.32%

+10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-26.32%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

-26.32%

-7.63%

Current Drawdown

Current decline from peak

-1.53%

-24.94%

+23.41%

Average Drawdown

Average peak-to-trough decline

-8.80%

-18.45%

+9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

11.64%

-8.61%

Volatility

PJP vs. SGOL - Volatility Comparison

Invesco Dynamic Pharmaceuticals ETF (PJP) and abrdn Physical Gold Shares ETF (SGOL) have volatilities of 6.18% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJPSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.07%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

23.69%

-10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

27.79%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

18.34%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

16.08%

+2.30%

PJP vs. SGOL - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is higher than SGOL's 0.17% expense ratio.


Dividends

PJP vs. SGOL - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 0.88%, while SGOL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PJP
Invesco Dynamic Pharmaceuticals ETF
0.88%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%
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%0.00%

Frequently Asked Questions


PJP and SGOL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PJP has higher volatility (6.18%) compared to SGOL (6.07%). In terms of maximum drawdown, PJP dropped -37.06% vs SGOL's -45.51%.

On 10-year performance, SGOL leads with 11.62% vs 7.06% for PJP. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGOL has performed better with a 11.62% return vs 7.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.58% for PJP.

PJP has the higher dividend yield at 0.88%, compared with 0.00% for SGOL.

PJP is categorized as Health & Biotech Equities, while SGOL is Gold. PJP tracks Dynamic Pharmaceuticals Intellidex Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Invesco and abrdn. Their fees differ too: 0.58% for PJP and 0.17% for SGOL.

PJP currently has the higher Sharpe Ratio (2.62 vs 0.73), 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.

Portfolio Optimizer

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