PortfoliosLab logoPortfoliosLab logo
RMAP.L vs. SGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMAP.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020
RMAP.L
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
9.42%53.50%28.00%7.09%11.74%-2.81%10.34%
SGLN.L
iShares Physical Gold ETC
9.15%53.66%28.20%7.24%11.84%-2.57%11.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with RMAP.L having a 9.42% return and SGLN.L slightly lower at 9.15%.


RMAP.L

1D
2.06%
1M
-9.72%
YTD
9.42%
6M
22.78%
1Y
44.95%
3Y*
29.59%
5Y*
22.75%
10Y*

SGLN.L

1D
1.56%
1M
-10.01%
YTD
9.15%
6M
22.38%
1Y
44.60%
3Y*
29.65%
5Y*
22.83%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RMAP.L vs. SGLN.L - Expense Ratio Comparison


Return for Risk

RMAP.L vs. SGLN.L — Risk / Return Rank

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

RMAP.L
RMAP.L Risk / Return Rank: 6161
Overall Rank
RMAP.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RMAP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
RMAP.L Omega Ratio Rank: 8888
Omega Ratio Rank
RMAP.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
RMAP.L Martin Ratio Rank: 3939
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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.


RMAP.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.82

-0.89

Sortino ratio

Return per unit of downside risk

1.52

2.27

-0.75

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

2.52

-0.89

Martin ratio

Return relative to average drawdown

3.68

10.45

-6.77

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

The current RMAP.L Sharpe Ratio is 0.93, which is lower than the SGLN.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of RMAP.L and SGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RMAP.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.82

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.42

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.58

+0.19

Correlation

The correlation between RMAP.L and SGLN.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RMAP.L vs. SGLN.L - Dividend Comparison

Neither RMAP.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RMAP.L vs. SGLN.L - Drawdown Comparison

The maximum RMAP.L drawdown since its inception was -27.31%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for RMAP.L and SGLN.L.


Loading graphics...

Drawdown Indicators


RMAP.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.31%

-41.71%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-27.31%

-17.57%

-9.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-17.57%

-9.74%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-14.64%

-11.76%

-2.88%

Average Drawdown

Average peak-to-trough decline

-7.03%

-14.78%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

4.24%

+7.87%

Volatility

RMAP.L vs. SGLN.L - Volatility Comparison

HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 11.49% and 11.52%, 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.


Loading graphics...

Volatility by Period


RMAP.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

11.52%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

47.02%

21.09%

+25.93%

Volatility (1Y)

Calculated over the trailing 1-year period

48.07%

24.39%

+23.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

16.13%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

15.74%

+8.15%