RR.L vs. SGLN.L
RR.L (Rolls-Royce Holdings PLC) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, RR.L returned 20.98%/yr vs 13.01%/yr for SGLN.L. At a correlation of -0.03, they often move in opposite directions.
Performance
RR.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than SGLN.L's -1.83% return. Over the past 10 years, RR.L has outperformed SGLN.L with an annualized return of 20.98%, while SGLN.L has yielded a comparatively lower 13.01% annualized return.
RR.L
- 1D
- 4.41%
- 1M
- 8.55%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 48.66%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
SGLN.L
- 1D
- 2.90%
- 1M
- -9.40%
- YTD
- -1.83%
- 6M
- -1.90%
- 1Y
- 25.94%
- 3Y*
- 26.65%
- 5Y*
- 18.64%
- 10Y*
- 13.01%
RR.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
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 RR.L and SGLN.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.03 |
The correlation between RR.L and SGLN.L shifts across timeframes, from -0.05 (10 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RR.L vs. SGLN.L — Risk / Return Rank
RR.L
SGLN.L
RR.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.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.
| RR.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.13 | +1.41 |
| Martin ratioReturn relative to average drawdown | 7.03 | 3.51 | +3.51 |
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Drawdowns
RR.L vs. SGLN.L - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, 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 RR.L and SGLN.L.
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Drawdown Indicators
| RR.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -53.23% | -37.02% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -22.87% | +3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -22.87% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -22.87% | -32.22% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -22.87% | -66.54% |
Current DrawdownCurrent decline from peak | -3.61% | -20.64% | +17.03% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -24.70% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 7.37% | -0.46% |
Volatility
RR.L vs. SGLN.L - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to iShares Physical Gold ETC (SGLN.L) at 6.68%. This indicates that RR.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
| RR.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 6.68% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 20.78% | +10.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 23.82% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 21.84% | +20.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 18.84% | +29.76% |
Dividends
RR.L vs. SGLN.L - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.73%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
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
RR.L and SGLN.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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