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

RYCEY vs. SGLN.L

Last updated Jun 13, 2026

RYCEY (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, RYCEY returned 8.49%/yr vs 12.43%/yr for SGLN.L. At a 0.06 correlation, their price movements are largely independent.

Performance

RYCEY vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RYCEY is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than SGLN.L's -2.28% return. Over the past 10 years, RYCEY has underperformed SGLN.L with an annualized return of 8.49%, while SGLN.L has yielded a comparatively higher 12.43% annualized return.

RYCEY

1D
1.79%
1M
7.56%
YTD
12.43%
6M
19.66%
1Y
46.06%
3Y*
113.04%
5Y*
61.46%
10Y*
8.49%

SGLN.L

1D
2.73%
1M
-10.26%
YTD
-2.28%
6M
-1.68%
1Y
23.92%
3Y*
29.22%
5Y*
17.40%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. SGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RYCEY
Rolls-Royce Holdings plc		12.43%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%
SGLN.L
iShares Physical Gold ETC		-2.28%65.25%26.06%12.89%-0.12%-3.71%23.60%19.23%-1.55%11.36%

Correlation

The correlation between RYCEY and SGLN.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.21

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

0.15

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2014

0.06

Over the past year, RYCEY and SGLN.L have become more correlated (0.30) than their long-term average of 0.06, meaning their price movements have been converging.

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Rolls-Royce Holdings plc

iShares Physical Gold ETC

Often compared with RYCEY:
RYCEY vs. RR.LRYCEY vs. SMRRYCEY vs. RHM.DERYCEY vs. SPYRYCEY vs. BAESYRYCEY vs. VOORYCEY vs. AAPL
Often compared with SGLN.L:
SGLN.L vs. IGLN.LSGLN.L vs. GLDSGLN.L vs. IAUSGLN.L vs. SGLS.LSGLN.L vs. GLDW.LSGLN.L vs. GBSP.LSGLN.L vs. PHGP.L

Return for Risk

RYCEY vs. SGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYCEY
RYCEY Risk / Return Rank: 7777
Overall Rank
RYCEY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 7373
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.

RYCEYSGLN.LDifference
Sharpe ratioReturn per unit of total volatility
1.22
0.96

+0.26

Sortino ratioReturn per unit of downside risk
1.90
1.35

+0.54

Omega ratioGain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratioReturn relative to maximum drawdown

2.13

1.04

+1.08

Martin ratioReturn relative to average drawdown

5.98

3.17

+2.80

RYCEY vs. SGLN.L - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.22, which is comparable to the SGLN.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RYCEY 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

RYCEY vs. SGLN.L - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, which is greater than SGLN.L's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for RYCEY and SGLN.L.

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Drawdown Indicators

RYCEYSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-56.74%

-42.33%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-22.81%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-22.81%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

-22.81%

-39.20%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

-22.81%

-71.83%

Current Drawdown

Current decline from peak

-77.68%

-20.70%

-56.98%

Average Drawdown

Average peak-to-trough decline

-84.15%

-33.01%

-51.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

7.51%

+0.22%

Volatility

RYCEY vs. SGLN.L - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to iShares Physical Gold ETC (SGLN.L) at 7.17%. This indicates that RYCEY'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

RYCEYSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

7.17%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

32.70%

21.74%

+10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

37.88%

24.90%

+12.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.48%

22.72%

+20.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.35%

18.82%

+30.53%

Dividends

RYCEY vs. SGLN.L - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.72%, while SGLN.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
RYCEY
Rolls-Royce Holdings plc		0.72%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%
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

RYCEY and SGLN.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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