SGDM vs. BKR
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and Baker Hughes Company (BKR).
SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDM or BKR.
Key characteristics
| SGDM | BKR | |
|---|---|---|
| YTD Return | 21.68% | 29.12% |
| 1Y Return | 34.42% | 30.11% |
| 3Y Return (Ann) | 3.31% | 22.50% |
| 5Y Return (Ann) | 7.14% | 17.57% |
| Sharpe Ratio | 1.12 | 1.13 |
| Sortino Ratio | 1.67 | 1.77 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 0.77 | 1.33 |
| Martin Ratio | 4.62 | 3.95 |
| Ulcer Index | 7.28% | 7.80% |
| Daily Std Dev | 30.14% | 27.19% |
| Max Drawdown | -54.95% | -73.51% |
| Current Drawdown | -17.60% | -0.19% |
Correlation
The correlation between SGDM and BKR is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SGDM vs. BKR - Performance Comparison
In the year-to-date period, SGDM achieves a 21.68% return, which is significantly lower than BKR's 29.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SGDM vs. BKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Baker Hughes Company (BKR). 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.
Dividends
SGDM vs. BKR - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 1.14%, less than BKR's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 1.14% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% |
BKR Baker Hughes Company | 1.95% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 56.42% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGDM vs. BKR - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, smaller than the maximum BKR drawdown of -73.51%. Use the drawdown chart below to compare losses from any high point for SGDM and BKR. For additional features, visit the drawdowns tool.
Volatility
SGDM vs. BKR - Volatility Comparison
The current volatility for Sprott Gold Miners ETF (SGDM) is 7.42%, while Baker Hughes Company (BKR) has a volatility of 11.86%. This indicates that SGDM experiences smaller price fluctuations and is considered to be less risky than BKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.