SGLN.L vs. ATO.PA
SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while ATO.PA (Atos SE) is a stock. Over the past 10 years, SGLN.L returned 13.01%/yr vs -37.69%/yr for ATO.PA. At a 0.01 correlation, their price movements are largely independent.
Performance
SGLN.L vs. ATO.PA - Performance Comparison
Loading charts...
Different Trading Currencies
SGLN.L is traded in GBp, while ATO.PA is traded in EUR. To make them comparable, the ATO.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGLN.L achieves a -1.83% return, which is significantly higher than ATO.PA's -31.58% return. Over the past 10 years, SGLN.L has outperformed ATO.PA with an annualized return of 13.01%, while ATO.PA has yielded a comparatively lower -37.69% annualized return.
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%
ATO.PA
- 1D
- 2.52%
- 1M
- -10.03%
- YTD
- -31.58%
- 6M
- -38.32%
- 1Y
- -4.74%
- 3Y*
- -67.57%
- 5Y*
- -61.36%
- 10Y*
- -37.69%
SGLN.L vs. ATO.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ATO.PA Atos SE | -31.58% | 103.29% | -95.26% | -23.33% | -74.65% | -52.96% | 6.31% | 32.11% | -40.51% | 26.22% |
Correlation
The correlation between SGLN.L and ATO.PA is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGLN.L vs. ATO.PA — Risk / Return Rank
SGLN.L
ATO.PA
SGLN.L vs. ATO.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Atos SE (ATO.PA). 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.
| SGLN.L | ATO.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | -0.21 | +1.34 |
| Martin ratioReturn relative to average drawdown | 3.51 | -0.37 | +3.88 |
Loading charts...
Drawdowns
SGLN.L vs. ATO.PA - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -53.23%, smaller than the maximum ATO.PA drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for SGLN.L and ATO.PA.
Loading charts...
Drawdown Indicators
| SGLN.L | ATO.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -99.85% | +46.62% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -46.85% | +23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -98.97% | +76.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -99.72% | +76.85% |
Max Drawdown (10Y)Largest decline over 10 years | -22.87% | -99.85% | +76.98% |
Current DrawdownCurrent decline from peak | -20.64% | -99.55% | +78.91% |
Average DrawdownAverage peak-to-trough decline | -24.70% | -36.38% | +11.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 25.96% | -18.59% |
Volatility
SGLN.L vs. ATO.PA - Volatility Comparison
The current volatility for iShares Physical Gold ETC (SGLN.L) is 6.68%, while Atos SE (ATO.PA) has a volatility of 15.44%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than ATO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGLN.L | ATO.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 15.44% | -8.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.78% | 42.76% | -21.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 60.05% | -36.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 126.59% | -104.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 92.42% | -73.58% |
Dividends
SGLN.L vs. ATO.PA - Dividend Comparison
Neither SGLN.L nor ATO.PA has paid dividends to shareholders.
Frequently Asked Questions
SGLN.L and ATO.PA have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SGLN.L and ATO.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer