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SGLN.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLN.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLN.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B 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 -6.69% return, which is significantly lower than BRK-B's -1.98% return. Over the past 10 years, SGLN.L has underperformed BRK-B with an annualized return of 11.26%, while BRK-B has yielded a comparatively higher 12.73% annualized return.


SGLN.L

1D
0.31%
1M
-4.78%
6M
-14.07%
YTD
-6.69%
1Y
19.73%
3Y*
24.99%
5Y*
17.66%
10Y*
11.26%
ALL TIME*
4.55%

BRK-B

1D
0.22%
1M
-1.31%
6M
-0.84%
YTD
-1.98%
1Y
3.59%
3Y*
10.78%
5Y*
12.37%
10Y*
12.73%
ALL TIME*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLN.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-6.69%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
BRK-B
Berkshire Hathaway Inc.
-1.98%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%11.10%

Correlation

The correlation between SGLN.L and BRK-B is -0.02, 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

-0.02

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

-0.02

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

-0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.02

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Return for Risk

SGLN.L vs. BRK-B — Risk / Return Rank

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

SGLN.L
SGLN.L Risk / Return Rank: 2626
Overall Rank
SGLN.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3131
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2323
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5151
Overall Rank
BRK-B Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5555
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.

SGLN.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and Berkshire Hathaway Inc. (BRK-B). 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.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.17

1.05

+0.11

Calmar ratioReturn relative to maximum drawdown

0.79

0.30

+0.49

Martin ratioReturn relative to average drawdown

1.92

0.64

+1.29

SGLN.L vs. BRK-B - Sharpe Ratio Comparison

The current SGLN.L Sharpe Ratio is 0.80, which is higher than the BRK-B Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SGLN.L and BRK-B, 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

SGLN.L vs. BRK-B - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for SGLN.L and BRK-B.


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Drawdown Indicators


SGLN.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-37.92%

-15.31%

Max Drawdown (1Y)

Largest decline over 1 year

-24.89%

-11.88%

-13.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.89%

-17.26%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-20.84%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.89%

-21.44%

-3.45%

Current Drawdown

Current decline from peak

-24.56%

-11.73%

-12.83%

Average Drawdown

Average peak-to-trough decline

-24.68%

-7.44%

-17.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.23%

5.66%

+4.57%

Volatility

SGLN.L vs. BRK-B - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.31% compared to Berkshire Hathaway Inc. (BRK-B) at 5.16%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.16%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

12.51%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

16.06%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

16.95%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

19.76%

-1.42%

Dividends

SGLN.L vs. BRK-B - Dividend Comparison

Neither SGLN.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and BRK-B have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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