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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 1.38% return, which is significantly higher than BRK-B's -1.91% return. Both investments have delivered pretty close results over the past 10 years, with SGLN.L having a 13.68% annualized return and BRK-B not far ahead at 13.92%.


SGLN.L

1D
-0.06%
1M
-6.00%
YTD
1.38%
6M
3.07%
1Y
31.70%
3Y*
27.57%
5Y*
19.24%
10Y*
13.68%

BRK-B

1D
0.00%
1M
4.81%
YTD
-1.91%
6M
-1.96%
1Y
0.29%
3Y*
11.13%
5Y*
12.35%
10Y*
13.92%
*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
1.38%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
BRK-B
Berkshire Hathaway Inc.
-2.17%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 -0.06, 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

-0.06

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

-0.02

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

-0.04

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

0.03

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: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.


SGLN.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.27

1.02

+0.25

Calmar ratioReturn relative to maximum drawdown

1.75

0.02

+1.72

Martin ratioReturn relative to average drawdown

4.61

0.05

+4.55

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

The current SGLN.L Sharpe Ratio is 1.35, which is higher than the BRK-B Sharpe Ratio of 0.02. 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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Sharpe Ratios by Period


SGLN.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.02

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.73

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.70

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.34

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

-18.04%

-11.88%

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-17.26%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-20.84%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

-21.44%

-0.86%

Current Drawdown

Current decline from peak

-18.04%

-11.67%

-6.37%

Average Drawdown

Average peak-to-trough decline

-24.71%

-7.39%

-17.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

5.52%

+1.34%

Volatility

SGLN.L vs. BRK-B - Volatility Comparison

iShares Physical Gold ETC (SGLN.L) has a higher volatility of 4.84% compared to Berkshire Hathaway Inc. (BRK-B) at 4.39%. 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

4.84%

4.39%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

12.12%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

15.51%

+7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

16.93%

+4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

19.87%

-1.07%

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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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