SGLP.L vs. BRK-B
SGLP.L (Invesco Physical Gold A) is Precious Metals fund tracking the Gold, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, SGLP.L returned 14.26%/yr vs 13.69%/yr for BRK-B. At a 0.02 correlation, their price movements are largely independent.
Performance
SGLP.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
SGLP.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, SGLP.L achieves a 3.97% return, which is significantly higher than BRK-B's -5.08% return. Both investments have delivered pretty close results over the past 10 years, with SGLP.L having a 14.26% annualized return and BRK-B not far behind at 13.69%.
SGLP.L
- 1D
- 0.70%
- 1M
- -1.36%
- YTD
- 3.97%
- 6M
- 5.45%
- 1Y
- 33.77%
- 3Y*
- 28.15%
- 5Y*
- 19.87%
- 10Y*
- 14.26%
BRK-B
- 1D
- 0.00%
- 1M
- 3.02%
- YTD
- -5.08%
- 6M
- -6.22%
- 1Y
- -2.28%
- 3Y*
- 10.25%
- 5Y*
- 11.38%
- 10Y*
- 13.69%
SGLP.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGLP.L Invesco Physical Gold A | 3.97% | 53.60% | 28.14% | 7.26% | 11.83% | -2.88% | 19.99% | 14.65% | 4.31% | 1.64% |
BRK-B Berkshire Hathaway Inc. | -4.39% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between SGLP.L and BRK-B is -0.05, 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 | -0.05 |
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 Dec 19, 2011 | 0.02 |
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Return for Risk
SGLP.L vs. BRK-B — Risk / Return Rank
SGLP.L
BRK-B
SGLP.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.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.
| SGLP.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.99 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | -0.19 | +2.07 |
| Martin ratioReturn relative to average drawdown | 5.06 | -0.42 | +5.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLP.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | -0.15 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.68 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.69 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.05 |
Drawdowns
SGLP.L vs. BRK-B - Drawdown Comparison
The maximum SGLP.L drawdown since its inception was -38.83%, roughly equal to the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for SGLP.L and BRK-B.
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Drawdown Indicators
| SGLP.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.83% | -37.92% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.89% | -11.88% | -6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | -17.26% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.89% | -20.84% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -22.34% | -21.44% | -0.90% |
Current DrawdownCurrent decline from peak | -15.97% | -14.52% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -13.37% | -7.39% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 5.50% | +1.15% |
Volatility
SGLP.L vs. BRK-B - Volatility Comparison
Invesco Physical Gold A (SGLP.L) has a higher volatility of 5.10% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that SGLP.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
| SGLP.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 3.82% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 19.90% | 11.92% | +7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 15.39% | +7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 16.89% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 19.85% | -4.13% |
Dividends
SGLP.L vs. BRK-B - Dividend Comparison
Neither SGLP.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
SGLP.L and BRK-B have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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