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

Performance

SGLP.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold A (SGLP.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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

SGLP.L
SGLP.L Risk / Return Rank: 4040
Overall Rank
SGLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3434
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

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.LBRK-BDifference
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

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

The current SGLP.L Sharpe Ratio is 1.46, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SGLP.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


SGLP.LBRK-BDifference

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.LBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-15.97%

-14.52%

-1.45%

Average Drawdown

Average peak-to-trough decline

-13.37%

-7.39%

-5.98%

Ulcer Index

Depth 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.LBRK-BDifference

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.


Tickers have no history of dividend payments

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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