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

Key characteristics


SGLP.LBRK-B
YTD Return31.90%27.56%
1Y Return30.31%33.29%
3Y Return (Ann)18.01%16.65%
5Y Return (Ann)12.75%16.14%
10Y Return (Ann)11.12%12.52%
Sharpe Ratio2.482.64
Sortino Ratio3.403.49
Omega Ratio1.441.45
Calmar Ratio5.084.43
Martin Ratio12.3612.67
Ulcer Index2.52%2.75%
Daily Std Dev12.52%13.21%
Max Drawdown-38.83%-53.86%
Current Drawdown0.00%-4.93%

Correlation

-0.50.00.51.0-0.0

The correlation between SGLP.L and BRK-B is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SGLP.L vs. BRK-B - Performance Comparison

In the year-to-date period, SGLP.L achieves a 31.90% return, which is significantly higher than BRK-B's 27.56% return. Over the past 10 years, SGLP.L has underperformed BRK-B with an annualized return of 11.12%, while BRK-B has yielded a comparatively higher 12.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctober
19.82%
14.14%
SGLP.L
BRK-B

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Risk-Adjusted Performance

SGLP.L vs. BRK-B - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for SGLP.L, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Sortino ratio
The chart of Sortino ratio for SGLP.L, currently valued at 3.96, compared to the broader market0.005.0010.003.96
Omega ratio
The chart of Omega ratio for SGLP.L, currently valued at 1.53, compared to the broader market1.001.502.002.503.003.501.53
Calmar ratio
The chart of Calmar ratio for SGLP.L, currently valued at 7.07, compared to the broader market0.005.0010.0015.007.07
Martin ratio
The chart of Martin ratio for SGLP.L, currently valued at 18.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.98
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.42, compared to the broader market-2.000.002.004.006.002.42
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.42, compared to the broader market1.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.39, compared to the broader market0.005.0010.0015.004.39
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 11.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.39

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

The current SGLP.L Sharpe Ratio is 2.48, which is comparable to the BRK-B Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of SGLP.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctober
3.04
2.42
SGLP.L
BRK-B

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

Drawdowns

SGLP.L vs. BRK-B - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -38.83%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SGLP.L and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober0
-4.93%
SGLP.L
BRK-B

Volatility

SGLP.L vs. BRK-B - Volatility Comparison

The current volatility for Invesco Physical Gold A (SGLP.L) is 3.20%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.77%. This indicates that SGLP.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
3.20%
3.77%
SGLP.L
BRK-B