SGLP.L vs. BRK-B
Compare and contrast key facts about Invesco Physical Gold A (SGLP.L) and Berkshire Hathaway Inc. (BRK-B).
SGLP.L is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGLP.L or BRK-B.
Key characteristics
SGLP.L | BRK-B | |
---|---|---|
YTD Return | 31.90% | 27.56% |
1Y Return | 30.31% | 33.29% |
3Y Return (Ann) | 18.01% | 16.65% |
5Y Return (Ann) | 12.75% | 16.14% |
10Y Return (Ann) | 11.12% | 12.52% |
Sharpe Ratio | 2.48 | 2.64 |
Sortino Ratio | 3.40 | 3.49 |
Omega Ratio | 1.44 | 1.45 |
Calmar Ratio | 5.08 | 4.43 |
Martin Ratio | 12.36 | 12.67 |
Ulcer Index | 2.52% | 2.75% |
Daily Std Dev | 12.52% | 13.21% |
Max Drawdown | -38.83% | -53.86% |
Current Drawdown | 0.00% | -4.93% |
Correlation
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.
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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.
Dividends
SGLP.L vs. BRK-B - Dividend Comparison
Neither SGLP.L nor BRK-B has paid dividends to shareholders.
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.
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.