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

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.


-0.50.00.51.0-0.0

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.60%
2.54%
SGLP.L
BRK-B

Key characteristics

Sharpe Ratio

SGLP.L:

2.64

BRK-B:

1.64

Sortino Ratio

SGLP.L:

3.59

BRK-B:

2.33

Omega Ratio

SGLP.L:

1.48

BRK-B:

1.30

Calmar Ratio

SGLP.L:

5.91

BRK-B:

2.85

Martin Ratio

SGLP.L:

13.64

BRK-B:

6.93

Ulcer Index

SGLP.L:

2.66%

BRK-B:

3.44%

Daily Std Dev

SGLP.L:

13.68%

BRK-B:

14.60%

Max Drawdown

SGLP.L:

-38.83%

BRK-B:

-53.86%

Current Drawdown

SGLP.L:

-0.60%

BRK-B:

-6.84%

Returns By Period

In the year-to-date period, SGLP.L achieves a 5.27% return, which is significantly higher than BRK-B's -0.72% return. Over the past 10 years, SGLP.L has underperformed BRK-B with an annualized return of 9.75%, while BRK-B has yielded a comparatively higher 11.71% annualized return.


SGLP.L

YTD

5.27%

1M

3.95%

6M

15.28%

1Y

35.70%

5Y*

12.90%

10Y*

9.75%

BRK-B

YTD

-0.72%

1M

-1.72%

6M

2.54%

1Y

23.76%

5Y*

14.46%

10Y*

11.71%

*Annualized

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Risk-Adjusted Performance

SGLP.L vs. BRK-B — Risk-Adjusted Performance Rank

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

SGLP.L
The Risk-Adjusted Performance Rank of SGLP.L is 9494
Overall Rank
The Sharpe Ratio Rank of SGLP.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLP.L is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SGLP.L is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SGLP.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SGLP.L is 8888
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SGLP.L, currently valued at 2.24, compared to the broader market0.002.004.002.241.54
The chart of Sortino ratio for SGLP.L, currently valued at 2.91, compared to the broader market-2.000.002.004.006.008.0010.0012.002.912.21
The chart of Omega ratio for SGLP.L, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.28
The chart of Calmar ratio for SGLP.L, currently valued at 4.18, compared to the broader market0.005.0010.0015.004.182.66
The chart of Martin ratio for SGLP.L, currently valued at 11.12, compared to the broader market0.0020.0040.0060.0080.00100.0011.126.40
SGLP.L
BRK-B

The current SGLP.L Sharpe Ratio is 2.64, which is higher than the BRK-B Sharpe Ratio of 1.64. 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 Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.24
1.54
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%AugustSeptemberOctoberNovemberDecember2025
-3.62%
-6.84%
SGLP.L
BRK-B

Volatility

SGLP.L vs. BRK-B - Volatility Comparison

The current volatility for Invesco Physical Gold A (SGLP.L) is 3.55%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.93%. 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.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.55%
3.93%
SGLP.L
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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