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SGLP.L vs. SSLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SGLP.LSSLN.L
YTD Return18.57%24.85%
1Y Return18.00%13.21%
3Y Return (Ann)14.73%8.70%
5Y Return (Ann)14.13%14.96%
10Y Return (Ann)9.23%6.87%
Sharpe Ratio1.570.58
Daily Std Dev11.48%22.65%
Max Drawdown-38.83%-69.95%
Current Drawdown0.00%-24.90%

Correlation

0.73
-1.001.00

The correlation between SGLP.L and SSLN.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SGLP.L vs. SSLN.L - Performance Comparison

In the year-to-date period, SGLP.L achieves a 18.57% return, which is significantly lower than SSLN.L's 24.85% return. Over the past 10 years, SGLP.L has outperformed SSLN.L with an annualized return of 9.23%, while SSLN.L has yielded a comparatively lower 6.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
25.61%
29.23%
SGLP.L
SSLN.L

Compare stocks, funds, or ETFs


Invesco Physical Gold A

iShares Physical Silver ETC

SGLP.L vs. SSLN.L - Expense Ratio Comparison

SGLP.L has a 0.12% expense ratio, which is lower than SSLN.L's 0.20% expense ratio.

SSLN.L
iShares Physical Silver ETC
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SGLP.L vs. SSLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and iShares Physical Silver ETC (SSLN.L). 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 Sharpe ratio of SGLP.L compared to the broader market0.002.004.001.46
Sortino ratio
The Sortino ratio of SGLP.L compared to the broader market-2.000.002.004.006.008.0010.002.27
Omega ratio
The Omega ratio of SGLP.L compared to the broader market1.001.502.002.501.27
Calmar ratio
The Calmar ratio of SGLP.L compared to the broader market0.002.004.006.008.0010.0012.001.55
Martin ratio
The Martin ratio of SGLP.L compared to the broader market0.0020.0040.0060.0080.004.12
SSLN.L
Sharpe ratio
The Sharpe ratio of SSLN.L compared to the broader market0.002.004.000.55
Sortino ratio
The Sortino ratio of SSLN.L compared to the broader market-2.000.002.004.006.008.0010.000.99
Omega ratio
The Omega ratio of SSLN.L compared to the broader market1.001.502.002.501.11
Calmar ratio
The Calmar ratio of SSLN.L compared to the broader market0.002.004.006.008.0010.0012.000.30
Martin ratio
The Martin ratio of SSLN.L compared to the broader market0.0020.0040.0060.0080.001.39

SGLP.L vs. SSLN.L - Sharpe Ratio Comparison

The current SGLP.L Sharpe Ratio is 1.46, which is higher than the SSLN.L Sharpe Ratio of 0.55. The chart below compares the 12-month rolling Sharpe Ratio of SGLP.L and SSLN.L.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.46
0.55
SGLP.L
SSLN.L

Dividends

SGLP.L vs. SSLN.L - Dividend Comparison

Neither SGLP.L nor SSLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGLP.L vs. SSLN.L - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -38.83%, smaller than the maximum SSLN.L drawdown of -69.95%. The drawdown chart below compares losses from any high point along the way for SGLP.L and SSLN.L


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril0
-23.51%
SGLP.L
SSLN.L

Volatility

SGLP.L vs. SSLN.L - Volatility Comparison

The current volatility for Invesco Physical Gold A (SGLP.L) is 4.51%, while iShares Physical Silver ETC (SSLN.L) has a volatility of 7.92%. This indicates that SGLP.L experiences smaller price fluctuations and is considered to be less risky than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.51%
7.92%
SGLP.L
SSLN.L