SGOL vs. HMY
Compare and contrast key facts about abrdn Physical Gold Shares ETF (SGOL) and Harmony Gold Mining Company Limited (HMY).
SGOL is a passively managed fund by abrdn that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009.
Performance
SGOL vs. HMY - Performance Comparison
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SGOL vs. HMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 10.52% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
HMY Harmony Gold Mining Company Limited | -18.79% | 145.47% | 35.39% | 82.51% | -16.42% | -10.25% | 28.93% | 102.79% | -4.28% | -12.94% |
Returns By Period
In the year-to-date period, SGOL achieves a 10.52% return, which is significantly higher than HMY's -18.79% return. Over the past 10 years, SGOL has underperformed HMY with an annualized return of 14.31%, while HMY has yielded a comparatively higher 17.04% annualized return.
SGOL
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.52%
- 6M
- 23.14%
- 1Y
- 52.61%
- 3Y*
- 34.00%
- 5Y*
- 22.26%
- 10Y*
- 14.31%
HMY
- 1D
- 5.14%
- 1M
- -28.31%
- YTD
- -18.79%
- 6M
- -11.93%
- 1Y
- 8.38%
- 3Y*
- 59.85%
- 5Y*
- 28.84%
- 10Y*
- 17.04%
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Return for Risk
SGOL vs. HMY — Risk / Return Rank
SGOL
HMY
SGOL vs. HMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Harmony Gold Mining Company Limited (HMY). 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.
| SGOL | HMY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.13 | +1.79 |
Sortino ratioReturn per unit of downside risk | 2.35 | 0.64 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.08 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 0.22 | +2.51 |
Martin ratioReturn relative to average drawdown | 10.00 | 0.57 | +9.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGOL | HMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.13 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.50 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.28 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.05 | +0.53 |
Correlation
The correlation between SGOL and HMY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SGOL vs. HMY - Dividend Comparison
SGOL has not paid dividends to shareholders, while HMY's dividend yield for the trailing twelve months is around 1.32%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HMY Harmony Gold Mining Company Limited | 1.32% | 1.07% | 1.59% | 0.66% | 1.14% | 2.23% | 0.00% | 0.00% | 0.00% | 3.13% | 1.37% |
Drawdowns
SGOL vs. HMY - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum HMY drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for SGOL and HMY.
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Drawdown Indicators
| SGOL | HMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -97.04% | +51.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -48.85% | +29.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -63.78% | +42.86% |
Max Drawdown (10Y)Largest decline over 10 years | -21.56% | -71.05% | +49.49% |
Current DrawdownCurrent decline from peak | -11.69% | -37.94% | +26.25% |
Average DrawdownAverage peak-to-trough decline | -18.46% | -52.87% | +34.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 19.09% | -13.87% |
Volatility
SGOL vs. HMY - Volatility Comparison
The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 10.39%, while Harmony Gold Mining Company Limited (HMY) has a volatility of 23.03%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than HMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | HMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.39% | 23.03% | -12.64% |
Volatility (6M)Calculated over the trailing 6-month period | 24.05% | 48.78% | -24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 66.46% | -38.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 58.21% | -40.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 61.54% | -45.70% |