SGOL vs. TSUKY
SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt), while TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock. Over the past 10 years, SGOL returned 11.62%/yr vs 8.42%/yr for TSUKY. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
SGOL vs. TSUKY - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a -6.06% return, which is significantly lower than TSUKY's -1.19% return. Over the past 10 years, SGOL has outperformed TSUKY with an annualized return of 11.62%, while TSUKY has yielded a comparatively lower 8.42% annualized return.
SGOL
- 1D
- 0.08%
- 1M
- 0.65%
- 6M
- -18.71%
- YTD
- -6.06%
- 1Y
- 21.20%
- 3Y*
- 27.11%
- 5Y*
- 17.42%
- 10Y*
- 11.62%
- ALL TIME*
- 8.34%
TSUKY
- 1D
- 3.09%
- 1M
- 5.54%
- 6M
- -6.50%
- YTD
- -1.19%
- 1Y
- -7.48%
- 3Y*
- 15.64%
- 5Y*
- 12.26%
- 10Y*
- 8.42%
- ALL TIME*
- 7.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.87M | $79.24M | $102.39M | |
| $607.48K | $411.96K | $383.08K |
SGOL vs. TSUKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | -6.06% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
TSUKY Toyo Suisan Kaisha Ltd ADR | -1.19% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | 12.86% | 22.46% | -17.20% | 17.57% |
Correlation
The correlation between SGOL and TSUKY is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.04 |
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Return for Risk
SGOL vs. TSUKY — Risk / Return Rank
SGOL
TSUKY
SGOL vs. TSUKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and Toyo Suisan Kaisha Ltd ADR (TSUKY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGOL | TSUKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.05 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.24 | +1.01 |
| Martin ratioReturn relative to average drawdown | 1.73 | -0.42 | +2.15 |
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Drawdowns
SGOL vs. TSUKY - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum TSUKY drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for SGOL and TSUKY.
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Drawdown Indicators
| SGOL | TSUKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -54.81% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -26.32% | -27.60% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -30.78% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.32% | -40.07% | +13.75% |
Max Drawdown (10Y)Largest decline over 10 years | -26.32% | -54.81% | +28.49% |
Current DrawdownCurrent decline from peak | -24.94% | -20.57% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -18.45% | -19.62% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 15.78% | -4.14% |
Volatility
SGOL vs. TSUKY - Volatility Comparison
The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 6.07%, while Toyo Suisan Kaisha Ltd ADR (TSUKY) has a volatility of 13.97%. This indicates that SGOL experiences smaller price fluctuations and is considered to be less risky than TSUKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOL | TSUKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 13.97% | -7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 23.69% | 42.21% | -18.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.79% | 69.93% | -42.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 58.27% | -39.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 77.97% | -61.89% |
Dividends
SGOL vs. TSUKY - Dividend Comparison
Neither SGOL nor TSUKY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% |
Frequently Asked Questions
SGOL and TSUKY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (13.97%) compared to SGOL (6.07%). In terms of maximum drawdown, SGOL dropped -45.51% vs TSUKY's -54.81%.
SGOL currently has the higher Sharpe Ratio (0.73 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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