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SMCI vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCI vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMCI is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMCI achieves a 50.29% return, which is significantly higher than EGLN.L's 0.45% return. Over the past 10 years, SMCI has outperformed EGLN.L with an annualized return of 32.81%, while EGLN.L has yielded a comparatively lower 11.49% annualized return.


SMCI

1D
5.64%
1M
24.37%
YTD
50.29%
6M
24.37%
1Y
5.87%
3Y*
18.91%
5Y*
64.69%
10Y*
32.81%

EGLN.L

1D
-0.22%
1M
-8.17%
YTD
0.45%
6M
3.04%
1Y
29.80%
3Y*
30.05%
5Y*
17.89%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCI vs. EGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMCI
Super Micro Computer, Inc.
50.29%-3.97%7.23%246.24%86.80%38.82%31.81%74.06%-34.07%-25.38%
EGLN.L
iShares Physical Gold ETC
0.45%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between SMCI and EGLN.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.02

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Return for Risk

SMCI vs. EGLN.L — Risk / Return Rank

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

SMCI
SMCI Risk / Return Rank: 4646
Overall Rank
SMCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SMCI Omega Ratio Rank: 4949
Omega Ratio Rank
SMCI Calmar Ratio Rank: 4444
Calmar Ratio Rank
SMCI Martin Ratio Rank: 4444
Martin Ratio Rank

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMCI vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and iShares Physical Gold ETC (EGLN.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.


SMCIEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.09

1.24

-0.14

Calmar ratioReturn relative to maximum drawdown

0.09

1.62

-1.53

Martin ratioReturn relative to average drawdown

0.15

4.27

-4.12

SMCI vs. EGLN.L - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is 0.07, which is lower than the EGLN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SMCI and EGLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMCIEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.21

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.98

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.67

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.24

+0.12

Drawdowns

SMCI vs. EGLN.L - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, which is greater than EGLN.L's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for SMCI and EGLN.L.


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Drawdown Indicators


SMCIEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.84%

-59.11%

-25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-66.18%

-18.36%

-47.82%

Max Drawdown (3Y)

Largest decline over 3 years

-84.84%

-18.36%

-66.48%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

-21.26%

-63.58%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

-26.49%

-58.35%

Current Drawdown

Current decline from peak

-62.97%

-18.36%

-44.61%

Average Drawdown

Average peak-to-trough decline

-31.96%

-33.86%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.91%

6.96%

+31.95%

Volatility

SMCI vs. EGLN.L - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 26.36% compared to iShares Physical Gold ETC (EGLN.L) at 5.88%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCIEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.36%

5.88%

+20.48%

Volatility (6M)

Calculated over the trailing 6-month period

67.65%

21.15%

+46.50%

Volatility (1Y)

Calculated over the trailing 1-year period

79.63%

24.47%

+55.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.44%

18.32%

+67.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.55%

17.05%

+53.50%

Dividends

SMCI vs. EGLN.L - Dividend Comparison

Neither SMCI nor EGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMCI and EGLN.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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