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TNOW.L vs. SGLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TNOW.LSGLN.L
YTD Return30.89%25.19%
1Y Return43.09%27.78%
3Y Return (Ann)12.12%13.44%
5Y Return (Ann)22.19%12.12%
10Y Return (Ann)19.44%10.26%
Sharpe Ratio2.072.19
Sortino Ratio2.732.96
Omega Ratio1.361.39
Calmar Ratio2.824.56
Martin Ratio9.5711.23
Ulcer Index4.40%2.50%
Daily Std Dev20.27%12.81%
Max Drawdown-36.17%-41.71%
Current Drawdown-0.74%-5.12%

Correlation

-0.50.00.51.0-0.0

The correlation between TNOW.L and SGLN.L is -0.04. 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.

Performance

TNOW.L vs. SGLN.L - Performance Comparison

In the year-to-date period, TNOW.L achieves a 30.89% return, which is significantly higher than SGLN.L's 25.19% return. Over the past 10 years, TNOW.L has outperformed SGLN.L with an annualized return of 19.44%, while SGLN.L has yielded a comparatively lower 10.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.36%
12.03%
TNOW.L
SGLN.L

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TNOW.L vs. SGLN.L - Expense Ratio Comparison


TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
Expense ratio chart for TNOW.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

TNOW.L vs. SGLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and iShares Physical Gold ETC (SGLN.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.


TNOW.L
Sharpe ratio
The chart of Sharpe ratio for TNOW.L, currently valued at 2.07, compared to the broader market-2.000.002.004.006.002.07
Sortino ratio
The chart of Sortino ratio for TNOW.L, currently valued at 2.73, compared to the broader market0.005.0010.002.73
Omega ratio
The chart of Omega ratio for TNOW.L, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for TNOW.L, currently valued at 2.82, compared to the broader market0.005.0010.0015.002.82
Martin ratio
The chart of Martin ratio for TNOW.L, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.009.57
SGLN.L
Sharpe ratio
The chart of Sharpe ratio for SGLN.L, currently valued at 2.42, compared to the broader market-2.000.002.004.006.002.42
Sortino ratio
The chart of Sortino ratio for SGLN.L, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for SGLN.L, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for SGLN.L, currently valued at 5.91, compared to the broader market0.005.0010.0015.005.91
Martin ratio
The chart of Martin ratio for SGLN.L, currently valued at 15.42, compared to the broader market0.0020.0040.0060.0080.00100.0015.42

TNOW.L vs. SGLN.L - Sharpe Ratio Comparison

The current TNOW.L Sharpe Ratio is 2.07, which is comparable to the SGLN.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TNOW.L and SGLN.L, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.07
2.42
TNOW.L
SGLN.L

Dividends

TNOW.L vs. SGLN.L - Dividend Comparison

Neither TNOW.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TNOW.L vs. SGLN.L - Drawdown Comparison

The maximum TNOW.L drawdown since its inception was -36.17%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for TNOW.L and SGLN.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.74%
-5.80%
TNOW.L
SGLN.L

Volatility

TNOW.L vs. SGLN.L - Volatility Comparison

Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) has a higher volatility of 5.74% compared to iShares Physical Gold ETC (SGLN.L) at 4.83%. This indicates that TNOW.L's price experiences larger fluctuations and is considered to be riskier than SGLN.L 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%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
4.83%
TNOW.L
SGLN.L