TSCO.L vs. SGLN.L
TSCO.L (Tesco PLC) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, TSCO.L returned 15.99%/yr vs 13.01%/yr for SGLN.L. At a correlation of -0.01, they often move in opposite directions.
Performance
TSCO.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, TSCO.L achieves a 9.36% return, which is significantly higher than SGLN.L's -1.83% return. Over the past 10 years, TSCO.L has outperformed SGLN.L with an annualized return of 15.99%, while SGLN.L has yielded a comparatively lower 13.01% annualized return.
TSCO.L
- 1D
- 0.87%
- 1M
- 4.53%
- YTD
- 9.36%
- 6M
- 9.61%
- 1Y
- 24.71%
- 3Y*
- 26.28%
- 5Y*
- 19.99%
- 10Y*
- 15.99%
SGLN.L
- 1D
- 2.90%
- 1M
- -9.40%
- YTD
- -1.83%
- 6M
- -1.90%
- 1Y
- 25.94%
- 3Y*
- 26.65%
- 5Y*
- 18.64%
- 10Y*
- 13.01%
TSCO.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCO.L Tesco PLC | 9.36% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
SGLN.L iShares Physical Gold ETC | -1.83% | 53.66% | 28.20% | 7.24% | 11.84% | -2.82% | 19.93% | 14.63% | 4.36% | 1.68% |
Correlation
The correlation between TSCO.L and SGLN.L is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.01 |
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Return for Risk
TSCO.L vs. SGLN.L — Risk / Return Rank
TSCO.L
SGLN.L
TSCO.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.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.
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.
| TSCO.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.13 | +0.75 |
| Martin ratioReturn relative to average drawdown | 4.60 | 3.51 | +1.09 |
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Drawdowns
TSCO.L vs. SGLN.L - Drawdown Comparison
The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than SGLN.L's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for TSCO.L and SGLN.L.
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Drawdown Indicators
| TSCO.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.40% | -53.23% | -10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -22.87% | +9.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -22.87% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.40% | -22.87% | -9.53% |
Max Drawdown (10Y)Largest decline over 10 years | -32.40% | -22.87% | -9.53% |
Current DrawdownCurrent decline from peak | -3.60% | -20.64% | +17.04% |
Average DrawdownAverage peak-to-trough decline | -23.62% | -24.70% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 7.37% | -2.01% |
Volatility
TSCO.L vs. SGLN.L - Volatility Comparison
Tesco PLC (TSCO.L) has a higher volatility of 7.05% compared to iShares Physical Gold ETC (SGLN.L) at 6.68%. This indicates that TSCO.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.
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Volatility by Period
| TSCO.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 6.68% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.16% | 20.78% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 23.82% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.28% | 21.84% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.53% | 18.84% | +3.69% |
Dividends
TSCO.L vs. SGLN.L - Dividend Comparison
TSCO.L's dividend yield for the trailing twelve months is around 3.07%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSCO.L Tesco PLC | 3.07% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
Frequently Asked Questions
TSCO.L and SGLN.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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