TSUKY vs. SGOL
TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock, while SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt). Over the past 10 years, TSUKY returned 8.42%/yr vs 11.62%/yr for SGOL. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
TSUKY vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, TSUKY achieves a -1.19% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, TSUKY has underperformed SGOL with an annualized return of 8.42%, while SGOL has yielded a comparatively higher 11.62% annualized return.
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%
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%
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 |
TSUKY vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between TSUKY and SGOL 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
TSUKY vs. SGOL — Risk / Return Rank
TSUKY
SGOL
TSUKY vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) and abrdn Physical Gold Shares ETF (SGOL). 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.
| TSUKY | SGOL | 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 | 1.05 | 1.15 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.77 | -1.01 |
| Martin ratioReturn relative to average drawdown | -0.42 | 1.73 | -2.15 |
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Drawdowns
TSUKY vs. SGOL - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for TSUKY and SGOL.
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Drawdown Indicators
| TSUKY | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -45.51% | -9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -26.32% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -26.32% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -26.32% | -13.75% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | -26.32% | -28.49% |
Current DrawdownCurrent decline from peak | -20.57% | -24.94% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -18.45% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.78% | 11.64% | +4.14% |
Volatility
TSUKY vs. SGOL - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 13.97% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that TSUKY's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSUKY | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.97% | 6.07% | +7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 42.21% | 23.69% | +18.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.93% | 27.79% | +42.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.27% | 18.34% | +39.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 16.08% | +61.89% |
Dividends
TSUKY vs. SGOL - Dividend Comparison
Neither TSUKY nor SGOL 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
TSUKY and SGOL 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, TSUKY dropped -54.81% vs SGOL's -45.51%.
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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