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

TYT.L vs. EGLN.L

Last updated Jun 9, 2026

TYT.L (Toyota Motor Corp) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, TYT.L returned 20.62%/yr vs 16.09%/yr for EGLN.L. At a 0.01 correlation, their price movements are largely independent.

Performance

TYT.L vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a ¥10,000 investment in Toyota Motor Corp (TYT.L) 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

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

Returns By Period

In the year-to-date period, TYT.L achieves a -14.64% return, which is significantly lower than EGLN.L's 2.61% return. Over the past 10 years, TYT.L has outperformed EGLN.L with an annualized return of 20.62%, while EGLN.L has yielded a comparatively lower 16.09% annualized return.

TYT.L

1D
-0.96%
1M
-3.11%
YTD
-14.64%
6M
-6.39%
1Y
6.76%
3Y*
14.55%
5Y*
11.50%
10Y*
20.62%

EGLN.L

1D
-0.25%
1M
-6.08%
YTD
2.61%
6M
5.89%
1Y
43.61%
3Y*
36.25%
5Y*
27.19%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYT.L vs. EGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TYT.L
Toyota Motor Corp		-14.64%10.28%24.59%46.95%-11.53%52.81%13.02%41.94%4.76%24.27%
EGLN.L
iShares Physical Gold ETC		2.61%65.14%40.60%21.33%13.49%7.87%17.63%17.10%-4.04%9.41%

Correlation

The correlation between TYT.L and EGLN.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.01

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

0.01

Compare stocks, funds, or ETFs

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Toyota Motor Corp

iShares Physical Gold ETC

Often compared with TYT.L:
TYT.L vs. GMTYT.L vs. ANETTYT.L vs. HESAYTYT.L vs. SWPPXTYT.L vs. 000660.KSTYT.L vs. TSLATYT.L vs. AVGO
Often compared with EGLN.L:
EGLN.L vs. 4GLD.DEEGLN.L vs. XAUUSD=XEGLN.L vs. SPGP.LEGLN.L vs. GDXEGLN.L vs. VWRD.LEGLN.L vs. SGLN.LEGLN.L vs. IQQ0.DE

Return for Risk

TYT.L vs. EGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TYT.L
TYT.L Risk / Return Rank: 4848
Overall Rank
TYT.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TYT.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
TYT.L Omega Ratio Rank: 4545
Omega Ratio Rank
TYT.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
TYT.L Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) 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.

TYT.LEGLN.LDifference
Sharpe ratioReturn per unit of total volatility
0.21
1.79

-1.58

Sortino ratioReturn per unit of downside risk
0.57
2.29

-1.72

Omega ratioGain probability vs. loss probability

1.07

1.35

-0.27

Calmar ratioReturn relative to maximum drawdown

0.27

2.57

-2.31

Martin ratioReturn relative to average drawdown

0.73

6.94

-6.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TYT.L vs. EGLN.L - Sharpe Ratio Comparison

The current TYT.L Sharpe Ratio is 0.21, which is lower than the EGLN.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of TYT.L 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

TYT.LEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.79

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.53

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.98

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.50

-0.30

Drawdowns

TYT.L vs. EGLN.L - Drawdown Comparison

The maximum TYT.L drawdown since its inception was -68.61%, which is greater than EGLN.L's maximum drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for TYT.L and EGLN.L.

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Drawdown Indicators

TYT.LEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-39.87%

-28.74%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-16.87%

-8.24%

Max Drawdown (3Y)

Largest decline over 3 years

-41.67%

-16.87%

-24.80%

Max Drawdown (5Y)

Largest decline over 5 years

-41.67%

-16.87%

-24.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.67%

-17.72%

-23.95%

Current Drawdown

Current decline from peak

-25.11%

-16.87%

-8.24%

Average Drawdown

Average peak-to-trough decline

-19.77%

-16.40%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

6.27%

+2.76%

Volatility

TYT.L vs. EGLN.L - Volatility Comparison

Toyota Motor Corp (TYT.L) has a higher volatility of 8.90% compared to iShares Physical Gold ETC (EGLN.L) at 5.59%. This indicates that TYT.L'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

TYT.LEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

5.59%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

20.74%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

31.76%

24.30%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

17.74%

+17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.60%

16.36%

+15.24%

Dividends

TYT.L vs. EGLN.L - Dividend Comparison

TYT.L's dividend yield for the trailing twelve months is around 3.37%, while EGLN.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EGLN.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%0.00%0.00%
TYT.L
Toyota Motor Corp		3.37%2.83%2.70%2.51%2.69%12.11%7.85%14.24%17.17%14.55%15.27%15.01%

Frequently Asked Questions

TYT.L and EGLN.L 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.

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