UNH vs. SGLN.L
UNH (UnitedHealth Group Incorporated) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, UNH returned 13.15%/yr vs 12.93%/yr for SGLN.L. At a 0.03 correlation, their price movements are largely independent.
Performance
UNH vs. SGLN.L - Performance Comparison
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Different Trading Currencies
UNH is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, UNH achieves a 24.12% return, which is significantly higher than SGLN.L's 0.50% return. Both investments have delivered pretty close results over the past 10 years, with UNH having a 13.15% annualized return and SGLN.L not far behind at 12.93%.
UNH
- 1D
- 1.78%
- 1M
- 7.00%
- YTD
- 24.12%
- 6M
- 26.61%
- 1Y
- 37.87%
- 3Y*
- -4.40%
- 5Y*
- 2.00%
- 10Y*
- 13.15%
SGLN.L
- 1D
- 0.00%
- 1M
- -7.99%
- YTD
- 0.50%
- 6M
- 3.21%
- 1Y
- 29.88%
- 3Y*
- 30.09%
- 5Y*
- 17.90%
- 10Y*
- 12.93%
UNH vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNH UnitedHealth Group Incorporated | 24.12% | -33.14% | -2.41% | 0.80% | 6.94% | 45.20% | 21.25% | 20.00% | 14.52% | 39.83% |
SGLN.L iShares Physical Gold ETC | 0.49% | 65.25% | 26.06% | 12.89% | -0.12% | -3.71% | 23.60% | 19.23% | -1.55% | 11.36% |
Correlation
The correlation between UNH and SGLN.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
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 | 0.03 |
The correlation between UNH and SGLN.L shifts across timeframes, from 0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UNH vs. SGLN.L — Risk / Return Rank
UNH
SGLN.L
UNH vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) 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.
| UNH | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.61 | -0.30 |
| Martin ratioReturn relative to average drawdown | 2.88 | 4.24 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UNH | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.22 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.79 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.69 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.18 | +0.46 |
Drawdowns
UNH vs. SGLN.L - Drawdown Comparison
The maximum UNH drawdown since its inception was -74.37%, which is greater than SGLN.L's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for UNH and SGLN.L.
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Drawdown Indicators
| UNH | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.37% | -56.74% | -17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -28.96% | -18.44% | -10.52% |
Max Drawdown (3Y)Largest decline over 3 years | -61.39% | -19.67% | -41.72% |
Max Drawdown (5Y)Largest decline over 5 years | -61.39% | -21.27% | -40.12% |
Max Drawdown (10Y)Largest decline over 10 years | -61.39% | -21.27% | -40.12% |
Current DrawdownCurrent decline from peak | -32.60% | -18.44% | -14.16% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -33.03% | +18.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.19% | 7.02% | +6.17% |
Volatility
UNH vs. SGLN.L - Volatility Comparison
UnitedHealth Group Incorporated (UNH) has a higher volatility of 8.29% compared to iShares Physical Gold ETC (SGLN.L) at 5.64%. This indicates that UNH'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
| UNH | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 5.64% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 30.87% | 21.23% | +9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.17% | 24.49% | +15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.87% | 22.63% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 18.77% | +11.42% |
Dividends
UNH vs. SGLN.L - Dividend Comparison
UNH's dividend yield for the trailing twelve months is around 2.17%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 2.17% | 2.64% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% |
Frequently Asked Questions
UNH and SGLN.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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