VIRT vs. SGOL

Last updated Jul 25, 2026

VIRT (Virtu Financial, Inc.) 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, VIRT returned 18.05%/yr vs 11.62%/yr for SGOL. Their 0.04 correlation means their historical movements had little consistent relationship.

Performance

VIRT vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtu Financial, Inc. (VIRT) and abrdn Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIRT achieves a 81.20% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, VIRT has outperformed SGOL with an annualized return of 18.05%, while SGOL has yielded a comparatively lower 11.62% annualized return.

VIRT

• 1D: 0.12%
• 1M: -2.15%
• 6M: 62.47%
• YTD: 81.20%
• 1Y: 38.30%
• 3Y*: 52.81%
• 5Y*: 23.17%
• 10Y*: 18.05%
• ALL TIME*: 13.40%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SGOL abrdn Physical Gold Shares ETF	$79.87M	$79.24M	$102.39M
VIRT Virtu Financial, Inc.	$75.83M	$74.91M	$74.80M

VIRT vs. SGOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIRT Virtu Financial, Inc.	81.20%	-4.24%	83.03%	4.61%	-26.51%	18.58%	64.42%	-34.86%	45.96%	21.52%
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 VIRT and SGOL is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.02
Correlation (3Y) Balances recent behavior with more history.	0.04
Correlation (5Y) Shows whether the relationship held over a longer period.	0.06
Correlation (10Y) Provides a long-term view across more market conditions.	0.05
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015	0.04

Return for Risk

VIRT vs. SGOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIRT

VIRT Risk / Return Rank: 76
VIRT Sharpe Ratio Rank: 82
VIRT Sortino Ratio Rank: 77
VIRT Omega Ratio Rank: 76
VIRT Calmar Ratio Rank: 74
VIRT Martin Ratio Rank: 71

SGOL

SGOL Risk / Return Rank: 28
SGOL Sharpe Ratio Rank: 31
SGOL Sortino Ratio Rank: 29
SGOL Omega Ratio Rank: 33
SGOL Calmar Ratio Rank: 25
SGOL Martin Ratio Rank: 24

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.

VIRT vs. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) 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.

	VIRT	SGOL	Difference
Sharpe ratio: Return per unit of total volatility	1.24	0.73	+0.52
Sortino ratio: Return per unit of downside risk	1.78	1.07	+0.71
Omega ratio: Gain probability vs. loss probability	1.22	1.15	+0.07
Calmar ratio: Return relative to maximum drawdown	1.46	0.77	+0.69
Martin ratio: Return relative to average drawdown	2.68	1.73	+0.95

VIRT vs. SGOL - Sharpe Ratio Comparison

The current VIRT Sharpe Ratio is 1.24, which is higher than the SGOL Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VIRT and SGOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIRT vs. SGOL - Drawdown Comparison

The maximum VIRT drawdown since its inception was -56.17%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for VIRT and SGOL.

Drawdown Indicators

	VIRT	SGOL	Difference
Max Drawdown Largest peak-to-trough decline	-56.17%	-45.51%	-10.66%
Max Drawdown (1Y) Largest decline over 1 year	-27.30%	-26.32%	-0.98%
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	-26.32%	-1.51%
Max Drawdown (5Y) Largest decline over 5 years	-54.52%	-26.32%	-28.20%
Max Drawdown (10Y) Largest decline over 10 years	-56.17%	-26.32%	-29.85%
Current Drawdown Current decline from peak	-10.60%	-24.94%	+14.34%
Average Drawdown Average peak-to-trough decline	-25.46%	-18.45%	-7.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.83%	11.64%	+3.19%

Volatility

VIRT vs. SGOL - Volatility Comparison

Virtu Financial, Inc. (VIRT) has a higher volatility of 14.15% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that VIRT'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.

Volatility by Period

	VIRT	SGOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.15%	6.07%	+8.08%
Volatility (6M) Calculated over the trailing 6-month period	27.24%	23.69%	+3.55%
Volatility (1Y) Calculated over the trailing 1-year period	32.11%	27.79%	+4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.78%	18.34%	+14.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.06%	16.08%	+19.98%

Dividends

VIRT vs. SGOL - Dividend Comparison

VIRT's dividend yield for the trailing twelve months is around 1.61%, while SGOL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGOL abrdn Physical Gold Shares ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIRT Virtu Financial, Inc.	1.61%	2.88%	2.69%	4.74%	4.70%	3.33%	3.81%	6.00%	3.73%	5.25%	6.02%	2.12%

Frequently Asked Questions

Can I hold both VIRT and SGOL in my portfolio?

VIRT and SGOL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIRT or SGOL?

VIRT has higher volatility (14.15%) compared to SGOL (6.07%). In terms of maximum drawdown, VIRT dropped -56.17% vs SGOL's -45.51%.

Which has better risk-adjusted returns?

VIRT currently has the higher Sharpe Ratio (1.24 vs 0.73), 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.