BG vs PM: returns, Sharpe ratio and drawdown

Over the past year, BG returned +32.67% against +27.83% for PM. Over five years, PM averaged +15.35% a year, compared with +4.73% for BG. BG had the higher Sharpe ratio over the past year (0.91 vs 0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.26% for PM and -20.18% for BG.