https://www.cnet.com/news/lego-bricks-outshine-gold-bars-as-investments-report-says/

"Lego returns are not exposed to market, value, momentum and volatility risk factors, but have an almost unit exposure to the size factor," the report said. "A low exposure to standard risk factors make the Lego toy an attractive alternative investment with a good diversification potential."

It's interesting to note that some of the most expensive Lego sets sold since 2014 have reached six figures.