138930.KS vs. IAU

Last updated Jun 5, 2026

138930.KS (BNK Financial Group Inc) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, 138930.KS returned 13.01%/yr vs 16.66%/yr for IAU. At a correlation of -0.07, they often move in opposite directions.

Performance

138930.KS vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in BNK Financial Group Inc (138930.KS) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

138930.KS is traded in KRW, while IAU is traded in USD. To make them comparable, the IAU values have been converted to KRW using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with 138930.KS having a 11.71% return and IAU slightly lower at 11.35%. Over the past 10 years, 138930.KS has underperformed IAU with an annualized return of 13.01%, while IAU has yielded a comparatively higher 16.66% annualized return.

138930.KS

• 1D: 0.58%
• 1M: -4.27%
• YTD: 11.71%
• 6M: 14.30%
• 1Y: 60.97%
• 3Y*: 44.72%
• 5Y*: 24.82%
• 10Y*: 13.01%

IAU

• 1D: 1.69%
• 1M: 2.00%
• YTD: 11.35%
• 6M: 11.66%
• 1Y: 51.87%
• 3Y*: 39.18%
• 5Y*: 26.60%
• 10Y*: 16.66%

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

138930.KS vs. IAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
138930.KS BNK Financial Group Inc	11.71%	64.03%	56.12%	11.50%	-15.31%	57.77%	-21.71%	9.58%	-18.99%	11.20%
IAU iShares Gold Trust	11.35%	60.18%	44.63%	16.05%	4.99%	5.18%	17.69%	22.46%	2.48%	-0.24%

Correlation

The correlation between 138930.KS and IAU is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007	-0.07

The correlation between 138930.KS and IAU shifts across timeframes, from -0.07 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

138930.KS vs. IAU — Risk / Return Rank

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

138930.KS

138930.KS Risk / Return Rank: 82
138930.KS Sharpe Ratio Rank: 87
138930.KS Sortino Ratio Rank: 84
138930.KS Omega Ratio Rank: 83
138930.KS Calmar Ratio Rank: 80
138930.KS Martin Ratio Rank: 78

IAU

IAU Risk / Return Rank: 34
IAU Sharpe Ratio Rank: 35
IAU Sortino Ratio Rank: 32
IAU Omega Ratio Rank: 39
IAU Calmar Ratio Rank: 35
IAU Martin Ratio Rank: 29

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.

138930.KS vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNK Financial Group Inc (138930.KS) and iShares Gold Trust (IAU). 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.

	138930.KS	IAU	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.97	-0.02
Sortino ratio: Return per unit of downside risk	2.56	2.38	+0.18
Omega ratio: Gain probability vs. loss probability	1.34	1.36	-0.02
Calmar ratio: Return relative to maximum drawdown	2.63	3.22	-0.60
Martin ratio: Return relative to average drawdown	5.87	8.25	-2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

138930.KS vs. IAU - Sharpe Ratio Comparison

The current 138930.KS Sharpe Ratio is 1.95, which is comparable to the IAU Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of 138930.KS and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	138930.KS	IAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.97	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	1.56	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	1.06	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.69	-0.55

Drawdowns

138930.KS vs. IAU - Drawdown Comparison

The maximum 138930.KS drawdown since its inception was -92.26%, which is greater than IAU's maximum drawdown of -41.49%. Use the drawdown chart below to compare losses from any high point for 138930.KS and IAU.

Drawdown Indicators

	138930.KS	IAU	Difference
Max Drawdown Largest peak-to-trough decline	-92.26%	-41.49%	-50.77%
Max Drawdown (1Y) Largest decline over 1 year	-24.32%	-15.69%	-8.63%
Max Drawdown (3Y) Largest decline over 3 years	-24.32%	-15.69%	-8.63%
Max Drawdown (5Y) Largest decline over 5 years	-32.51%	-15.69%	-16.82%
Max Drawdown (10Y) Largest decline over 10 years	-64.65%	-22.13%	-42.52%
Current Drawdown Current decline from peak	-21.73%	-10.79%	-10.94%
Average Drawdown Average peak-to-trough decline	-33.85%	-16.41%	-17.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.68%	6.12%	+4.56%

Volatility

138930.KS vs. IAU - Volatility Comparison

BNK Financial Group Inc (138930.KS) has a higher volatility of 7.97% compared to iShares Gold Trust (IAU) at 4.82%. This indicates that 138930.KS's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	138930.KS	IAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	4.82%	+3.15%
Volatility (6M) Calculated over the trailing 6-month period	25.60%	21.91%	+3.69%
Volatility (1Y) Calculated over the trailing 1-year period	33.01%	25.70%	+7.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.58%	17.11%	+9.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.36%	15.78%	+10.58%

Dividends

138930.KS vs. IAU - Dividend Comparison

138930.KS's dividend yield for the trailing twelve months is around 4.43%, while IAU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
138930.KS BNK Financial Group Inc	4.43%	5.10%	5.90%	1.40%	9.62%	6.67%	5.63%	4.70%	4.09%	2.44%	2.65%	1.78%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 138930.KS and IAU in my portfolio?

138930.KS and IAU have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.