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AAPL vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL achieves a 13.26% return, which is significantly higher than IAUM's 0.07% return.


AAPL

1D
-1.25%
1M
7.00%
YTD
13.26%
6M
10.45%
1Y
53.80%
3Y*
20.25%
5Y*
20.16%
10Y*
29.85%

IAUM

1D
-3.63%
1M
-8.02%
YTD
0.07%
6M
2.72%
1Y
28.61%
3Y*
29.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AAPL
Apple Inc
13.26%9.05%30.71%49.01%-26.40%30.64%
IAUM
iShares Gold Trust Micro
0.07%64.27%27.04%13.12%-0.49%3.87%

Correlation

The correlation between AAPL and IAUM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.03

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Return for Risk

AAPL vs. IAUM — Risk / Return Rank

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

AAPL
AAPL Risk / Return Rank: 8989
Overall Rank
AAPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
AAPL Omega Ratio Rank: 9090
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8787
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8787
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 3030
Overall Rank
IAUM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2828
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3333
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3030
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2727
Martin Ratio Rank
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.

AAPL vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and iShares Gold Trust Micro (IAUM). 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.


AAPLIAUMDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.43

1.22

+0.21

Calmar ratioReturn relative to maximum drawdown

3.92

1.44

+2.48

Martin ratioReturn relative to average drawdown

9.86

3.64

+6.22

AAPL vs. IAUM - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.42, which is higher than the IAUM Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of AAPL and IAUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAPLIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.08

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.11

-0.67

Drawdowns

AAPL vs. IAUM - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for AAPL and IAUM.


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Drawdown Indicators


AAPLIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-20.87%

-60.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-20.02%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-20.02%

-13.34%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

Current Drawdown

Current decline from peak

-2.49%

-20.02%

+17.53%

Average Drawdown

Average peak-to-trough decline

-29.61%

-5.32%

-24.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

7.88%

-2.41%

Volatility

AAPL vs. IAUM - Volatility Comparison

The current volatility for Apple Inc (AAPL) is 5.23%, while iShares Gold Trust Micro (IAUM) has a volatility of 5.63%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

5.63%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

23.20%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

26.56%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.45%

17.93%

+9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

17.93%

+10.96%

Dividends

AAPL vs. IAUM - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.34%, while IAUM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.34%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
IAUM
iShares Gold Trust Micro
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


AAPL and IAUM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAUM has higher volatility (5.63%) compared to AAPL (5.23%). In terms of maximum drawdown, AAPL dropped -81.80% vs IAUM's -20.87%.

AAPL currently has the higher Sharpe Ratio (2.42 vs 1.08), 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.

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