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ABNB vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABNB vs. IAU - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with ABNB having a -2.53% return and IAU slightly higher at -2.44%.


ABNB

1D
1.08%
1M
-0.52%
YTD
-2.53%
6M
3.03%
1Y
-4.70%
3Y*
1.93%
5Y*
-2.28%
10Y*

IAU

1D
0.08%
1M
-9.54%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNB vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ABNB
Airbnb, Inc.
-2.53%3.28%-3.47%59.23%-48.65%13.41%0.55%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%3.30%

Correlation

The correlation between ABNB and IAU is 0.03, 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

0.03

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

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.03

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Return for Risk

ABNB vs. IAU — Risk / Return Rank

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

ABNB
ABNB Risk / Return Rank: 3434
Overall Rank
ABNB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ABNB Sortino Ratio Rank: 3131
Sortino Ratio Rank
ABNB Omega Ratio Rank: 3131
Omega Ratio Rank
ABNB Calmar Ratio Rank: 3636
Calmar Ratio Rank
ABNB Martin Ratio Rank: 3535
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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.

ABNB vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbnb, Inc. (ABNB) 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.

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.


ABNBIAUDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.00

1.19

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.22

0.99

-1.21

Martin ratioReturn relative to average drawdown

-0.47

2.83

-3.30

ABNB vs. IAU - Sharpe Ratio Comparison

The current ABNB Sharpe Ratio is -0.16, which is lower than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ABNB 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.


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Drawdowns

ABNB vs. IAU - Drawdown Comparison

The maximum ABNB drawdown since its inception was -61.96%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for ABNB and IAU.


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Drawdown Indicators


ABNBIAUDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-45.14%

-16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-24.40%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-37.16%

-24.40%

-12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-60.19%

-24.40%

-35.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-39.00%

-22.03%

-16.97%

Average Drawdown

Average peak-to-trough decline

-36.12%

-15.97%

-20.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.06%

8.47%

+1.59%

Volatility

ABNB vs. IAU - Volatility Comparison

Airbnb, Inc. (ABNB) and iShares Gold Trust (IAU) have volatilities of 7.64% and 7.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABNBIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

7.70%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

23.94%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

27.17%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.76%

18.16%

+25.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.93%

16.02%

+29.91%

Dividends

ABNB vs. IAU - Dividend Comparison

Neither ABNB nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ABNB and IAU have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (7.70%) compared to ABNB (7.64%). In terms of maximum drawdown, ABNB dropped -61.96% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.16), 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.

Portfolio Optimizer

Find the right allocation for ABNB and IAU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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