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ADP vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ADP vs. IAU

Last updated Jun 13, 2026

ADP (Automatic Data Processing, Inc.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, ADP returned 12.40%/yr vs 12.31%/yr for IAU. At a correlation of -0.01, they often move in opposite directions.

Performance

ADP vs. IAU - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADP achieves a -10.66% return, which is significantly lower than IAU's -2.44% return. Both investments have delivered pretty close results over the past 10 years, with ADP having a 12.40% annualized return and IAU not far behind at 12.31%.

ADP

1D
0.96%
1M
6.27%
YTD
-10.66%
6M
-13.64%
1Y
-24.22%
3Y*
3.25%
5Y*
4.80%
10Y*
12.40%

IAU

1D
0.08%
1M
-7.39%
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)

ADP vs. IAU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ADP
Automatic Data Processing, Inc.		-10.66%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%
IAU
iShares Gold Trust		-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between ADP and IAU is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.16

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

-0.02

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

-0.01

The correlation between ADP and IAU shifts across timeframes, from -0.16 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Automatic Data Processing, Inc.

iShares Gold Trust

Often compared with ADP:
ADP vs. PAYXADP vs. PAYCADP vs. VOOADP vs. WDAYADP vs. SAPADP vs. ^GSPCADP vs. SCHD
Often compared with IAU:
IAU vs. GLDIAU vs. GLDMIAU vs. IAUMIAU vs. SGOLIAU vs. GDXIAU vs. VOOIAU vs. PHYS

Return for Risk

ADP vs. IAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADP
ADP Risk / Return Rank: 1111
Overall Rank
ADP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 77
Sortino Ratio Rank
ADP Omega Ratio Rank: 88
Omega Ratio Rank
ADP Calmar Ratio Rank: 1919
Calmar Ratio Rank
ADP Martin Ratio Rank: 1616
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.

ADP vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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.

ADPIAUDifference
Sharpe ratioReturn per unit of total volatility
-1.02
0.89

-1.90

Sortino ratioReturn per unit of downside risk
-1.41
1.25

-2.66

Omega ratioGain probability vs. loss probability

0.83

1.19

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.65

0.99

-1.63

Martin ratioReturn relative to average drawdown

-1.21

2.83

-4.04

ADP vs. IAU - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is -1.02, which is lower than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ADP 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

ADP vs. IAU - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.51%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for ADP and IAU.

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Drawdown Indicators

ADPIAUDifference

Max Drawdown

Largest peak-to-trough decline

-59.51%

-45.14%

-14.37%

Max Drawdown (1Y)

Largest decline over 1 year

-38.16%

-24.40%

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-40.78%

-24.40%

-16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.78%

-24.40%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

-24.40%

-16.38%

Current Drawdown

Current decline from peak

-28.50%

-22.03%

-6.47%

Average Drawdown

Average peak-to-trough decline

-12.59%

-15.97%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.40%

8.47%

+11.93%

Volatility

ADP vs. IAU - Volatility Comparison

Automatic Data Processing, Inc. (ADP) has a higher volatility of 9.18% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that ADP'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.

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Volatility by Period

ADPIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

7.70%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

23.94%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.29%

27.17%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

18.16%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

16.02%

+8.47%

Dividends

ADP vs. IAU - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 3.62%, while IAU has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ADP
Automatic Data Processing, Inc.		2.94%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%
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

ADP and IAU have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADP has higher volatility (9.18%) compared to IAU (7.70%). In terms of maximum drawdown, ADP dropped -59.51% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.89 vs -1.02), 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

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