ALL vs. IAU
ALL (The Allstate Corporation) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, ALL returned 15.27%/yr vs 12.31%/yr for IAU. At a correlation of -0.00, they often move in opposite directions.
Performance
ALL vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, ALL achieves a 7.58% return, which is significantly higher than IAU's -2.44% return. Over the past 10 years, ALL has outperformed IAU with an annualized return of 15.27%, while IAU has yielded a comparatively lower 12.31% annualized return.
ALL
- 1D
- 0.94%
- 1M
- 2.50%
- YTD
- 7.58%
- 6M
- 8.08%
- 1Y
- 13.66%
- 3Y*
- 27.76%
- 5Y*
- 13.66%
- 10Y*
- 15.27%
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%
ALL vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 7.58% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
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 ALL and IAU is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | -0.00 |
The correlation between ALL and IAU shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ALL vs. IAU — Risk / Return Rank
ALL
IAU
ALL vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) 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.
| ALL | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.99 | +0.14 |
| Martin ratioReturn relative to average drawdown | 2.90 | 2.83 | +0.06 |
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Drawdowns
ALL vs. IAU - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for ALL and IAU.
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Drawdown Indicators
| ALL | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.03% | -45.14% | -31.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -24.40% | +12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -24.40% | +10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -24.40% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | -24.40% | -16.99% |
Current DrawdownCurrent decline from peak | -0.79% | -22.03% | +21.24% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -15.97% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 8.47% | -4.01% |
Volatility
ALL vs. IAU - Volatility Comparison
The Allstate Corporation (ALL) has a higher volatility of 8.80% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that ALL'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
| ALL | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 7.70% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 23.94% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.73% | 27.17% | -3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 18.16% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.95% | 16.02% | +8.93% |
Dividends
ALL vs. IAU - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.88%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.88% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
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
ALL and IAU have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALL has higher volatility (8.80%) compared to IAU (7.70%). In terms of maximum drawdown, ALL dropped -77.03% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs 0.55), 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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