PortfoliosLab logoPortfoliosLab logo
AU vs. IAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. IAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AU achieves a 4.15% return, which is significantly higher than IAG's 0.97% return. Over the past 10 years, AU has outperformed IAG with an annualized return of 20.46%, while IAG has yielded a comparatively lower 16.20% annualized return.


AU

1D
3.75%
1M
-14.67%
YTD
4.15%
6M
7.11%
1Y
86.54%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%

IAG

1D
3.16%
1M
-11.39%
YTD
0.97%
6M
5.11%
1Y
120.82%
3Y*
80.32%
5Y*
35.17%
10Y*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. IAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%
IAG
IAMGOLD Corporation
0.97%219.57%103.95%-1.94%-17.57%-14.71%-1.61%1.36%-36.88%51.43%

Correlation

The correlation between AU and IAG is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.74

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

0.69

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2003

0.67

The correlation between AU and IAG shifts across timeframes, from 0.67 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AU:

$43.57B

IAG:

$9.89B

EPS

AU:

$6.85

IAG:

$1.73

PE Ratio

AU:

12.59

IAG:

9.63

PEG Ratio

AU:

0.15

IAG:

0.06

PS Ratio

AU:

3.92

IAG:

2.84

PB Ratio

AU:

5.11

IAG:

2.28

Total Revenue (TTM)

AU:

$11.17B

IAG:

$3.42B

Gross Profit (TTM)

AU:

$5.82B

IAG:

$1.64B

EBITDA (TTM)

AU:

$5.58B

IAG:

$1.97B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AU vs. IAG — Risk / Return Rank

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

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
Martin Ratio Rank

IAG
IAG Risk / Return Rank: 8585
Overall Rank
IAG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IAG Sortino Ratio Rank: 8383
Sortino Ratio Rank
IAG Omega Ratio Rank: 8383
Omega Ratio Rank
IAG Calmar Ratio Rank: 8484
Calmar Ratio Rank
IAG Martin Ratio Rank: 8484
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.

AU vs. IAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and IAMGOLD Corporation (IAG). 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.


AUIAGDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

2.35

3.07

-0.72

Martin ratioReturn relative to average drawdown

6.18

7.68

-1.49

AU vs. IAG - Sharpe Ratio Comparison

The current AU Sharpe Ratio is 1.50, which is comparable to the IAG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AU and IAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AU vs. IAG - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, smaller than the maximum IAG drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for AU and IAG.


Loading charts...

Drawdown Indicators


AUIAGDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-95.55%

+5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-37.03%

-39.60%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-38.71%

-39.60%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-73.69%

+21.94%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

-86.46%

+18.55%

Current Drawdown

Current decline from peak

-30.75%

-32.23%

+1.48%

Average Drawdown

Average peak-to-trough decline

-46.07%

-56.18%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

15.80%

-1.76%

Volatility

AU vs. IAG - Volatility Comparison

AngloGold Ashanti Limited (AU) and IAMGOLD Corporation (IAG) have volatilities of 21.02% and 20.86%, 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.


Loading charts...

Volatility by Period


AUIAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

20.86%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

46.50%

49.19%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

58.45%

61.99%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.13%

60.55%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.79%

58.65%

-8.86%

Dividends

AU vs. IAG - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.33%, while IAG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%
IAG
IAMGOLD Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AU vs. IAG - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and IAMGOLD Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B202120222023202420252026
3.24B
1.03B
(AU) Total Revenue
(IAG) Total Revenue
Values in USD except per share items

AU vs. IAG - Profitability Comparison

The chart below illustrates the profitability comparison between AngloGold Ashanti Limited and IAMGOLD Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%202120222023202420252026
58.2%
55.4%
Portfolio components
AU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.

IAG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a gross profit of 570.70M and revenue of 1.03B. Therefore, the gross margin over that period was 55.4%.

AU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.

IAG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported an operating income of 544.70M and revenue of 1.03B, resulting in an operating margin of 52.9%.

AU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.

IAG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a net income of 379.70M and revenue of 1.03B, resulting in a net margin of 36.9%.


Frequently Asked Questions


AU and IAG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AU has higher volatility (21.02%) compared to IAG (20.86%). In terms of maximum drawdown, AU dropped -90.12% vs IAG's -95.55%.

IAG currently has the higher Sharpe Ratio (1.96 vs 1.50), 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 AU and IAG

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

Open Portfolio Optimizer