AUGO vs. IAU
Compare and contrast key facts about Aura Minerals Inc. Common Shares (AUGO) and iShares Gold Trust (IAU).
IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005.
Performance
AUGO vs. IAU - Performance Comparison
Loading graphics...
AUGO vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AUGO Aura Minerals Inc. Common Shares | 63.12% | 113.25% |
IAU iShares Gold Trust | 8.61% | 28.62% |
Returns By Period
In the year-to-date period, AUGO achieves a 63.12% return, which is significantly higher than IAU's 8.61% return.
AUGO
- 1D
- 15.09%
- 1M
- -2.62%
- YTD
- 63.12%
- 6M
- 124.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- 3.80%
- 1M
- -11.01%
- YTD
- 8.61%
- 6M
- 21.15%
- 1Y
- 49.53%
- 3Y*
- 33.12%
- 5Y*
- 21.78%
- 10Y*
- 14.08%
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
AUGO vs. IAU — Risk / Return Rank
AUGO
IAU
AUGO vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aura Minerals Inc. Common Shares (AUGO) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading graphics...
Sharpe Ratios by Period
| AUGO | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.80 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.50 | 0.64 | +6.86 |
Correlation
The correlation between AUGO and IAU is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AUGO vs. IAU - Dividend Comparison
AUGO's dividend yield for the trailing twelve months is around 1.80%, while IAU has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
AUGO Aura Minerals Inc. Common Shares | 1.80% | 1.61% |
IAU iShares Gold Trust | 0.00% | 0.00% |
Drawdowns
AUGO vs. IAU - Drawdown Comparison
The maximum AUGO drawdown since its inception was -31.42%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for AUGO and IAU.
Loading graphics...
Drawdown Indicators
| AUGO | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.42% | -45.14% | +13.72% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | -8.36% | -13.20% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -15.98% | +10.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.18% | — |
Volatility
AUGO vs. IAU - Volatility Comparison
Loading graphics...
Volatility by Period
| AUGO | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.71% | 27.62% | +37.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.71% | 17.69% | +47.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.71% | 15.82% | +48.89% |