BCRX vs. IAU

Last updated Apr 1, 2026

Compare and contrast key facts about BioCryst Pharmaceuticals, Inc. (BCRX) 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

BCRX vs. IAU - Performance Comparison

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

BCRX vs. IAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCRX BioCryst Pharmaceuticals, Inc.	22.05%	3.72%	25.54%	-47.82%	-17.11%	85.91%	115.94%	-57.25%	64.36%	-22.43%
IAU iShares Gold Trust	10.48%	63.95%	26.85%	12.84%	-0.63%	-4.00%	25.03%	17.98%	-1.76%	12.91%

Returns By Period

In the year-to-date period, BCRX achieves a 22.05% return, which is significantly higher than IAU's 10.48% return. Over the past 10 years, BCRX has underperformed IAU with an annualized return of 12.90%, while IAU has yielded a comparatively higher 14.27% annualized return.

BCRX

• 1D: 0.74%
• 1M: 8.80%
• YTD: 22.05%
• 6M: 25.43%
• 1Y: 26.93%
• 3Y*: 4.51%
• 5Y*: -0.88%
• 10Y*: 12.90%

IAU

• 1D: 1.72%
• 1M: -10.66%
• YTD: 10.48%
• 6M: 23.05%
• 1Y: 52.36%
• 3Y*: 33.88%
• 5Y*: 22.19%
• 10Y*: 14.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BCRX vs. IAU — Risk / Return Rank

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

BCRX

BCRX Risk / Return Rank: 57
BCRX Sharpe Ratio Rank: 61
BCRX Sortino Ratio Rank: 63
BCRX Omega Ratio Rank: 58
BCRX Calmar Ratio Rank: 53
BCRX Martin Ratio Rank: 50

IAU

IAU Risk / Return Rank: 86
IAU Sharpe Ratio Rank: 88
IAU Sortino Ratio Rank: 85
IAU Omega Ratio Rank: 85
IAU Calmar Ratio Rank: 86
IAU Martin Ratio Rank: 84

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.

BCRX vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioCryst Pharmaceuticals, Inc. (BCRX) 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.

	BCRX	IAU	Difference
Sharpe ratio Return per unit of total volatility	0.53	1.90	-1.37
Sortino ratio Return per unit of downside risk	1.29	2.33	-1.05
Omega ratio Gain probability vs. loss probability	1.14	1.35	-0.20
Calmar ratio Return relative to maximum drawdown	0.48	2.72	-2.24
Martin ratio Return relative to average drawdown	0.77	9.95	-9.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCRX vs. IAU - Sharpe Ratio Comparison

The current BCRX Sharpe Ratio is 0.53, which is lower than the IAU Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BCRX and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BCRX	IAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	1.90	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	1.26	-1.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.90	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.65	-0.63

Correlation

The correlation between BCRX and IAU is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BCRX vs. IAU - Dividend Comparison

Neither BCRX nor IAU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BCRX vs. IAU - Drawdown Comparison

The maximum BCRX drawdown since its inception was -97.74%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for BCRX and IAU.

Drawdown Indicators

	BCRX	IAU	Difference
Max Drawdown Largest peak-to-trough decline	-97.74%	-45.14%	-52.60%
Max Drawdown (1Y) Largest decline over 1 year	-44.24%	-19.18%	-25.06%
Max Drawdown (5Y) Largest decline over 5 years	-79.10%	-20.93%	-58.17%
Max Drawdown (10Y) Largest decline over 10 years	-83.69%	-21.82%	-61.87%
Current Drawdown Current decline from peak	-71.26%	-11.71%	-59.55%
Average Drawdown Average peak-to-trough decline	-69.63%	-15.98%	-53.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.45%	5.23%	+22.22%

Volatility

BCRX vs. IAU - Volatility Comparison

BioCryst Pharmaceuticals, Inc. (BCRX) has a higher volatility of 15.92% compared to iShares Gold Trust (IAU) at 10.44%. This indicates that BCRX'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.

Volatility by Period

	BCRX	IAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.92%	10.44%	+5.48%
Volatility (6M) Calculated over the trailing 6-month period	34.22%	24.15%	+10.07%
Volatility (1Y) Calculated over the trailing 1-year period	50.81%	27.64%	+23.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.41%	17.70%	+45.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.94%	15.83%	+57.11%