BCRX vs. IAU
BCRX (BioCryst Pharmaceuticals, Inc.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, BCRX returned 12.40%/yr vs 11.97%/yr for IAU. At a 0.03 correlation, their price movements are largely independent.
Performance
BCRX vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, BCRX achieves a 17.18% return, which is significantly higher than IAU's -2.92% return. Both investments have delivered pretty close results over the past 10 years, with BCRX having a 12.40% annualized return and IAU not far behind at 11.97%.
BCRX
- 1D
- 1.67%
- 1M
- 10.25%
- YTD
- 17.18%
- 6M
- 20.11%
- 1Y
- -9.50%
- 3Y*
- 9.25%
- 5Y*
- -11.66%
- 10Y*
- 12.40%
IAU
- 1D
- -0.67%
- 1M
- -7.09%
- YTD
- -2.92%
- 6M
- -5.73%
- 1Y
- 24.19%
- 3Y*
- 29.42%
- 5Y*
- 18.45%
- 10Y*
- 11.97%
BCRX vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCRX BioCryst Pharmaceuticals, Inc. | 17.18% | 3.72% | 25.54% | -47.82% | -17.11% | 85.91% | 115.94% | -57.25% | 64.36% | -22.43% |
IAU iShares Gold Trust | -2.92% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between BCRX and IAU is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.03 |
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Return for Risk
BCRX vs. IAU — Risk / Return Rank
BCRX
IAU
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.
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.
| BCRX | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.00 | -1.25 |
| Martin ratioReturn relative to average drawdown | -0.46 | 2.71 | -3.17 |
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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.
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Drawdown Indicators
| BCRX | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.74% | -45.14% | -52.60% |
Max Drawdown (1Y)Largest decline over 1 year | -37.16% | -24.40% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -47.85% | -24.40% | -23.45% |
Max Drawdown (5Y)Largest decline over 5 years | -79.10% | -24.40% | -54.70% |
Max Drawdown (10Y)Largest decline over 10 years | -83.69% | -24.40% | -59.29% |
Current DrawdownCurrent decline from peak | -72.41% | -22.42% | -49.99% |
Average DrawdownAverage peak-to-trough decline | -69.64% | -15.97% | -53.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.92% | 8.95% | +12.97% |
Volatility
BCRX vs. IAU - Volatility Comparison
BioCryst Pharmaceuticals, Inc. (BCRX) has a higher volatility of 12.92% compared to iShares Gold Trust (IAU) at 7.97%. 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.
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Volatility by Period
| BCRX | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.92% | 7.97% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 24.16% | +10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.94% | 27.36% | +17.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.06% | 18.16% | +43.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.63% | 16.05% | +56.58% |
Dividends
BCRX vs. IAU - Dividend Comparison
Neither BCRX nor IAU has paid dividends to shareholders.
Frequently Asked Questions
BCRX and IAU have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCRX has higher volatility (12.92%) compared to IAU (7.97%). In terms of maximum drawdown, BCRX dropped -97.74% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.21), 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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