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CHLSY vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHLSY vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHLSY achieves a -19.51% return, which is significantly lower than IAUM's -2.86% return.


CHLSY

1D
-0.16%
1M
-4.35%
YTD
-19.51%
6M
-23.07%
1Y
-28.32%
3Y*
-0.77%
5Y*
10Y*

IAUM

1D
-0.62%
1M
-7.06%
YTD
-2.86%
6M
-5.65%
1Y
24.40%
3Y*
29.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHLSY vs. IAUM - Yearly Performance Comparison


2026 (YTD)2025202420232022
CHLSY
Chocoladefabriken Lindt & Sprüngli AG
-19.51%27.88%-7.36%-87.30%0.00%
IAUM
iShares Gold Trust Micro
-2.86%64.27%27.04%13.12%9.21%

Correlation

The correlation between CHLSY and IAUM is 0.08, 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

0.08

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2022

0.01

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Return for Risk

CHLSY vs. IAUM — Risk / Return Rank

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

CHLSY
CHLSY Risk / Return Rank: 1212
Overall Rank
CHLSY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CHLSY Sortino Ratio Rank: 1515
Sortino Ratio Rank
CHLSY Omega Ratio Rank: 1616
Omega Ratio Rank
CHLSY Calmar Ratio Rank: 99
Calmar Ratio Rank
CHLSY Martin Ratio Rank: 44
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 2424
Overall Rank
IAUM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2323
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2828
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2323
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.

CHLSY vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and iShares Gold Trust Micro (IAUM). 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.


CHLSYIAUMDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

0.91

1.19

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.84

1.01

-1.85

Martin ratioReturn relative to average drawdown

-1.60

2.74

-4.34

CHLSY vs. IAUM - Sharpe Ratio Comparison

The current CHLSY Sharpe Ratio is -0.68, which is lower than the IAUM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CHLSY and IAUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHLSY vs. IAUM - Drawdown Comparison

The maximum CHLSY drawdown since its inception was -89.62%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for CHLSY and IAUM.


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Drawdown Indicators


CHLSYIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-24.37%

-65.25%

Max Drawdown (1Y)

Largest decline over 1 year

-33.74%

-24.37%

-9.37%

Max Drawdown (3Y)

Largest decline over 3 years

-33.74%

-24.37%

-9.37%

Current Drawdown

Current decline from peak

-87.89%

-22.36%

-65.53%

Average Drawdown

Average peak-to-trough decline

-77.92%

-5.45%

-72.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.71%

8.94%

+8.77%

Volatility

CHLSY vs. IAUM - Volatility Comparison

Chocoladefabriken Lindt & Sprüngli AG (CHLSY) has a higher volatility of 8.80% compared to iShares Gold Trust Micro (IAUM) at 7.99%. This indicates that CHLSY's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHLSYIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

7.99%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

32.82%

24.04%

+8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

42.00%

27.25%

+14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.75%

18.09%

+44.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.75%

18.09%

+44.66%

Dividends

CHLSY vs. IAUM - Dividend Comparison

CHLSY's dividend yield for the trailing twelve months is around 2.02%, while IAUM has not paid dividends to shareholders.


PositionTTM202520242023
CHLSY
Chocoladefabriken Lindt & Sprüngli AG
2.02%1.17%1.39%1.11%
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CHLSY and IAUM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHLSY has higher volatility (8.80%) compared to IAUM (7.99%). In terms of maximum drawdown, CHLSY dropped -89.62% vs IAUM's -24.37%.

IAUM currently has the higher Sharpe Ratio (0.90 vs -0.68), 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 CHLSY and IAUM

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