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DJT vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DJT vs. IAUM

Last updated May 23, 2025

Compare and contrast key facts about Trump Media & Technology Group Corp. (DJT) and iShares Gold Trust Micro ETF of Benef Interest (IAUM).

IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJT or IAUM.

Correlation

The correlation between DJT and IAUM is 0.10, 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.

Performance

DJT vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trump Media & Technology Group Corp. (DJT) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DJT:

-0.41

IAUM:

2.17

Sortino Ratio

DJT:

-0.14

IAUM:

2.69

Omega Ratio

DJT:

0.98

IAUM:

1.34

Calmar Ratio

DJT:

-0.56

IAUM:

4.37

Martin Ratio

DJT:

-1.04

IAUM:

11.15

Ulcer Index

DJT:

47.44%

IAUM:

3.17%

Daily Std Dev

DJT:

109.27%

IAUM:

17.82%

Max Drawdown

DJT:

-87.54%

IAUM:

-20.87%

Current Drawdown

DJT:

-74.80%

IAUM:

-3.98%

Returns By Period

In the year-to-date period, DJT achieves a -27.92% return, which is significantly lower than IAUM's 25.30% return.

DJT

YTD

-27.92%

1M

3.93%

6M

-19.38%

1Y

-44.88%

3Y*

-18.46%

5Y*

N/A

10Y*

N/A

IAUM

YTD

25.30%

1M

-2.58%

6M

23.04%

1Y

38.06%

3Y*

21.00%

5Y*

N/A

10Y*

N/A

*Annualized

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Trump Media & Technology Group Corp.

iShares Gold Trust Micro ETF of Benef Interest

Risk-Adjusted Performance

DJT vs. IAUM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJT
The Risk-Adjusted Performance Rank of DJT is 2727
Overall Rank
The Sharpe Ratio Rank of DJT is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of DJT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DJT is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DJT is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DJT is 2626
Martin Ratio Rank
IAUM
The Risk-Adjusted Performance Rank of IAUM is 9595
Overall Rank
The Sharpe Ratio Rank of IAUM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DJT vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) and iShares Gold Trust Micro ETF of Benef Interest (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.

The current DJT Sharpe Ratio is -0.41, which is lower than the IAUM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DJT and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

DJT vs. IAUM - Dividend Comparison

Neither DJT nor IAUM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DJT vs. IAUM - Drawdown Comparison

The maximum DJT drawdown since its inception was -87.54%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for DJT and IAUM. For additional features, visit the drawdowns tool.

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Volatility

DJT vs. IAUM - Volatility Comparison

Trump Media & Technology Group Corp. (DJT) has a higher volatility of 11.15% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 7.77%. This indicates that DJT'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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