DJT vs. IAUM
DJT (Trump Media & Technology Group Corp.) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, DJT returned -12.11%/yr vs 31.59%/yr for IAUM. At a 0.04 correlation, their price movements are largely independent.
Performance
DJT vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, DJT achieves a -33.53% return, which is significantly lower than IAUM's 3.84% return.
DJT
- 1D
- 1.97%
- 1M
- -4.35%
- YTD
- -33.53%
- 6M
- -25.36%
- 1Y
- -59.78%
- 3Y*
- -12.11%
- 5Y*
- —
- 10Y*
- —
IAUM
- 1D
- 0.81%
- 1M
- -1.65%
- YTD
- 3.84%
- 6M
- 6.39%
- 1Y
- 32.66%
- 3Y*
- 31.59%
- 5Y*
- —
- 10Y*
- —
DJT vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJT Trump Media & Technology Group Corp. | -33.53% | -61.17% | 94.86% | 16.67% | -70.83% | 416.88% |
IAUM iShares Gold Trust Micro | 3.84% | 64.27% | 27.04% | 13.12% | -0.49% | 4.25% |
Correlation
The correlation between DJT and IAUM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.04 |
The correlation between DJT and IAUM shifts across timeframes, from 0.02 (3 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DJT vs. IAUM — Risk / Return Rank
DJT
IAUM
DJT vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) 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.
| DJT | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.25 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.71 | -2.67 |
| Martin ratioReturn relative to average drawdown | -1.52 | 4.21 | -5.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJT | IAUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 1.25 | -2.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 1.17 | -1.18 |
Drawdowns
DJT vs. IAUM - Drawdown Comparison
The maximum DJT drawdown since its inception was -91.85%, 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.
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Drawdown Indicators
| DJT | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.85% | -20.87% | -70.98% |
Max Drawdown (1Y)Largest decline over 1 year | -62.54% | -19.15% | -43.39% |
Max Drawdown (3Y)Largest decline over 3 years | -87.99% | -19.15% | -68.84% |
Current DrawdownCurrent decline from peak | -90.98% | -17.01% | -73.97% |
Average DrawdownAverage peak-to-trough decline | -71.12% | -5.31% | -65.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.90% | 7.78% | +33.12% |
Volatility
DJT vs. IAUM - Volatility Comparison
Trump Media & Technology Group Corp. (DJT) has a higher volatility of 13.34% compared to iShares Gold Trust Micro (IAUM) at 5.49%. 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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Volatility by Period
| DJT | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.34% | 5.49% | +7.85% |
Volatility (6M)Calculated over the trailing 6-month period | 54.44% | 22.90% | +31.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.47% | 26.30% | +40.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 204.63% | 17.86% | +186.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 204.63% | 17.86% | +186.77% |
Dividends
DJT vs. IAUM - Dividend Comparison
Neither DJT nor IAUM has paid dividends to shareholders.
Frequently Asked Questions
DJT and IAUM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJT has higher volatility (13.34%) compared to IAUM (5.49%). In terms of maximum drawdown, DJT dropped -91.85% vs IAUM's -20.87%.
IAUM currently has the higher Sharpe Ratio (1.25 vs -0.90), 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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