EQT vs. IAU
EQT (EQT Corporation) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, EQT returned 3.39%/yr vs 12.31%/yr for IAU. At a 0.10 correlation, their price movements are largely independent.
Performance
EQT vs. IAU - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EQT having a -2.55% return and IAU slightly higher at -2.44%. Over the past 10 years, EQT has underperformed IAU with an annualized return of 3.39%, while IAU has yielded a comparatively higher 12.31% annualized return.
EQT
- 1D
- 1.45%
- 1M
- -8.18%
- YTD
- -2.55%
- 6M
- -6.00%
- 1Y
- -7.55%
- 3Y*
- 11.65%
- 5Y*
- 19.29%
- 10Y*
- 3.39%
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
EQT vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | -2.55% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | 17.27% | -41.82% | -38.82% | -12.80% |
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between EQT and IAU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.10 |
The correlation between EQT and IAU shifts across timeframes, from 0.07 (10 years) to 0.17 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EQT vs. IAU — Risk / Return Rank
EQT
IAU
EQT vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) 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.
| EQT | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| 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 | -0.22 | 0.99 | -1.21 |
| Martin ratioReturn relative to average drawdown | -0.47 | 2.83 | -3.30 |
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Drawdowns
EQT vs. IAU - Drawdown Comparison
The maximum EQT drawdown since its inception was -91.51%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for EQT and IAU.
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Drawdown Indicators
| EQT | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -45.14% | -46.37% |
Max Drawdown (1Y)Largest decline over 1 year | -24.42% | -24.40% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -24.40% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -42.56% | -24.40% | -18.16% |
Max Drawdown (10Y)Largest decline over 10 years | -88.28% | -24.40% | -63.88% |
Current DrawdownCurrent decline from peak | -23.32% | -22.03% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -23.34% | -15.97% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 8.47% | +3.00% |
Volatility
EQT vs. IAU - Volatility Comparison
EQT Corporation (EQT) has a higher volatility of 8.36% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that EQT'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
| EQT | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 7.70% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 23.94% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 27.17% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.79% | 18.16% | +24.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 16.02% | +32.88% |
Dividends
EQT vs. IAU - Dividend Comparison
EQT's dividend yield for the trailing twelve months is around 1.26%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQT and IAU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQT has higher volatility (8.36%) compared to IAU (7.70%). In terms of maximum drawdown, EQT dropped -91.51% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.17), 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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