G vs. IAUM
G (Genpact Limited) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, G returned -7.05%/yr vs 29.63%/yr for IAUM. At a 0.06 correlation, their price movements are largely independent.
Performance
G vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, G achieves a -39.27% return, which is significantly lower than IAUM's -2.86% return.
G
- 1D
- -0.50%
- 1M
- -11.40%
- YTD
- -39.27%
- 6M
- -41.42%
- 1Y
- -29.57%
- 3Y*
- -7.05%
- 5Y*
- -7.68%
- 10Y*
- 1.86%
IAUM
- 1D
- -0.62%
- 1M
- -7.06%
- YTD
- -2.86%
- 6M
- -5.65%
- 1Y
- 24.40%
- 3Y*
- 29.63%
- 5Y*
- —
- 10Y*
- —
G vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
G Genpact Limited | -39.27% | 10.56% | 25.78% | -23.98% | -11.74% | 17.48% |
IAUM iShares Gold Trust Micro | -2.86% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between G and IAUM is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.06 |
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Return for Risk
G vs. IAUM — Risk / Return Rank
G
IAUM
G vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.
| G | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.01 | -1.72 |
| Martin ratioReturn relative to average drawdown | -1.67 | 2.74 | -4.41 |
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Drawdowns
G vs. IAUM - Drawdown Comparison
The maximum G drawdown since its inception was -64.14%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for G and IAUM.
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Drawdown Indicators
| G | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.14% | -24.37% | -39.77% |
Max Drawdown (1Y)Largest decline over 1 year | -41.42% | -24.37% | -17.05% |
Max Drawdown (3Y)Largest decline over 3 years | -48.07% | -24.37% | -23.70% |
Max Drawdown (5Y)Largest decline over 5 years | -48.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | — | — |
Current DrawdownCurrent decline from peak | -48.07% | -22.36% | -25.71% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -5.45% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.74% | 8.94% | +8.80% |
Volatility
G vs. IAUM - Volatility Comparison
Genpact Limited (G) has a higher volatility of 11.70% compared to iShares Gold Trust Micro (IAUM) at 7.99%. This indicates that G'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
| G | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 7.99% | +3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 24.04% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.57% | 27.25% | +8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.89% | 18.09% | +10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.26% | 18.09% | +10.17% |
Dividends
G vs. IAUM - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.54%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 2.54% | 1.45% | 1.42% | 1.58% | 1.08% | 0.81% | 0.94% | 0.81% | 1.11% | 0.76% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
G and IAUM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
G has higher volatility (11.70%) compared to IAUM (7.99%). In terms of maximum drawdown, G dropped -64.14% vs IAUM's -24.37%.
IAUM currently has the higher Sharpe Ratio (0.90 vs -0.84), 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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