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 5 years, G returned -7.87%/yr vs 17.75%/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 -36.54% return, which is significantly lower than IAUM's -4.79% return.
G
- 1D
- -0.91%
- 1M
- -8.39%
- 6M
- -38.46%
- YTD
- -36.54%
- 1Y
- -32.49%
- 3Y*
- -6.89%
- 5Y*
- -7.87%
- 10Y*
- 2.01%
IAUM
- 1D
- -0.34%
- 1M
- -2.45%
- 6M
- -8.92%
- YTD
- -4.79%
- 1Y
- 22.29%
- 3Y*
- 28.48%
- 5Y*
- 17.75%
- 10Y*
- —
G vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
G Genpact Limited | -36.54% | 10.56% | 25.78% | -23.98% | -11.74% | 17.48% |
IAUM iShares Gold Trust Micro | -4.79% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between G and IAUM is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-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 | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.18 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.90 | -1.70 |
| Martin ratioReturn relative to average drawdown | -1.71 | 2.24 | -3.95 |
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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 -26.14%. 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% | -26.14% | -38.00% |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | -26.14% | -16.55% |
Max Drawdown (3Y)Largest decline over 3 years | -49.20% | -26.14% | -23.06% |
Max Drawdown (5Y)Largest decline over 5 years | -49.20% | -26.14% | -23.06% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | — | — |
Current DrawdownCurrent decline from peak | -45.75% | -23.91% | -21.84% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -5.64% | -10.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.89% | 10.52% | +9.37% |
Volatility
G vs. IAUM - Volatility Comparison
Genpact Limited (G) has a higher volatility of 11.42% compared to iShares Gold Trust Micro (IAUM) at 8.24%. 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 | 11.42% | 8.24% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 28.86% | 23.77% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.82% | 27.48% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.04% | 18.19% | +10.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 18.14% | +10.15% |
Dividends
G vs. IAUM - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.43%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 2.43% | 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 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
G has higher volatility (11.42%) compared to IAUM (8.24%). In terms of maximum drawdown, G dropped -64.14% vs IAUM's -26.14%.
IAUM currently has the higher Sharpe Ratio (0.86 vs -0.95), 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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