G vs. IAUM
Compare and contrast key facts about Genpact Limited (G) 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: G or IAUM.
Performance
G vs. IAUM - Performance Comparison
Returns By Period
In the year-to-date period, G achieves a 30.43% return, which is significantly higher than IAUM's 26.46% return.
G
30.43%
14.74%
31.18%
33.93%
3.07%
10.58%
IAUM
26.46%
-3.98%
7.51%
31.73%
N/A
N/A
Key characteristics
| G | IAUM | |
|---|---|---|
| Sharpe Ratio | 1.31 | 2.16 |
| Sortino Ratio | 2.45 | 2.89 |
| Omega Ratio | 1.30 | 1.37 |
| Calmar Ratio | 0.87 | 3.93 |
| Martin Ratio | 5.02 | 12.97 |
| Ulcer Index | 7.19% | 2.45% |
| Daily Std Dev | 27.50% | 14.75% |
| Max Drawdown | -64.14% | -20.87% |
| Current Drawdown | -13.44% | -6.33% |
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Correlation
The correlation between G and IAUM is 0.09, 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.
Risk-Adjusted Performance
G vs. IAUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.
Dividends
G vs. IAUM - Dividend Comparison
G's dividend yield for the trailing twelve months is around 1.34%, while IAUM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 1.34% | 1.59% | 1.08% | 0.81% | 0.95% | 0.81% | 1.11% | 0.76% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 -20.87%. Use the drawdown chart below to compare losses from any high point for G and IAUM. For additional features, visit the drawdowns tool.
Volatility
G vs. IAUM - Volatility Comparison
Genpact Limited (G) has a higher volatility of 11.05% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.54%. 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.