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 -5.37%/yr vs 17.35%/yr for IAUM. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
G vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, G achieves a -24.01% return, which is significantly lower than IAUM's -6.09% return.
G
- 1D
- -0.45%
- 1M
- 20.86%
- 6M
- -19.39%
- YTD
- -24.01%
- 1Y
- -15.70%
- 3Y*
- 0.01%
- 5Y*
- -5.37%
- 10Y*
- 4.25%
- ALL TIME*
- 6.32%
IAUM
- 1D
- -1.46%
- 1M
- -1.68%
- 6M
- -16.73%
- YTD
- -6.09%
- 1Y
- 20.58%
- 3Y*
- 27.63%
- 5Y*
- 17.35%
- 10Y*
- —
- ALL TIME*
- 17.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.17M | $66.73M | $86.61M | |
| $77.48M | $77.88M | $93.44M |
G vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
G Genpact Limited | -24.01% | 10.56% | 25.78% | -23.98% | -11.74% | 17.48% |
IAUM iShares Gold Trust Micro | -6.09% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between G and IAUM is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.05 |
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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 | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.17 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 0.88 | -1.32 |
| Martin ratioReturn relative to average drawdown | -0.87 | 1.90 | -2.78 |
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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 -26.31%. 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% | -26.31% | -37.83% |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | -26.31% | -16.38% |
Max Drawdown (3Y)Largest decline over 3 years | -49.20% | -26.31% | -22.89% |
Max Drawdown (5Y)Largest decline over 5 years | -49.20% | -26.31% | -22.89% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | — | — |
Current DrawdownCurrent decline from peak | -35.03% | -24.95% | -10.08% |
Average DrawdownAverage peak-to-trough decline | -15.73% | -5.87% | -9.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 12.14% | +9.27% |
Volatility
G vs. IAUM - Volatility Comparison
Genpact Limited (G) has a higher volatility of 13.10% compared to iShares Gold Trust Micro (IAUM) at 6.29%. 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 | 13.10% | 6.29% | +6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 31.28% | 23.21% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.84% | 27.81% | +10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.56% | 18.33% | +11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.56% | 18.19% | +10.37% |
Dividends
G vs. IAUM - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.03%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 2.03% | 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 -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
G has higher volatility (13.10%) compared to IAUM (6.29%). In terms of maximum drawdown, G dropped -64.14% vs IAUM's -26.31%.
IAUM currently has the higher Sharpe Ratio (0.83 vs -0.50), 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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