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GHC vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GHC and IAU is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

GHC vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Holdings Company (GHC) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.82%
11.64%
GHC
IAU

Key characteristics

Sharpe Ratio

GHC:

1.00

IAU:

1.80

Sortino Ratio

GHC:

1.63

IAU:

2.40

Omega Ratio

GHC:

1.20

IAU:

1.31

Calmar Ratio

GHC:

2.03

IAU:

3.31

Martin Ratio

GHC:

5.60

IAU:

9.53

Ulcer Index

GHC:

5.27%

IAU:

2.82%

Daily Std Dev

GHC:

29.62%

IAU:

14.95%

Max Drawdown

GHC:

-67.54%

IAU:

-45.14%

Current Drawdown

GHC:

-9.39%

IAU:

-6.93%

Returns By Period

The year-to-date returns for both stocks are quite close, with GHC having a 26.07% return and IAU slightly lower at 25.54%. Over the past 10 years, GHC has underperformed IAU with an annualized return of 6.06%, while IAU has yielded a comparatively higher 8.01% annualized return.


GHC

YTD

26.07%

1M

-5.31%

6M

23.11%

1Y

29.05%

5Y*

7.21%

10Y*

6.06%

IAU

YTD

25.54%

1M

-1.49%

6M

9.91%

1Y

27.57%

5Y*

11.68%

10Y*

8.01%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GHC vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Holdings Company (GHC) 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.


Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.001.80
The chart of Sortino ratio for GHC, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.632.40
The chart of Omega ratio for GHC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.31
The chart of Calmar ratio for GHC, currently valued at 2.03, compared to the broader market0.002.004.006.002.033.31
The chart of Martin ratio for GHC, currently valued at 5.60, compared to the broader market0.0010.0020.005.609.53
GHC
IAU

The current GHC Sharpe Ratio is 1.00, which is lower than the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of GHC and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.00
1.80
GHC
IAU

Dividends

GHC vs. IAU - Dividend Comparison

GHC's dividend yield for the trailing twelve months is around 0.79%, while IAU has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
GHC
Graham Holdings Company
0.79%0.95%1.05%0.96%1.09%0.87%0.83%0.91%0.95%1.77%1.18%
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%

Drawdowns

GHC vs. IAU - Drawdown Comparison

The maximum GHC drawdown since its inception was -67.54%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for GHC and IAU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.39%
-6.93%
GHC
IAU

Volatility

GHC vs. IAU - Volatility Comparison

Graham Holdings Company (GHC) has a higher volatility of 8.34% compared to iShares Gold Trust (IAU) at 5.10%. This indicates that GHC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.34%
5.10%
GHC
IAU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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