GHC vs. IAU
Compare and contrast key facts about Graham Holdings Company (GHC) and iShares Gold Trust (IAU).
IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GHC or IAU.
Performance
GHC vs. IAU - Performance Comparison
Returns By Period
In the year-to-date period, GHC achieves a 34.16% return, which is significantly higher than IAU's 26.43% return. Over the past 10 years, GHC has underperformed IAU with an annualized return of 7.04%, while IAU has yielded a comparatively higher 7.94% annualized return.
GHC
34.16%
14.01%
22.07%
49.65%
8.92%
7.04%
IAU
26.43%
-3.94%
8.00%
31.59%
12.00%
7.94%
Key characteristics
| GHC | IAU | |
|---|---|---|
| Sharpe Ratio | 1.70 | 2.13 |
| Sortino Ratio | 2.54 | 2.86 |
| Omega Ratio | 1.31 | 1.37 |
| Calmar Ratio | 3.43 | 3.89 |
| Martin Ratio | 9.76 | 12.83 |
| Ulcer Index | 5.11% | 2.46% |
| Daily Std Dev | 29.24% | 14.86% |
| Max Drawdown | -67.54% | -45.14% |
| Current Drawdown | -3.58% | -6.28% |
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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.
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.
Dividends
GHC vs. IAU - Dividend Comparison
GHC's dividend yield for the trailing twelve months is around 0.74%, while IAU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GHC Graham Holdings Company | 0.74% | 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.
Volatility
GHC vs. IAU - Volatility Comparison
Graham Holdings Company (GHC) has a higher volatility of 14.82% compared to iShares Gold Trust (IAU) at 5.70%. 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.