GHC vs. IAU

In the year-to-date period, GHC achieves a 4.95% return, which is significantly lower than IAU's 7.39% return. Over the past 10 years, GHC has underperformed IAU with an annualized return of 5.75%, while IAU has yielded a comparatively higher 8.34% annualized return.

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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.

The current GHC Sharpe Ratio is 0.94, which is lower than the IAU Sharpe Ratio of 2.52. 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.

GHC's dividend yield for the trailing twelve months is around 0.56%, while IAU has not paid dividends to shareholders.

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.

Graham Holdings Company (GHC) has a higher volatility of 6.63% compared to iShares Gold Trust (IAU) at 3.48%. 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.