GLP vs. IAU

In the year-to-date period, GLP achieves a 12.87% return, which is significantly lower than IAU's 25.91% return. Over the past 10 years, GLP has outperformed IAU with an annualized return of 13.23%, while IAU has yielded a comparatively lower 10.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) 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 GLP Sharpe Ratio is 0.43, which is lower than the IAU Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of GLP 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.

GLP's dividend yield for the trailing twelve months is around 5.59%, while IAU has not paid dividends to shareholders.

The maximum GLP drawdown since its inception was -81.17%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for GLP and IAU. For additional features, visit the drawdowns tool.

Global Partners LP (GLP) has a higher volatility of 19.63% compared to iShares Gold Trust (IAU) at 8.28%. This indicates that GLP'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.