PortfoliosLab logoPortfoliosLab logo
GROY vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GROY vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Royalty Corp. (GROY) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GROY achieves a -23.02% return, which is significantly lower than IAUM's 3.84% return.


GROY

1D
0.65%
1M
-9.59%
YTD
-23.02%
6M
-29.00%
1Y
60.31%
3Y*
16.85%
5Y*
-8.14%
10Y*

IAUM

1D
0.81%
1M
-1.65%
YTD
3.84%
6M
6.39%
1Y
32.66%
3Y*
31.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GROY vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GROY
Gold Royalty Corp.
-23.02%233.88%-17.69%-36.27%-51.98%-8.89%
IAUM
iShares Gold Trust Micro
3.84%64.27%27.04%13.12%-0.49%3.87%

Correlation

The correlation between GROY and IAUM is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.49

The correlation between GROY and IAUM has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GROY vs. IAUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GROY
GROY Risk / Return Rank: 6969
Overall Rank
GROY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GROY Sortino Ratio Rank: 6969
Sortino Ratio Rank
GROY Omega Ratio Rank: 6666
Omega Ratio Rank
GROY Calmar Ratio Rank: 6969
Calmar Ratio Rank
GROY Martin Ratio Rank: 6868
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 3434
Overall Rank
IAUM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 3232
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3939
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3535
Calmar Ratio Rank
IAUM Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GROY vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Royalty Corp. (GROY) 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.


GROYIAUMDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.49

1.71

-0.22

Martin ratioReturn relative to average drawdown

3.37

4.21

-0.84

GROY vs. IAUM - Sharpe Ratio Comparison

The current GROY Sharpe Ratio is 1.08, which is comparable to the IAUM Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GROY and IAUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GROYIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.25

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.17

-1.20

Drawdowns

GROY vs. IAUM - Drawdown Comparison

The maximum GROY drawdown since its inception was -82.01%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GROY and IAUM.


Loading charts...

Drawdown Indicators


GROYIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-82.01%

-20.87%

-61.14%

Max Drawdown (1Y)

Largest decline over 1 year

-40.69%

-19.15%

-21.54%

Max Drawdown (3Y)

Largest decline over 3 years

-45.58%

-19.15%

-26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-82.01%

Current Drawdown

Current decline from peak

-52.17%

-17.01%

-35.16%

Average Drawdown

Average peak-to-trough decline

-55.83%

-5.31%

-50.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.94%

7.78%

+10.16%

Volatility

GROY vs. IAUM - Volatility Comparison

Gold Royalty Corp. (GROY) has a higher volatility of 14.06% compared to iShares Gold Trust Micro (IAUM) at 5.49%. This indicates that GROY'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.


Loading charts...

Volatility by Period


GROYIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.06%

5.49%

+8.57%

Volatility (6M)

Calculated over the trailing 6-month period

37.83%

22.90%

+14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

56.14%

26.30%

+29.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.56%

17.86%

+40.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.53%

17.86%

+41.67%

Dividends

GROY vs. IAUM - Dividend Comparison

Neither GROY nor IAUM has paid dividends to shareholders.


PositionTTM2025202420232022
GROY
Gold Royalty Corp.
0.00%0.00%0.00%1.36%1.72%
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GROY and IAUM have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GROY has higher volatility (14.06%) compared to IAUM (5.49%). In terms of maximum drawdown, GROY dropped -82.01% vs IAUM's -20.87%.

IAUM currently has the higher Sharpe Ratio (1.25 vs 1.08), 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.

Portfolio Optimizer

Find the right allocation for GROY and IAUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer