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GRRR vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GRRR and IAUM is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GRRR vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gorilla Technology Group Inc. (GRRR) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GRRR:

1.69

IAUM:

2.24

Sortino Ratio

GRRR:

2.41

IAUM:

2.94

Omega Ratio

GRRR:

1.30

IAUM:

1.38

Calmar Ratio

GRRR:

2.15

IAUM:

4.75

Martin Ratio

GRRR:

5.18

IAUM:

12.54

Ulcer Index

GRRR:

41.18%

IAUM:

3.07%

Daily Std Dev

GRRR:

141.23%

IAUM:

17.57%

Max Drawdown

GRRR:

-99.38%

IAUM:

-20.87%

Current Drawdown

GRRR:

-94.91%

IAUM:

-5.12%

Returns By Period

In the year-to-date period, GRRR achieves a 1.99% return, which is significantly lower than IAUM's 23.81% return.


GRRR

YTD

1.99%

1M

8.42%

6M

325.40%

1Y

236.13%

5Y*

N/A

10Y*

N/A

IAUM

YTD

23.81%

1M

0.53%

6M

24.90%

1Y

38.94%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GRRR vs. IAUM — Risk-Adjusted Performance Rank

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

GRRR
The Risk-Adjusted Performance Rank of GRRR is 9191
Overall Rank
The Sharpe Ratio Rank of GRRR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GRRR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GRRR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GRRR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GRRR is 8787
Martin Ratio Rank

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9595
Overall Rank
The Sharpe Ratio Rank of IAUM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GRRR vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gorilla Technology Group Inc. (GRRR) and iShares Gold Trust Micro ETF of Benef Interest (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.


The current GRRR Sharpe Ratio is 1.69, which is comparable to the IAUM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of GRRR and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GRRR vs. IAUM - Dividend Comparison

Neither GRRR nor IAUM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GRRR vs. IAUM - Drawdown Comparison

The maximum GRRR drawdown since its inception was -99.38%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GRRR and IAUM. For additional features, visit the drawdowns tool.


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Volatility

GRRR vs. IAUM - Volatility Comparison

Gorilla Technology Group Inc. (GRRR) has a higher volatility of 31.62% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 8.64%. This indicates that GRRR'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.


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