HURA vs. IAU
HURA (TuHURA Biosciences, Inc.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, HURA returned -66.72%/yr vs 11.21%/yr for IAU. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
HURA vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, HURA achieves a 186.77% return, which is significantly higher than IAU's -6.16% return. Over the past 10 years, HURA has underperformed IAU with an annualized return of -66.72%, while IAU has yielded a comparatively higher 11.21% annualized return.
HURA
- 1D
- 0.00%
- 1M
- -11.07%
- 6M
- 305.53%
- YTD
- 186.77%
- 1Y
- -9.58%
- 3Y*
- -75.47%
- 5Y*
- -75.95%
- 10Y*
- -66.72%
- ALL TIME*
- -55.20%
IAU
- 1D
- -1.46%
- 1M
- -1.73%
- 6M
- -16.48%
- YTD
- -6.16%
- 1Y
- 20.35%
- 3Y*
- 27.40%
- 5Y*
- 17.12%
- 10Y*
- 11.21%
- ALL TIME*
- 10.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $393.30K | $678.40K | $1.25M | |
| $349.43M | $363.40M | $472.72M |
HURA vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HURA TuHURA Biosciences, Inc. | 186.77% | -81.50% | -31.10% | -97.54% | -72.98% | -60.16% | 85.51% | -79.82% | -68.63% | -65.82% |
IAU iShares Gold Trust | -6.16% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between HURA and IAU is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2013 | 0.02 |
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Return for Risk
HURA vs. IAU — Risk / Return Rank
HURA
IAU
HURA vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TuHURA Biosciences, Inc. (HURA) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HURA | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.87 | -1.02 |
| Martin ratioReturn relative to average drawdown | -0.29 | 1.88 | -2.17 |
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Drawdowns
HURA vs. IAU - Drawdown Comparison
The maximum HURA drawdown since its inception was -100.00%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for HURA and IAU.
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Drawdown Indicators
| HURA | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -45.14% | -54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -86.46% | -26.36% | -60.10% |
Max Drawdown (3Y)Largest decline over 3 years | -99.74% | -26.36% | -73.38% |
Max Drawdown (5Y)Largest decline over 5 years | -99.98% | -26.36% | -73.62% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -26.36% | -73.64% |
Current DrawdownCurrent decline from peak | -100.00% | -25.01% | -74.99% |
Average DrawdownAverage peak-to-trough decline | -88.43% | -16.02% | -72.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.53% | 12.16% | +31.37% |
Volatility
HURA vs. IAU - Volatility Comparison
TuHURA Biosciences, Inc. (HURA) has a higher volatility of 14.10% compared to iShares Gold Trust (IAU) at 6.35%. This indicates that HURA'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.
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Volatility by Period
| HURA | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.10% | 6.35% | +7.75% |
Volatility (6M)Calculated over the trailing 6-month period | 98.58% | 23.35% | +75.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 134.77% | 27.92% | +106.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 140.53% | 18.42% | +122.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.38% | 16.08% | +112.30% |
Dividends
HURA vs. IAU - Dividend Comparison
Neither HURA nor IAU has paid dividends to shareholders.
Frequently Asked Questions
HURA and IAU have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HURA has higher volatility (14.10%) compared to IAU (6.35%). In terms of maximum drawdown, HURA dropped -100.00% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.82 vs -0.09), 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.
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