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IAG vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IAG and GOLD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

IAG vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IAMGOLD Corporation (IAG) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
34.57%
-14.14%
IAG
GOLD

Key characteristics

Sharpe Ratio

IAG:

2.01

GOLD:

0.03

Sortino Ratio

IAG:

2.71

GOLD:

0.27

Omega Ratio

IAG:

1.33

GOLD:

1.03

Calmar Ratio

IAG:

1.32

GOLD:

0.01

Martin Ratio

IAG:

11.85

GOLD:

0.10

Ulcer Index

IAG:

9.96%

GOLD:

10.60%

Daily Std Dev

IAG:

58.80%

GOLD:

32.11%

Max Drawdown

IAG:

-95.55%

GOLD:

-88.51%

Current Drawdown

IAG:

-75.14%

GOLD:

-63.77%

Fundamentals

Market Cap

IAG:

$3.05B

GOLD:

$27.69B

EPS

IAG:

$1.35

GOLD:

$0.92

PE Ratio

IAG:

3.96

GOLD:

17.22

PEG Ratio

IAG:

31.67

GOLD:

1.31

Total Revenue (TTM)

IAG:

$1.17B

GOLD:

$9.69B

Gross Profit (TTM)

IAG:

$404.44M

GOLD:

$3.44B

EBITDA (TTM)

IAG:

$1.04B

GOLD:

$4.78B

Returns By Period

In the year-to-date period, IAG achieves a 5.62% return, which is significantly higher than GOLD's 1.61% return. Over the past 10 years, IAG has outperformed GOLD with an annualized return of 5.92%, while GOLD has yielded a comparatively lower 4.90% annualized return.


IAG

YTD

5.62%

1M

2.64%

6M

34.57%

1Y

120.65%

5Y*

12.65%

10Y*

5.92%

GOLD

YTD

1.61%

1M

-3.02%

6M

-14.14%

1Y

3.62%

5Y*

0.08%

10Y*

4.90%

*Annualized

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Risk-Adjusted Performance

IAG vs. GOLD — Risk-Adjusted Performance Rank

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

IAG
The Risk-Adjusted Performance Rank of IAG is 9090
Overall Rank
The Sharpe Ratio Rank of IAG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IAG is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IAG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IAG is 9393
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 4545
Overall Rank
The Sharpe Ratio Rank of GOLD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 4848
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.

IAG vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) and Barrick Gold Corporation (GOLD). 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.


Sharpe ratio
The chart of Sharpe ratio for IAG, currently valued at 2.01, compared to the broader market-2.000.002.004.002.010.03
The chart of Sortino ratio for IAG, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.710.27
The chart of Omega ratio for IAG, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.03
The chart of Calmar ratio for IAG, currently valued at 1.32, compared to the broader market0.002.004.006.001.320.01
The chart of Martin ratio for IAG, currently valued at 11.85, compared to the broader market-10.000.0010.0020.0030.0011.850.10
IAG
GOLD

The current IAG Sharpe Ratio is 2.01, which is higher than the GOLD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IAG and GOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.01
0.03
IAG
GOLD

Dividends

IAG vs. GOLD - Dividend Comparison

IAG has not paid dividends to shareholders, while GOLD's dividend yield for the trailing twelve months is around 2.54%.


TTM20242023202220212020201920182017201620152014
IAG
IAMGOLD Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOLD
Barrick Gold Corporation
2.54%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.89%1.86%

Drawdowns

IAG vs. GOLD - Drawdown Comparison

The maximum IAG drawdown since its inception was -95.55%, which is greater than GOLD's maximum drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for IAG and GOLD. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-75.14%
-63.77%
IAG
GOLD

Volatility

IAG vs. GOLD - Volatility Comparison

IAMGOLD Corporation (IAG) has a higher volatility of 12.55% compared to Barrick Gold Corporation (GOLD) at 7.96%. This indicates that IAG's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.55%
7.96%
IAG
GOLD

Financials

IAG vs. GOLD - Financials Comparison

This section allows you to compare key financial metrics between IAMGOLD Corporation and Barrick Gold Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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