IAG vs. IAU

In the year-to-date period, IAG achieves a 101.19% return, which is significantly higher than IAU's 25.54% return. Over the past 10 years, IAG has underperformed IAU with an annualized return of 7.60%, while IAU has yielded a comparatively higher 8.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) 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 IAG Sharpe Ratio is 1.52, which is comparable to the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IAG 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.

Neither IAG nor IAU has paid dividends to shareholders.

The maximum IAG drawdown since its inception was -95.55%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IAG and IAU. For additional features, visit the drawdowns tool.

IAMGOLD Corporation (IAG) has a higher volatility of 15.14% compared to iShares Gold Trust (IAU) at 5.10%. This indicates that IAG'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.