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

IAG vs. IAUM

Last updated May 22, 2025

Compare and contrast key facts about IAMGOLD Corporation (IAG) and iShares Gold Trust Micro ETF of Benef Interest (IAUM).

IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAG or IAUM.

Correlation

The correlation between IAG and IAUM is 0.10, 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

IAG vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IAMGOLD Corporation (IAG) 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

IAG:

0.81

IAUM:

2.08

Sortino Ratio

IAG:

1.43

IAUM:

2.81

Omega Ratio

IAG:

1.18

IAUM:

1.36

Calmar Ratio

IAG:

0.56

IAUM:

4.59

Martin Ratio

IAG:

4.03

IAUM:

11.67

Ulcer Index

IAG:

11.75%

IAUM:

3.18%

Daily Std Dev

IAG:

59.80%

IAUM:

17.79%

Max Drawdown

IAG:

-95.55%

IAUM:

-20.87%

Current Drawdown

IAG:

-69.62%

IAUM:

-3.10%

Returns By Period

In the year-to-date period, IAG achieves a 29.07% return, which is significantly higher than IAUM's 26.44% return.

IAG

YTD

29.07%

1M

-14.40%

6M

19.57%

1Y

48.33%

3Y*

44.22%

5Y*

12.11%

10Y*

12.02%

IAUM

YTD

26.44%

1M

-3.10%

6M

25.25%

1Y

36.79%

3Y*

21.53%

5Y*

N/A

10Y*

N/A

*Annualized

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IAMGOLD Corporation

iShares Gold Trust Micro ETF of Benef Interest

Risk-Adjusted Performance

IAG vs. IAUM — 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 7777
Overall Rank
The Sharpe Ratio Rank of IAG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IAG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IAG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IAG is 8383
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 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9595
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. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) 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 IAG Sharpe Ratio is 0.81, which is lower than the IAUM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IAG 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

IAG vs. IAUM - Dividend Comparison

Neither IAG nor IAUM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IAG vs. IAUM - Drawdown Comparison

The maximum IAG drawdown since its inception was -95.55%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for IAG and IAUM. For additional features, visit the drawdowns tool.

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Volatility

IAG vs. IAUM - Volatility Comparison

IAMGOLD Corporation (IAG) has a higher volatility of 17.41% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 8.09%. This indicates that IAG'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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