IAG vs. TLT

In the year-to-date period, IAG achieves a 29.07% return, which is significantly higher than TLT's -2.50% return. Over the past 10 years, IAG has outperformed TLT with an annualized return of 12.02%, while TLT has yielded a comparatively lower -1.02% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) and iShares 20+ Year Treasury Bond ETF (TLT). 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 higher than the TLT Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of IAG and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IAG has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.51%.

The maximum IAG drawdown since its inception was -95.55%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IAG and TLT. For additional features, visit the drawdowns tool.

IAMGOLD Corporation (IAG) has a higher volatility of 17.41% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.73%. This indicates that IAG's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.