IAG vs. TLT
Compare and contrast key facts about IAMGOLD Corporation (IAG) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAG or TLT.
Key characteristics
| IAG | TLT | |
|---|---|---|
| YTD Return | 96.84% | -5.60% |
| 1Y Return | 117.47% | 6.12% |
| 3Y Return (Ann) | 13.27% | -12.04% |
| 5Y Return (Ann) | 7.08% | -5.81% |
| 10Y Return (Ann) | 8.19% | -0.28% |
| Sharpe Ratio | 1.97 | 0.31 |
| Sortino Ratio | 2.75 | 0.54 |
| Omega Ratio | 1.33 | 1.06 |
| Calmar Ratio | 1.30 | 0.10 |
| Martin Ratio | 12.55 | 0.76 |
| Ulcer Index | 9.36% | 6.13% |
| Daily Std Dev | 59.66% | 14.86% |
| Max Drawdown | -95.55% | -48.35% |
| Current Drawdown | -77.28% | -41.18% |
Correlation
The correlation between IAG and TLT is 0.08, 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. TLT - Performance Comparison
In the year-to-date period, IAG achieves a 96.84% return, which is significantly higher than TLT's -5.60% return. Over the past 10 years, IAG has outperformed TLT with an annualized return of 8.19%, while TLT has yielded a comparatively lower -0.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAG vs. TLT - Risk-Adjusted Performance Comparison
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.
Dividends
IAG vs. TLT - Dividend Comparison
IAG has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 3.75% |
TLT iShares 20+ Year Treasury Bond ETF | 4.07% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
IAG vs. TLT - Drawdown Comparison
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.
Volatility
IAG vs. TLT - Volatility Comparison
IAMGOLD Corporation (IAG) has a higher volatility of 21.84% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.10%. 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.