IAG vs. TLT
IAG (IAMGOLD Corporation) is a stock, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 10 years, IAG returned 11.11%/yr vs -2.23%/yr for TLT. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
IAG vs. TLT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAG achieves a -3.64% return, which is significantly lower than TLT's -2.22% return. Over the past 10 years, IAG has outperformed TLT with an annualized return of 11.11%, while TLT has yielded a comparatively lower -2.23% annualized return.
IAG
- 1D
- 7.36%
- 1M
- -4.05%
- 6M
- -17.24%
- YTD
- -3.64%
- 1Y
- 112.43%
- 3Y*
- 85.73%
- 5Y*
- 44.76%
- 10Y*
- 11.11%
- ALL TIME*
- 5.84%
TLT
- 1D
- 0.22%
- 1M
- -2.48%
- 6M
- -1.90%
- YTD
- -2.22%
- 1Y
- -1.73%
- 3Y*
- -0.82%
- 5Y*
- -7.75%
- 10Y*
- -2.23%
- ALL TIME*
- 3.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.09M | $73.63M | $86.21M | |
| $2.70B | $2.15B | $2.23B |
IAG vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAG IAMGOLD Corporation | -3.64% | 219.57% | 103.95% | -1.94% | -17.57% | -14.71% | -1.61% | 1.36% | -36.88% | 51.43% |
TLT iShares 20+ Year Treasury Bond ETF | -2.22% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Correlation
The correlation between IAG and TLT is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2003 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAG vs. TLT — Risk / Return Rank
IAG
TLT
IAG vs. TLT - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IAG | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.98 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | -0.22 | +2.84 |
| Martin ratioReturn relative to average drawdown | 5.36 | -0.48 | +5.84 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| IAG | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.55% | -48.35% | -47.20% |
Max Drawdown (1Y)Largest decline over 1 year | -43.30% | -7.74% | -35.56% |
Max Drawdown (3Y)Largest decline over 3 years | -43.30% | -14.79% | -28.51% |
Max Drawdown (5Y)Largest decline over 5 years | -73.69% | -43.70% | -29.99% |
Max Drawdown (10Y)Largest decline over 10 years | -86.46% | -48.35% | -38.11% |
Current DrawdownCurrent decline from peak | -35.33% | -41.60% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -56.06% | -14.00% | -42.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.03% | 3.65% | +17.38% |
Volatility
IAG vs. TLT - Volatility Comparison
IAMGOLD Corporation (IAG) has a higher volatility of 16.12% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.51%. 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.
Loading charts...
Volatility by Period
| IAG | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.12% | 2.51% | +13.61% |
Volatility (6M)Calculated over the trailing 6-month period | 46.59% | 6.88% | +39.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.24% | 9.25% | +53.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.66% | 15.74% | +44.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.52% | 14.83% | +43.69% |
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 4.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.70% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
IAG and TLT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAG has higher volatility (16.12%) compared to TLT (2.51%). In terms of maximum drawdown, IAG dropped -95.55% vs TLT's -48.35%.
IAG currently has the higher Sharpe Ratio (1.79 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for IAG and TLT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer