IAG vs. USAU
IAG (IAMGOLD Corporation) and USAU (U.S. Gold Corp.) are both stocks. Both operate in the Gold industry within the Basic Materials sector. Over the past 10 years, IAG returned 14.75%/yr vs -15.82%/yr for USAU. At a 0.16 correlation, their price movements are largely independent.
Performance
IAG vs. USAU - Performance Comparison
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Returns By Period
In the year-to-date period, IAG achieves a 2.55% return, which is significantly higher than USAU's -19.32% return. Over the past 10 years, IAG has outperformed USAU with an annualized return of 14.75%, while USAU has yielded a comparatively lower -15.82% annualized return.
IAG
- 1D
- 0.18%
- 1M
- 2.36%
- YTD
- 2.55%
- 6M
- -3.65%
- 1Y
- 133.24%
- 3Y*
- 87.14%
- 5Y*
- 40.58%
- 10Y*
- 14.75%
USAU
- 1D
- -1.20%
- 1M
- 1.16%
- YTD
- -19.32%
- 6M
- -23.83%
- 1Y
- 28.26%
- 3Y*
- 53.97%
- 5Y*
- 7.48%
- 10Y*
- -15.82%
IAG vs. USAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAG IAMGOLD Corporation | 2.55% | 219.57% | 103.95% | -1.94% | -17.57% | -14.71% | -1.61% | 1.36% | -36.88% | 51.43% |
USAU U.S. Gold Corp. | -19.32% | 216.64% | 44.24% | -11.46% | -46.49% | -45.80% | 104.32% | -10.00% | -44.79% | -81.48% |
Correlation
The correlation between IAG and USAU is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2003 | 0.16 |
Over the past year, IAG and USAU have become more correlated (0.62) than their long-term average of 0.16, meaning their price movements have been converging.
Fundamentals
IAG:
$10.04B
USAU:
$239.04M
IAG:
$1.73
USAU:
-$1.35
IAG:
2.32
USAU:
4.55
IAG:
$3.42B
USAU:
$0.00
IAG:
$1.64B
USAU:
-$101.52K
IAG:
$1.97B
USAU:
-$15.07M
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Return for Risk
IAG vs. USAU — Risk / Return Rank
IAG
USAU
IAG vs. USAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) and U.S. Gold Corp. (USAU). 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 | USAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 0.73 | +2.66 |
| Martin ratioReturn relative to average drawdown | 8.20 | 1.43 | +6.77 |
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Drawdowns
IAG vs. USAU - Drawdown Comparison
The maximum IAG drawdown since its inception was -95.55%, roughly equal to the maximum USAU drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for IAG and USAU.
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Drawdown Indicators
| IAG | USAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.55% | -99.99% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -39.60% | -39.12% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -39.60% | -39.12% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -73.69% | -73.65% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -86.46% | -96.96% | +10.50% |
Current DrawdownCurrent decline from peak | -31.18% | -99.94% | +68.76% |
Average DrawdownAverage peak-to-trough decline | -56.16% | -83.20% | +27.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.31% | 19.82% | -3.51% |
Volatility
IAG vs. USAU - Volatility Comparison
IAMGOLD Corporation (IAG) has a higher volatility of 20.42% compared to U.S. Gold Corp. (USAU) at 18.30%. This indicates that IAG's price experiences larger fluctuations and is considered to be riskier than USAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAG | USAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.42% | 18.30% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 49.89% | 50.91% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.54% | 65.17% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.56% | 63.04% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.68% | 83.25% | -24.57% |
Dividends
IAG vs. USAU - Dividend Comparison
Neither IAG nor USAU has paid dividends to shareholders.
Financials
IAG vs. USAU - Financials Comparison
This section allows you to compare key financial metrics between IAMGOLD Corporation and U.S. Gold Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IAG and USAU have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAG has higher volatility (20.42%) compared to USAU (18.30%). In terms of maximum drawdown, IAG dropped -95.55% vs USAU's -99.99%.
IAG currently has the higher Sharpe Ratio (2.15 vs 0.44), 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.
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