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IAU vs. ACN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than ACN's -35.62% return. Over the past 10 years, IAU has outperformed ACN with an annualized return of 12.31%, while ACN has yielded a comparatively lower 5.50% annualized return.


IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

ACN

1D
1.65%
1M
0.86%
YTD
-35.62%
6M
-36.39%
1Y
-43.95%
3Y*
-16.94%
5Y*
-8.24%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. ACN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
ACN
Accenture plc
-35.62%-22.14%1.86%33.60%-34.75%60.67%26.04%51.21%-6.23%33.34%

Correlation

The correlation between IAU and ACN is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.02

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Return for Risk

IAU vs. ACN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

ACN
ACN Risk / Return Rank: 33
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 33
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 55
Calmar Ratio Rank
ACN Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAU vs. ACN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Accenture plc (ACN). 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.


IAUACNDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.19

0.77

+0.41

Calmar ratioReturn relative to maximum drawdown

0.99

-0.94

+1.93

Martin ratioReturn relative to average drawdown

2.83

-1.72

+4.56

IAU vs. ACN - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the ACN Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of IAU and ACN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAU vs. ACN - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum ACN drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for IAU and ACN.


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Drawdown Indicators


IAUACNDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-59.20%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-47.89%

+23.49%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-58.67%

+34.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-58.67%

+34.27%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-58.67%

+34.27%

Current Drawdown

Current decline from peak

-22.03%

-55.91%

+33.88%

Average Drawdown

Average peak-to-trough decline

-15.97%

-12.89%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

26.93%

-18.46%

Volatility

IAU vs. ACN - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Accenture plc (ACN) has a volatility of 12.95%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

12.95%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

29.81%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

36.02%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

28.60%

-10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

26.87%

-10.85%

Dividends

IAU vs. ACN - Dividend Comparison

IAU has not paid dividends to shareholders, while ACN's dividend yield for the trailing twelve months is around 3.74%.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.74%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAU and ACN have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (12.95%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs ACN's -59.20%.

IAU currently has the higher Sharpe Ratio (0.89 vs -1.25), 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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