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IAU vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Constellation Energy Corp (CEG). 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 CEG's -27.96% return.


IAU

1D
0.08%
1M
-10.21%
YTD
-2.44%
6M
-2.22%
1Y
23.95%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

CEG

1D
2.86%
1M
-7.54%
YTD
-27.96%
6M
-27.70%
1Y
-15.08%
3Y*
40.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%0.93%
CEG
Constellation Energy Corp
-27.96%58.80%92.71%37.24%73.87%

Correlation

The correlation between IAU and CEG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

0.13

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Return for Risk

IAU vs. CEG — 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

CEG
CEG Risk / Return Rank: 2929
Overall Rank
CEG Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2828
Sortino Ratio Rank
CEG Omega Ratio Rank: 2828
Omega Ratio Rank
CEG Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEG Martin Ratio Rank: 2828
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. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Constellation Energy Corp (CEG). 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.


IAUCEGDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.19

0.98

+0.20

Calmar ratioReturn relative to maximum drawdown

0.99

-0.38

+1.37

Martin ratioReturn relative to average drawdown

2.83

-0.78

+3.61

IAU vs. CEG - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the CEG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of IAU and CEG, 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. CEG - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for IAU and CEG.


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Drawdown Indicators


IAUCEGDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-50.70%

+5.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-39.77%

+15.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-50.70%

+26.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-22.03%

-36.93%

+14.90%

Average Drawdown

Average peak-to-trough decline

-15.97%

-11.67%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

19.38%

-10.91%

Volatility

IAU vs. CEG - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Constellation Energy Corp (CEG) has a volatility of 15.26%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

15.26%

-7.56%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

37.72%

-13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

46.66%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

49.38%

-31.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

49.38%

-33.36%

Dividends

IAU vs. CEG - Dividend Comparison

IAU has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM2025202420232022
CEG
Constellation Energy Corp
0.64%0.44%0.63%0.97%0.65%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAU and CEG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEG has higher volatility (15.26%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs CEG's -50.70%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for IAU and CEG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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