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IAU vs. CRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Salesforce, Inc. (CRM). 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 CRM's -37.06% return. Over the past 10 years, IAU has outperformed CRM with an annualized return of 12.31%, while CRM has yielded a comparatively lower 7.60% 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%

CRM

1D
-0.34%
1M
-4.14%
YTD
-37.06%
6M
-36.31%
1Y
-35.16%
3Y*
-6.88%
5Y*
-6.82%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. CRM - 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%
CRM
Salesforce, Inc.
-37.06%-20.25%27.76%98.46%-47.83%14.20%36.82%18.74%33.98%49.33%

Correlation

The correlation between IAU and CRM is -0.05, 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

-0.05

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

0.02

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

0.04

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

0.02

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. CRM — 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

CRM
CRM Risk / Return Rank: 66
Overall Rank
CRM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRM Sortino Ratio Rank: 88
Sortino Ratio Rank
CRM Omega Ratio Rank: 99
Omega Ratio Rank
CRM Calmar Ratio Rank: 44
Calmar Ratio Rank
CRM Martin Ratio Rank: 22
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. CRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Salesforce, Inc. (CRM). 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.


IAUCRMDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.19

0.84

+0.35

Calmar ratioReturn relative to maximum drawdown

0.99

-0.95

+1.93

Martin ratioReturn relative to average drawdown

2.83

-1.78

+4.62

IAU vs. CRM - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the CRM Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of IAU and CRM, 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. CRM - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for IAU and CRM.


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Drawdown Indicators


IAUCRMDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-70.50%

+25.36%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-39.36%

+14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-54.70%

+30.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-58.62%

+34.22%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-58.62%

+34.22%

Current Drawdown

Current decline from peak

-22.03%

-54.33%

+32.30%

Average Drawdown

Average peak-to-trough decline

-15.97%

-16.15%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

20.92%

-12.45%

Volatility

IAU vs. CRM - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Salesforce, Inc. (CRM) has a volatility of 16.76%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUCRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

16.76%

-9.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

31.59%

-7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

38.09%

-10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

37.07%

-18.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

35.38%

-19.36%

Dividends

IAU vs. CRM - Dividend Comparison

IAU has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024
CRM
Salesforce, Inc.
1.28%0.63%0.48%
IAU
iShares Gold Trust
0.00%0.00%0.00%

Frequently Asked Questions


IAU and CRM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRM has higher volatility (16.76%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs CRM's -70.50%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.98), 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 CRM

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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