IAU vs. FICO
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while FICO (Fair Isaac Corporation) is a stock. Over the past 10 years, IAU returned 12.31%/yr vs 26.62%/yr for FICO. At a 0.02 correlation, their price movements are largely independent.
Performance
IAU vs. FICO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than FICO's -30.25% return. Over the past 10 years, IAU has underperformed FICO with an annualized return of 12.31%, while FICO has yielded a comparatively higher 26.62% 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%
FICO
- 1D
- -0.52%
- 1M
- 7.34%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
IAU vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
FICO Fair Isaac Corporation | -30.25% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between IAU and FICO 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 | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.02 |
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
IAU vs. FICO — Risk / Return Rank
IAU
FICO
IAU vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Fair Isaac Corporation (FICO). 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.
| IAU | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.90 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.65 | +1.64 |
| Martin ratioReturn relative to average drawdown | 2.83 | -1.24 | +4.07 |
Loading charts...
Drawdowns
IAU vs. FICO - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for IAU and FICO.
Loading charts...
Drawdown Indicators
| IAU | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -79.26% | +34.12% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -52.12% | +27.72% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -61.28% | +36.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -61.28% | +36.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | -61.28% | +36.88% |
Current DrawdownCurrent decline from peak | -22.03% | -50.50% | +28.47% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -18.03% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 27.47% | -19.00% |
Volatility
IAU vs. FICO - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Fair Isaac Corporation (FICO) has a volatility of 14.33%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IAU | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 14.33% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 39.21% | -15.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 50.67% | -23.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 40.73% | -22.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 38.07% | -22.05% |
Dividends
IAU vs. FICO - Dividend Comparison
Neither IAU nor FICO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
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 FICO 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.
FICO has higher volatility (14.33%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs FICO's -79.26%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.67), 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 IAU and FICO
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