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 11.43%/yr vs 26.66%/yr for FICO. At a 0.02 correlation, their price movements are largely independent.
Performance
IAU vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -7.17% return, which is significantly higher than FICO's -25.24% return. Over the past 10 years, IAU has underperformed FICO with an annualized return of 11.43%, while FICO has yielded a comparatively higher 26.66% annualized return.
IAU
- 1D
- -0.20%
- 1M
- -5.02%
- 6M
- -12.66%
- YTD
- -7.17%
- 1Y
- 19.36%
- 3Y*
- 26.56%
- 5Y*
- 17.02%
- 10Y*
- 11.43%
- ALL TIME*
- 10.67%
FICO
- 1D
- 0.53%
- 1M
- 15.26%
- 6M
- -19.36%
- YTD
- -25.24%
- 1Y
- -18.02%
- 3Y*
- 14.38%
- 5Y*
- 18.50%
- 10Y*
- 26.66%
- ALL TIME*
- 20.55%
IAU vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -7.17% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
FICO Fair Isaac Corporation | -25.24% | -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 | 0.04 |
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. 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 | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | -0.36 | +1.09 |
| Martin ratioReturn relative to average drawdown | 1.72 | -0.68 | +2.41 |
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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.
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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 | -26.36% | -50.93% | +24.57% |
Max Drawdown (3Y)Largest decline over 3 years | -26.36% | -61.28% | +34.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -61.28% | +34.92% |
Max Drawdown (10Y)Largest decline over 10 years | -26.36% | -61.28% | +34.92% |
Current DrawdownCurrent decline from peak | -25.81% | -46.95% | +21.14% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -18.12% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.25% | 26.42% | -15.17% |
Volatility
IAU vs. FICO - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 6.34%, while Fair Isaac Corporation (FICO) has a volatility of 11.12%. 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.
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Volatility by Period
| IAU | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 11.12% | -4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 24.03% | 39.98% | -15.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.86% | 50.30% | -22.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 41.04% | -22.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 38.21% | -22.16% |
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 (11.12%) compared to IAU (6.34%). In terms of maximum drawdown, IAU dropped -45.14% vs FICO's -79.26%.
IAU currently has the higher Sharpe Ratio (0.70 vs -0.36), 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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