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IAU vs. NUTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. NUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Nutex Health Inc (NUTX). 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 NUTX's -12.28% 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%

NUTX

1D
-1.78%
1M
14.33%
YTD
-12.28%
6M
-21.90%
1Y
18.09%
3Y*
31.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. NUTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-5.34%
NUTX
Nutex Health Inc
-12.28%419.47%17.37%-90.53%-81.82%

Correlation

The correlation between IAU and NUTX is 0.01, 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

0.01

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.06

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Return for Risk

IAU vs. NUTX — 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

NUTX
NUTX Risk / Return Rank: 5151
Overall Rank
NUTX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NUTX Sortino Ratio Rank: 5454
Sortino Ratio Rank
NUTX Omega Ratio Rank: 5353
Omega Ratio Rank
NUTX Calmar Ratio Rank: 5050
Calmar Ratio Rank
NUTX Martin Ratio Rank: 4848
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. NUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Nutex Health Inc (NUTX). 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.


IAUNUTXDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

0.99

0.29

+0.70

Martin ratioReturn relative to average drawdown

2.83

0.50

+2.33

IAU vs. NUTX - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the NUTX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IAU and NUTX, 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. NUTX - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum NUTX drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for IAU and NUTX.


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Drawdown Indicators


IAUNUTXDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-99.93%

+54.79%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-54.32%

+29.92%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-94.36%

+69.96%

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%

-97.59%

+75.56%

Average Drawdown

Average peak-to-trough decline

-15.97%

-97.18%

+81.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

30.94%

-22.47%

Volatility

IAU vs. NUTX - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Nutex Health Inc (NUTX) has a volatility of 17.20%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than NUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUNUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

17.20%

-9.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

63.60%

-39.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

94.82%

-67.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

191.90%

-173.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

191.90%

-175.88%

Dividends

IAU vs. NUTX - Dividend Comparison

Neither IAU nor NUTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAU and NUTX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUTX has higher volatility (17.20%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs NUTX's -99.93%.

IAU currently has the higher Sharpe Ratio (0.89 vs 0.17), 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 NUTX

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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