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IAU vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Novo Nordisk A/S (NVO). 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 NVO's -10.74% return. Over the past 10 years, IAU has outperformed NVO with an annualized return of 12.31%, while NVO has yielded a comparatively lower 7.56% annualized 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%

NVO

1D
-0.18%
1M
-6.80%
YTD
-10.74%
6M
-9.50%
1Y
-43.34%
3Y*
-15.59%
5Y*
2.92%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. NVO - 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%
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between IAU and NVO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.10

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

0.09

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.12

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Return for Risk

IAU vs. NVO — 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

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NVO Martin Ratio Rank: 1616
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Novo Nordisk A/S (NVO). 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.


IAUNVODifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.19

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

0.99

-0.80

+1.79

Martin ratioReturn relative to average drawdown

2.83

-1.18

+4.01

IAU vs. NVO - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the NVO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of IAU and NVO, 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. NVO - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for IAU and NVO.


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Drawdown Indicators


IAUNVODifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-74.70%

+29.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-54.34%

+29.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-74.70%

+50.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-74.70%

+50.30%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-74.70%

+50.30%

Current Drawdown

Current decline from peak

-22.03%

-68.11%

+46.08%

Average Drawdown

Average peak-to-trough decline

-15.97%

-17.79%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

37.62%

-29.15%

Volatility

IAU vs. NVO - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Novo Nordisk A/S (NVO) has a volatility of 10.68%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

10.68%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

38.04%

-14.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

51.88%

-24.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

38.33%

-20.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

32.56%

-16.54%

Dividends

IAU vs. NVO - Dividend Comparison

IAU has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 4.11%.


PositionTTM20252024202320222021202020192018201720162015
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%
NVO
Novo Nordisk A/S
4.11%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


IAU and NVO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.68%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs NVO's -74.70%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.84), 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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