IAU vs. PLTR
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while PLTR (Palantir Technologies Inc.) is a stock. Over the past 5 years, IAU returned 17.23%/yr vs 39.00%/yr for PLTR. At a 0.08 correlation, their price movements are largely independent.
Performance
IAU vs. PLTR - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than PLTR's -27.99% 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%
PLTR
- 1D
- -2.36%
- 1M
- -1.58%
- YTD
- -27.99%
- 6M
- -30.28%
- 1Y
- -5.33%
- 3Y*
- 99.99%
- 5Y*
- 39.00%
- 10Y*
- —
IAU vs. PLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 0.11% |
PLTR Palantir Technologies Inc. | -27.99% | 135.03% | 340.48% | 167.45% | -64.74% | -22.68% | 135.50% |
Correlation
The correlation between IAU and PLTR is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.08 |
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Return for Risk
IAU vs. PLTR — Risk / Return Rank
IAU
PLTR
IAU vs. PLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Palantir Technologies Inc. (PLTR). 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 | PLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.14 | +1.13 |
| Martin ratioReturn relative to average drawdown | 2.83 | -0.25 | +3.08 |
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Drawdowns
IAU vs. PLTR - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for IAU and PLTR.
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Drawdown Indicators
| IAU | PLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -84.62% | +39.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -38.22% | +13.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -40.61% | +16.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -79.14% | +54.74% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | — | — |
Current DrawdownCurrent decline from peak | -22.03% | -38.22% | +16.19% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -40.27% | +24.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 21.23% | -12.76% |
Volatility
IAU vs. PLTR - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.16%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | PLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 17.16% | -9.46% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 38.32% | -14.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 50.83% | -23.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 65.44% | -47.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 69.75% | -53.73% |
Dividends
IAU vs. PLTR - Dividend Comparison
Neither IAU nor PLTR has paid dividends to shareholders.
Frequently Asked Questions
IAU and PLTR have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTR has higher volatility (17.16%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs PLTR's -84.62%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.11), 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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