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IAU vs. PROSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Prosus N.V. (PROSY). 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 PROSY's -26.62% 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%

PROSY

1D
-2.58%
1M
-0.11%
YTD
-26.62%
6M
-27.15%
1Y
-15.15%
3Y*
10.69%
5Y*
-0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. PROSY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%1.19%
PROSY
Prosus N.V.
-26.62%55.67%33.80%-5.32%-17.15%-23.28%45.77%-9.97%

Correlation

The correlation between IAU and PROSY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.18

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Return for Risk

IAU vs. PROSY — 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

PROSY
PROSY Risk / Return Rank: 2323
Overall Rank
PROSY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PROSY Sortino Ratio Rank: 1919
Sortino Ratio Rank
PROSY Omega Ratio Rank: 2020
Omega Ratio Rank
PROSY Calmar Ratio Rank: 2727
Calmar Ratio Rank
PROSY Martin Ratio Rank: 2828
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. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Prosus N.V. (PROSY). 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.


IAUPROSYDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.19

0.93

+0.26

Calmar ratioReturn relative to maximum drawdown

0.99

-0.44

+1.43

Martin ratioReturn relative to average drawdown

2.83

-0.81

+3.65

IAU vs. PROSY - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the PROSY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of IAU and PROSY, 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. PROSY - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for IAU and PROSY.


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Drawdown Indicators


IAUPROSYDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-69.36%

+24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-39.09%

+14.69%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-39.09%

+14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-60.96%

+36.56%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-22.03%

-37.79%

+15.76%

Average Drawdown

Average peak-to-trough decline

-15.97%

-30.01%

+14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

21.26%

-12.79%

Volatility

IAU vs. PROSY - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Prosus N.V. (PROSY) has a volatility of 13.50%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUPROSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

13.50%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

27.41%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

32.46%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

43.10%

-24.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

41.64%

-25.62%

Dividends

IAU vs. PROSY - Dividend Comparison

Neither IAU nor PROSY has paid dividends to shareholders.


PositionTTM202520242023202220212020
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PROSY
Prosus N.V.
0.00%0.00%0.28%0.25%0.20%0.20%0.12%

Frequently Asked Questions


IAU and PROSY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PROSY has higher volatility (13.50%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs PROSY's -69.36%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.53), 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 PROSY

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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