IAU vs. PROSY
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while PROSY (Prosus N.V.) is a stock. Over the past 5 years, IAU returned 17.23%/yr vs -0.56%/yr for PROSY. At a 0.18 correlation, their price movements are largely independent.
Performance
IAU vs. PROSY - 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 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*
- —
IAU vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
IAU
PROSY
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.
| IAU | PROSY | Difference | |
|---|---|---|---|
| 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 |
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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
| IAU | PROSY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.03% | -37.79% | +15.76% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -30.01% | +14.04% |
Ulcer IndexDepth 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
| IAU | PROSY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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