IAU vs. SFM
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while SFM (Sprouts Farmers Market, Inc.) is a stock. Over the past 10 years, IAU returned 12.31%/yr vs 14.32%/yr for SFM. At a correlation of -0.00, they often move in opposite directions.
Performance
IAU vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than SFM's 8.36% return. Over the past 10 years, IAU has underperformed SFM with an annualized return of 12.31%, while SFM has yielded a comparatively higher 14.32% annualized 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%
SFM
- 1D
- -2.03%
- 1M
- 0.96%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.33%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
IAU vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between IAU and SFM is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | -0.00 |
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Return for Risk
IAU vs. SFM — Risk / Return Rank
IAU
SFM
IAU vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Sprouts Farmers Market, Inc. (SFM). 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 | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.81 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.73 | +1.71 |
| Martin ratioReturn relative to average drawdown | 2.83 | -0.99 | +3.83 |
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Drawdowns
IAU vs. SFM - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for IAU and SFM.
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Drawdown Indicators
| IAU | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -72.88% | +27.74% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -62.17% | +37.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -63.48% | +39.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -63.48% | +39.08% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | -63.48% | +39.08% |
Current DrawdownCurrent decline from peak | -22.03% | -51.91% | +29.88% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -40.28% | +24.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 45.41% | -36.94% |
Volatility
IAU vs. SFM - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.50%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 12.50% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 30.32% | -6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 46.09% | -18.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 39.23% | -21.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 37.82% | -21.80% |
Dividends
IAU vs. SFM - Dividend Comparison
Neither IAU nor SFM has paid dividends to shareholders.
Frequently Asked Questions
IAU and SFM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.50%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs SFM's -72.88%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.98), 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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