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IAU vs. SFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. SFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Sprouts Farmers Market, Inc. (SFM). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. SFM - 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%
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

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

SFM
SFM Risk / Return Rank: 1212
Overall Rank
SFM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SFM Sortino Ratio Rank: 88
Sortino Ratio Rank
SFM Omega Ratio Rank: 77
Omega Ratio Rank
SFM Calmar Ratio Rank: 1515
Calmar Ratio Rank
SFM Martin Ratio Rank: 2222
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. 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.


IAUSFMDifference
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

IAU vs. SFM - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the SFM Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of IAU and SFM, 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. 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


IAUSFMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-22.03%

-51.91%

+29.88%

Average Drawdown

Average peak-to-trough decline

-15.97%

-40.28%

+24.31%

Ulcer Index

Depth 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


IAUSFMDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for IAU and SFM

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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