IAU vs. SOL-USD
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, IAU returned 17.23%/yr vs 12.17%/yr for SOL-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
IAU vs. SOL-USD - 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 SOL-USD's -44.76% return.
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
IAU vs. SOL-USD - 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% | 12.68% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between IAU and SOL-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.09 |
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Return for Risk
IAU vs. SOL-USD — Risk / Return Rank
IAU
SOL-USD
IAU vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.72 | +1.70 |
| Martin ratioReturn relative to average drawdown | 2.83 | -1.16 | +3.99 |
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Drawdowns
IAU vs. SOL-USD - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for IAU and SOL-USD.
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Drawdown Indicators
| IAU | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -96.27% | +51.13% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -74.89% | +50.49% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -76.28% | +51.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -96.27% | +71.87% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | — | — |
Current DrawdownCurrent decline from peak | -22.03% | -73.76% | +51.73% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -51.42% | +35.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 53.06% | -44.59% |
Volatility
IAU vs. SOL-USD - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 17.62% | -9.92% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 46.90% | -22.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 60.08% | -32.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 82.35% | -64.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 99.82% | -83.80% |
Frequently Asked Questions
IAU and SOL-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs SOL-USD's -96.27%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.74), 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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