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IAU vs. VST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Vistra Corp. (VST). 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 VST's -8.13% return.


IAU

1D
0.08%
1M
-10.21%
YTD
-2.44%
6M
-2.22%
1Y
23.95%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

VST

1D
1.12%
1M
3.79%
YTD
-8.13%
6M
-12.74%
1Y
-14.43%
3Y*
83.39%
5Y*
54.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. VST - 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%
VST
Vistra Corp.
-8.13%17.66%261.52%70.73%5.08%19.57%-11.87%2.46%24.95%18.19%

Correlation

The correlation between IAU and VST is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.06

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Return for Risk

IAU vs. VST — 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

VST
VST Risk / Return Rank: 3030
Overall Rank
VST Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2929
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 3131
Calmar Ratio Rank
VST Martin Ratio Rank: 3030
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. VST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Vistra Corp. (VST). 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.


IAUVSTDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.19

0.99

+0.20

Calmar ratioReturn relative to maximum drawdown

0.99

-0.38

+1.37

Martin ratioReturn relative to average drawdown

2.83

-0.70

+3.53

IAU vs. VST - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the VST Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of IAU and VST, 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. VST - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for IAU and VST.


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Drawdown Indicators


IAUVSTDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-53.32%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-38.01%

+13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-48.80%

+24.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-48.80%

+24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-22.03%

-31.89%

+9.86%

Average Drawdown

Average peak-to-trough decline

-15.97%

-13.72%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

20.73%

-12.26%

Volatility

IAU vs. VST - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUVSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

15.14%

-7.44%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

37.96%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

48.75%

-21.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

47.97%

-29.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

42.22%

-26.20%

Dividends

IAU vs. VST - Dividend Comparison

IAU has not paid dividends to shareholders, while VST's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM2025202420232022202120202019201820172016
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.
0.61%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%

Frequently Asked Questions


IAU and VST have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VST has higher volatility (15.14%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs VST's -53.32%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.30), 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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