IAUM vs. O
IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM, while O (Realty Income Corporation) is a stock. Over the past 3 years, IAUM returned 29.28%/yr vs 6.59%/yr for O. At a 0.15 correlation, their price movements are largely independent.
Performance
IAUM vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, IAUM achieves a -2.40% return, which is significantly lower than O's 13.70% return.
IAUM
- 1D
- 0.10%
- 1M
- -10.19%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 24.22%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
O
- 1D
- 1.31%
- 1M
- 2.40%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.25%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
IAUM vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 11.56% |
Correlation
The correlation between IAUM and O 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 | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.15 |
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Return for Risk
IAUM vs. O — Risk / Return Rank
IAUM
O
IAUM vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and Realty Income Corporation (O). 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.
| IAUM | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.29 | -0.29 |
| Martin ratioReturn relative to average drawdown | 2.87 | 3.12 | -0.25 |
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Drawdowns
IAUM vs. O - Drawdown Comparison
The maximum IAUM drawdown since its inception was -24.37%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IAUM and O.
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Drawdown Indicators
| IAUM | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.37% | -48.45% | +24.08% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -11.10% | -13.27% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -26.49% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -21.99% | -5.94% | -16.05% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -9.20% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 4.58% | +3.88% |
Volatility
IAUM vs. O - Volatility Comparison
iShares Gold Trust Micro (IAUM) has a higher volatility of 7.71% compared to Realty Income Corporation (O) at 5.29%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAUM | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 5.29% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 23.82% | 11.98% | +11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 16.21% | +10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 18.92% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 25.64% | -7.59% |
Dividends
IAUM vs. O - Dividend Comparison
IAUM has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
IAUM and O 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.
IAUM has higher volatility (7.71%) compared to O (5.29%). In terms of maximum drawdown, IAUM dropped -24.37% vs O's -48.45%.
IAUM currently has the higher Sharpe Ratio (0.90 vs 0.88), 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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