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IAUM vs. TIMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. TIMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and TIM S.A. (TIMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUM achieves a -2.40% return, which is significantly lower than TIMB's 15.30% return.


IAUM

1D
0.10%
1M
-7.37%
YTD
-2.40%
6M
-2.08%
1Y
22.55%
3Y*
29.28%
5Y*
10Y*

TIMB

1D
0.54%
1M
1.69%
YTD
15.30%
6M
11.44%
1Y
31.26%
3Y*
22.01%
5Y*
19.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. TIMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-2.40%64.27%27.04%13.12%-0.49%3.87%
TIMB
TIM S.A.
15.30%86.96%-33.24%68.57%4.05%-1.41%

Correlation

The correlation between IAUM and TIMB is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.14

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Return for Risk

IAUM vs. TIMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAUM
IAUM Risk / Return Rank: 2727
Overall Rank
IAUM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3131
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2525
Martin Ratio Rank

TIMB
TIMB Risk / Return Rank: 6868
Overall Rank
TIMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIMB Omega Ratio Rank: 6464
Omega Ratio Rank
TIMB Calmar Ratio Rank: 6767
Calmar Ratio Rank
TIMB Martin Ratio Rank: 7070
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.

IAUM vs. TIMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and TIM S.A. (TIMB). 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.


IAUMTIMBDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.00

1.22

-0.23

Martin ratioReturn relative to average drawdown

2.87

3.35

-0.49

IAUM vs. TIMB - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.90, which is comparable to the TIMB Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IAUM and TIMB, 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

IAUM vs. TIMB - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, smaller than the maximum TIMB drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for IAUM and TIMB.


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Drawdown Indicators


IAUMTIMBDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

-37.08%

+12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-23.82%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-37.08%

+12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

Current Drawdown

Current decline from peak

-21.99%

-20.28%

-1.71%

Average Drawdown

Average peak-to-trough decline

-5.38%

-12.14%

+6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

8.68%

-0.22%

Volatility

IAUM vs. TIMB - Volatility Comparison

iShares Gold Trust Micro (IAUM) has a higher volatility of 7.71% compared to TIM S.A. (TIMB) at 6.33%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than TIMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMTIMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

6.33%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

23.82%

25.37%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

31.42%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

31.55%

-13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

32.10%

-14.05%

Dividends

IAUM vs. TIMB - Dividend Comparison

IAUM has not paid dividends to shareholders, while TIMB's dividend yield for the trailing twelve months is around 8.17%.


PositionTTM202520242023202220212020
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIMB
TIM S.A.
8.17%11.67%6.03%4.98%4.05%3.43%3.05%

Frequently Asked Questions


IAUM and TIMB have a correlation of 0.21, 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 TIMB (6.33%). In terms of maximum drawdown, IAUM dropped -24.37% vs TIMB's -37.08%.

TIMB currently has the higher Sharpe Ratio (0.93 vs 0.90), 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 IAUM and TIMB

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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