IOT vs. IAU
IOT (Samsara Inc.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 3 years, IOT returned 14.34%/yr vs 31.29%/yr for IAU. At a 0.05 correlation, their price movements are largely independent.
Performance
IOT vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, IOT achieves a 2.51% return, which is significantly lower than IAU's 2.98% return.
IOT
- 1D
- -2.73%
- 1M
- 18.76%
- YTD
- 2.51%
- 6M
- -6.84%
- 1Y
- -20.78%
- 3Y*
- 14.34%
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- -0.98%
- 1M
- -1.62%
- YTD
- 2.98%
- 6M
- 5.50%
- 1Y
- 32.20%
- 3Y*
- 31.29%
- 5Y*
- 18.32%
- 10Y*
- 13.31%
IOT vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IOT Samsara Inc. | 2.51% | -18.86% | 30.89% | 168.54% | -55.78% | 13.81% |
IAU iShares Gold Trust | 2.98% | 63.95% | 26.85% | 12.84% | -0.63% | 2.93% |
Correlation
The correlation between IOT and IAU is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.05 |
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Return for Risk
IOT vs. IAU — Risk / Return Rank
IOT
IAU
IOT vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsara Inc. (IOT) and iShares Gold Trust (IAU). 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.
| IOT | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.69 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.75 | 4.19 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOT | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 1.23 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.62 | -0.49 |
Drawdowns
IOT vs. IAU - Drawdown Comparison
The maximum IOT drawdown since its inception was -70.38%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IOT and IAU.
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Drawdown Indicators
| IOT | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.38% | -45.14% | -25.24% |
Max Drawdown (1Y)Largest decline over 1 year | -48.68% | -19.18% | -29.50% |
Max Drawdown (3Y)Largest decline over 3 years | -60.22% | -19.18% | -41.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | -40.39% | -17.70% | -22.69% |
Average DrawdownAverage peak-to-trough decline | -31.34% | -15.96% | -15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.70% | 7.71% | +19.99% |
Volatility
IOT vs. IAU - Volatility Comparison
Samsara Inc. (IOT) has a higher volatility of 20.64% compared to iShares Gold Trust (IAU) at 5.50%. This indicates that IOT's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOT | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 5.50% | +15.14% |
Volatility (6M)Calculated over the trailing 6-month period | 45.83% | 23.02% | +22.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.97% | 26.42% | +31.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.02% | 17.95% | +48.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.02% | 15.90% | +50.12% |
Dividends
IOT vs. IAU - Dividend Comparison
Neither IOT nor IAU has paid dividends to shareholders.
Frequently Asked Questions
IOT and IAU have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOT has higher volatility (20.64%) compared to IAU (5.50%). In terms of maximum drawdown, IOT dropped -70.38% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (1.23 vs -0.36), 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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