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 6.16%/yr vs 27.30%/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 -11.88% return, which is significantly lower than IAU's -7.61% return.
IOT
- 1D
- -0.16%
- 1M
- 0.29%
- YTD
- -11.88%
- 6M
- -14.55%
- 1Y
- -22.44%
- 3Y*
- 6.16%
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- -3.03%
- 1M
- -11.58%
- YTD
- -7.61%
- 6M
- -11.09%
- 1Y
- 19.64%
- 3Y*
- 27.30%
- 5Y*
- 17.22%
- 10Y*
- 11.42%
IOT vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IOT Samsara Inc. | -11.88% | -18.86% | 30.89% | 168.54% | -55.78% | 12.89% |
IAU iShares Gold Trust | -7.61% | 63.95% | 26.85% | 12.84% | -0.63% | 3.29% |
Correlation
The correlation between IOT and IAU is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 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.
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.
| IOT | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.15 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.75 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.95 | 2.14 | -3.09 |
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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 | -46.37% | -26.17% | -20.20% |
Max Drawdown (3Y)Largest decline over 3 years | -60.22% | -26.17% | -34.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.17% | — |
Current DrawdownCurrent decline from peak | -48.75% | -26.17% | -22.58% |
Average DrawdownAverage peak-to-trough decline | -31.50% | -15.98% | -15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.70% | 9.21% | +14.49% |
Volatility
IOT vs. IAU - Volatility Comparison
Samsara Inc. (IOT) has a higher volatility of 19.52% compared to iShares Gold Trust (IAU) at 8.50%. 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 | 19.52% | 8.50% | +11.02% |
Volatility (6M)Calculated over the trailing 6-month period | 44.04% | 24.42% | +19.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.64% | 27.55% | +30.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.70% | 18.24% | +47.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.70% | 16.01% | +49.69% |
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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOT has higher volatility (19.52%) compared to IAU (8.50%). In terms of maximum drawdown, IOT dropped -70.38% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.72 vs -0.39), 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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