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IOT vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOT vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsara Inc. (IOT) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOT vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

IOT
IOT Risk / Return Rank: 2626
Overall Rank
IOT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IOT Sortino Ratio Rank: 2525
Sortino Ratio Rank
IOT Omega Ratio Rank: 2626
Omega Ratio Rank
IOT Calmar Ratio Rank: 2626
Calmar Ratio Rank
IOT Martin Ratio Rank: 2626
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3232
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 3333
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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.

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.


IOTIAUDifference
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

IOT vs. IAU - Sharpe Ratio Comparison

The current IOT Sharpe Ratio is -0.36, which is lower than the IAU Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IOT and IAU, 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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Sharpe Ratios by Period


IOTIAUDifference

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


IOTIAUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.39%

-17.70%

-22.69%

Average Drawdown

Average peak-to-trough decline

-31.34%

-15.96%

-15.38%

Ulcer Index

Depth 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


IOTIAUDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for IOT and IAU

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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