IOT vs. IAU
Compare and contrast key facts about Samsara Inc. (IOT) and iShares Gold Trust (IAU).
IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IOT or IAU.
Performance
IOT vs. IAU - Performance Comparison
Returns By Period
In the year-to-date period, IOT achieves a 48.26% return, which is significantly higher than IAU's 26.29% return.
IOT
48.26%
-1.02%
20.30%
84.11%
N/A
N/A
IAU
26.29%
-4.05%
7.41%
31.44%
11.98%
7.88%
Key characteristics
| IOT | IAU | |
|---|---|---|
| Sharpe Ratio | 1.57 | 2.12 |
| Sortino Ratio | 2.43 | 2.85 |
| Omega Ratio | 1.29 | 1.37 |
| Calmar Ratio | 2.59 | 3.87 |
| Martin Ratio | 7.65 | 12.76 |
| Ulcer Index | 11.27% | 2.46% |
| Daily Std Dev | 54.97% | 14.84% |
| Max Drawdown | -70.38% | -45.14% |
| Current Drawdown | -6.38% | -6.38% |
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Correlation
The correlation between IOT and IAU is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IOT vs. IAU - Risk-Adjusted Performance 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.
Dividends
IOT vs. IAU - Dividend Comparison
Neither IOT nor IAU has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
IOT vs. IAU - Volatility Comparison
Samsara Inc. (IOT) has a higher volatility of 11.69% compared to iShares Gold Trust (IAU) at 5.65%. 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.