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IOT vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

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.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
79.43%
46.36%
IOT
IAU

Key characteristics

Sharpe Ratio

IOT:

0.67

IAU:

1.93

Sortino Ratio

IOT:

1.24

IAU:

2.55

Omega Ratio

IOT:

1.15

IAU:

1.34

Calmar Ratio

IOT:

1.02

IAU:

3.55

Martin Ratio

IOT:

2.92

IAU:

10.15

Ulcer Index

IOT:

11.58%

IAU:

2.85%

Daily Std Dev

IOT:

50.41%

IAU:

14.97%

Max Drawdown

IOT:

-70.38%

IAU:

-45.14%

Current Drawdown

IOT:

-21.35%

IAU:

-5.98%

Returns By Period

In the year-to-date period, IOT achieves a 32.77% return, which is significantly higher than IAU's 26.83% return.


IOT

YTD

32.77%

1M

-15.79%

6M

51.16%

1Y

31.16%

5Y*

N/A

10Y*

N/A

IAU

YTD

26.83%

1M

-1.06%

6M

12.78%

1Y

27.97%

5Y*

11.90%

10Y*

8.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for IOT, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.93
The chart of Sortino ratio for IOT, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.55
The chart of Omega ratio for IOT, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.34
The chart of Calmar ratio for IOT, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.55
The chart of Martin ratio for IOT, currently valued at 2.92, compared to the broader market-5.000.005.0010.0015.0020.0025.002.9210.15
IOT
IAU

The current IOT Sharpe Ratio is 0.67, which is lower than the IAU Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IOT and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.67
1.93
IOT
IAU

Dividends

IOT vs. IAU - Dividend Comparison

Neither IOT nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.35%
-5.98%
IOT
IAU

Volatility

IOT vs. IAU - Volatility Comparison

Samsara Inc. (IOT) has a higher volatility of 16.32% compared to iShares Gold Trust (IAU) at 5.17%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.32%
5.17%
IOT
IAU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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