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IREN vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IREN and GLD is 0.16, 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.


-0.50.00.51.00.2

Performance

IREN vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iris Energy Limited (IREN) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.58%
13.21%
IREN
GLD

Key characteristics

Sharpe Ratio

IREN:

1.02

GLD:

2.05

Sortino Ratio

IREN:

2.27

GLD:

2.70

Omega Ratio

IREN:

1.24

GLD:

1.36

Calmar Ratio

IREN:

1.51

GLD:

3.75

Martin Ratio

IREN:

3.33

GLD:

11.06

Ulcer Index

IREN:

38.59%

GLD:

2.75%

Daily Std Dev

IREN:

126.50%

GLD:

14.87%

Max Drawdown

IREN:

-95.73%

GLD:

-45.56%

Current Drawdown

IREN:

-44.64%

GLD:

-5.27%

Returns By Period

In the year-to-date period, IREN achieves a 92.03% return, which is significantly higher than GLD's 27.60% return.


IREN

YTD

92.03%

1M

28.68%

6M

-1.58%

1Y

128.83%

5Y (annualized)

N/A

10Y (annualized)

N/A

GLD

YTD

27.60%

1M

3.11%

6M

13.21%

1Y

29.86%

5Y (annualized)

11.88%

10Y (annualized)

7.85%

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Risk-Adjusted Performance

IREN vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iris Energy Limited (IREN) and SPDR Gold Trust (GLD). 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 IREN, currently valued at 1.02, compared to the broader market-4.00-2.000.002.001.022.05
The chart of Sortino ratio for IREN, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.272.70
The chart of Omega ratio for IREN, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.36
The chart of Calmar ratio for IREN, currently valued at 1.51, compared to the broader market0.002.004.006.001.513.75
The chart of Martin ratio for IREN, currently valued at 3.33, compared to the broader market-10.000.0010.0020.0030.003.3311.06
IREN
GLD

The current IREN Sharpe Ratio is 1.02, which is lower than the GLD Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IREN and GLD, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.02
2.05
IREN
GLD

Dividends

IREN vs. GLD - Dividend Comparison

Neither IREN nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IREN vs. GLD - Drawdown Comparison

The maximum IREN drawdown since its inception was -95.73%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for IREN and GLD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.64%
-5.27%
IREN
GLD

Volatility

IREN vs. GLD - Volatility Comparison

Iris Energy Limited (IREN) has a higher volatility of 37.31% compared to SPDR Gold Trust (GLD) at 5.15%. This indicates that IREN's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
37.31%
5.15%
IREN
GLD
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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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