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IVVD vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVVD vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invivyd Inc. (IVVD) 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, IVVD achieves a -78.34% return, which is significantly lower than IAU's -6.16% return.


IVVD

1D
-8.01%
1M
-40.14%
6M
-69.25%
YTD
-78.34%
1Y
-26.94%
3Y*
-28.28%
5Y*
10Y*
ALL TIME*
-52.12%

IAU

1D
-1.46%
1M
-1.73%
6M
-16.48%
YTD
-6.16%
1Y
20.35%
3Y*
27.40%
5Y*
17.12%
10Y*
11.21%
ALL TIME*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$349.43M$363.40M$472.72M
$2.02M$2.46M$4.19M

IVVD vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IVVD
Invivyd Inc.
-78.34%457.44%-88.75%162.67%-79.34%-65.43%
IAU
iShares Gold Trust
-6.16%63.95%26.85%12.84%-0.63%1.34%

Correlation

The correlation between IVVD and IAU is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.08

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Return for Risk

IVVD vs. IAU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVVD
IVVD Risk / Return Rank: 4242
Overall Rank
IVVD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IVVD Sortino Ratio Rank: 5555
Sortino Ratio Rank
IVVD Omega Ratio Rank: 5151
Omega Ratio Rank
IVVD Calmar Ratio Rank: 3535
Calmar Ratio Rank
IVVD Martin Ratio Rank: 3434
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3030
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3131
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 2727
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVVD vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invivyd Inc. (IVVD) 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.


IVVDIAUDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.28

0.87

-1.15

Martin ratioReturn relative to average drawdown

-0.55

1.88

-2.43

IVVD vs. IAU - Sharpe Ratio Comparison

The current IVVD Sharpe Ratio is -0.16, which is lower than the IAU Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IVVD 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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Drawdowns

IVVD vs. IAU - Drawdown Comparison

The maximum IVVD drawdown since its inception was -99.36%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IVVD and IAU.


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Drawdown Indicators


IVVDIAUDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-45.14%

-54.22%

Max Drawdown (1Y)

Largest decline over 1 year

-81.42%

-26.36%

-55.06%

Max Drawdown (3Y)

Largest decline over 3 years

-92.90%

-26.36%

-66.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

Current Drawdown

Current decline from peak

-99.05%

-25.01%

-74.04%

Average Drawdown

Average peak-to-trough decline

-91.29%

-16.02%

-75.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.94%

12.16%

+29.78%

Volatility

IVVD vs. IAU - Volatility Comparison

Invivyd Inc. (IVVD) has a higher volatility of 27.19% compared to iShares Gold Trust (IAU) at 6.35%. This indicates that IVVD'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


IVVDIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.19%

6.35%

+20.84%

Volatility (6M)

Calculated over the trailing 6-month period

68.58%

23.35%

+45.23%

Volatility (1Y)

Calculated over the trailing 1-year period

142.08%

27.92%

+114.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

176.97%

18.42%

+158.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

176.97%

16.08%

+160.89%

Dividends

IVVD vs. IAU - Dividend Comparison

Neither IVVD nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IVVD and IAU have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVVD has higher volatility (27.19%) compared to IAU (6.35%). In terms of maximum drawdown, IVVD dropped -99.36% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.82 vs -0.16), 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 IVVD 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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