NGLOY vs. IAU
NGLOY (Anglo American plc ADR) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, NGLOY returned 24.84%/yr vs 13.31%/yr for IAU. At a 0.25 correlation, their price movements are largely independent.
Performance
NGLOY vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, NGLOY achieves a 33.94% return, which is significantly higher than IAU's 2.98% return. Over the past 10 years, NGLOY has outperformed IAU with an annualized return of 24.84%, while IAU has yielded a comparatively lower 13.31% annualized return.
NGLOY
- 1D
- -4.33%
- 1M
- 14.85%
- YTD
- 33.94%
- 6M
- 41.24%
- 1Y
- 90.65%
- 3Y*
- 26.14%
- 5Y*
- 8.32%
- 10Y*
- 24.84%
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%
NGLOY vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 33.94% | 45.24% | 21.97% | -33.36% | 2.18% | 30.09% | 20.20% | 36.97% | 11.43% | 50.83% |
IAU iShares Gold Trust | 2.98% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between NGLOY and IAU is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009 | 0.25 |
The correlation between NGLOY and IAU shifts across timeframes, from 0.24 (10 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NGLOY vs. IAU — Risk / Return Rank
NGLOY
IAU
NGLOY vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) 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.
| NGLOY | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.69 | +1.85 |
| Martin ratioReturn relative to average drawdown | 11.58 | 4.19 | +7.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NGLOY | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.23 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.03 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.62 | -0.48 |
Drawdowns
NGLOY vs. IAU - Drawdown Comparison
The maximum NGLOY drawdown since its inception was -92.97%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for NGLOY and IAU.
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Drawdown Indicators
| NGLOY | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.97% | -45.14% | -47.83% |
Max Drawdown (1Y)Largest decline over 1 year | -25.75% | -19.18% | -6.57% |
Max Drawdown (3Y)Largest decline over 3 years | -34.20% | -19.18% | -15.02% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -20.93% | -37.35% |
Max Drawdown (10Y)Largest decline over 10 years | -58.28% | -21.82% | -36.46% |
Current DrawdownCurrent decline from peak | -4.33% | -17.70% | +13.37% |
Average DrawdownAverage peak-to-trough decline | -40.15% | -15.96% | -24.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.86% | 7.71% | +0.15% |
Volatility
NGLOY vs. IAU - Volatility Comparison
Anglo American plc ADR (NGLOY) has a higher volatility of 13.15% compared to iShares Gold Trust (IAU) at 5.50%. This indicates that NGLOY'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
| NGLOY | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.15% | 5.50% | +7.65% |
Volatility (6M)Calculated over the trailing 6-month period | 30.14% | 23.02% | +7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.92% | 26.42% | +13.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.08% | 17.95% | +25.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.33% | 15.90% | +27.43% |
Dividends
NGLOY vs. IAU - Dividend Comparison
NGLOY's dividend yield for the trailing twelve months is around 0.42%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NGLOY Anglo American plc ADR | 0.42% | 0.69% | 2.81% | 5.17% | 7.45% | 6.24% | 2.06% | 3.67% | 4.35% | 2.16% | 0.00% | 19.68% |
Frequently Asked Questions
NGLOY and IAU have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGLOY has higher volatility (13.15%) compared to IAU (5.50%). In terms of maximum drawdown, NGLOY dropped -92.97% vs IAU's -45.14%.
NGLOY currently has the higher Sharpe Ratio (2.29 vs 1.23), 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.
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