NGLOY vs. IAU
Compare and contrast key facts about Anglo American plc ADR (NGLOY) 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: NGLOY or IAU.
Performance
NGLOY vs. IAU - Performance Comparison
Returns By Period
In the year-to-date period, NGLOY achieves a 23.54% return, which is significantly lower than IAU's 29.23% return. Both investments have delivered pretty close results over the past 10 years, with NGLOY having a 8.27% annualized return and IAU not far behind at 8.15%.
NGLOY
23.54%
-4.11%
-9.31%
8.66%
7.80%
8.27%
IAU
29.23%
-2.85%
14.45%
33.90%
12.65%
8.15%
Key characteristics
| NGLOY | IAU | |
|---|---|---|
| Sharpe Ratio | 0.21 | 2.25 |
| Sortino Ratio | 0.63 | 2.99 |
| Omega Ratio | 1.09 | 1.39 |
| Calmar Ratio | 0.17 | 4.10 |
| Martin Ratio | 0.65 | 13.22 |
| Ulcer Index | 15.25% | 2.52% |
| Daily Std Dev | 46.50% | 14.83% |
| Max Drawdown | -94.67% | -45.14% |
| Current Drawdown | -39.63% | -4.20% |
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Correlation
The correlation between NGLOY and IAU is 0.26, 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
NGLOY vs. IAU - Risk-Adjusted Performance 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.
Dividends
NGLOY vs. IAU - Dividend Comparison
NGLOY's dividend yield for the trailing twelve months is around 2.78%, while IAU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 2.78% | 5.17% | 7.45% | 8.28% | 2.23% | 3.91% | 4.66% | 2.32% | 0.00% | 19.45% | 4.67% | 3.72% |
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% |
Drawdowns
NGLOY vs. IAU - Drawdown Comparison
The maximum NGLOY drawdown since its inception was -94.67%, 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. For additional features, visit the drawdowns tool.
Volatility
NGLOY vs. IAU - Volatility Comparison
Anglo American plc ADR (NGLOY) has a higher volatility of 11.99% compared to iShares Gold Trust (IAU) at 5.65%. 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.