NSRGY vs. IAUM
NSRGY (Nestlé S.A.) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, NSRGY returned -1.88%/yr vs 29.28%/yr for IAUM. At a 0.21 correlation, their price movements are largely independent.
Performance
NSRGY vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly higher than IAUM's -2.40% return.
NSRGY
- 1D
- -0.20%
- 1M
- 2.30%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
IAUM
- 1D
- 0.10%
- 1M
- -9.51%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 22.55%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
NSRGY vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 10.85% |
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between NSRGY and IAUM is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.21 |
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Return for Risk
NSRGY vs. IAUM — Risk / Return Rank
NSRGY
IAUM
NSRGY vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and iShares Gold Trust Micro (IAUM). 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.
| NSRGY | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.00 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.10 | 2.87 | -2.96 |
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Drawdowns
NSRGY vs. IAUM - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for NSRGY and IAUM.
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Drawdown Indicators
| NSRGY | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -24.37% | -51.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -24.37% | +8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -24.37% | -8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -17.25% | -21.99% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -5.38% | -18.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 8.46% | +0.85% |
Volatility
NSRGY vs. IAUM - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 5.46%, while iShares Gold Trust Micro (IAUM) has a volatility of 7.71%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRGY | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.71% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 23.82% | -8.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 27.06% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 18.05% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 18.05% | +0.39% |
Dividends
NSRGY vs. IAUM - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.00%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Frequently Asked Questions
NSRGY and IAUM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUM has higher volatility (7.71%) compared to NSRGY (5.46%). In terms of maximum drawdown, NSRGY dropped -75.68% vs IAUM's -24.37%.
IAUM currently has the higher Sharpe Ratio (0.90 vs -0.04), 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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