O vs. IAUM
O (Realty Income Corporation) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, O returned 6.59%/yr vs 29.28%/yr for IAUM. At a 0.15 correlation, their price movements are largely independent.
Performance
O vs. IAUM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly higher than IAUM's -2.40% return.
O
- 1D
- 1.31%
- 1M
- 2.40%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.25%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
IAUM
- 1D
- 0.10%
- 1M
- -10.19%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 24.22%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
O vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 11.56% |
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between O and IAUM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
O vs. IAUM — Risk / Return Rank
O
IAUM
O vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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.
| O | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.00 | +0.29 |
| Martin ratioReturn relative to average drawdown | 3.12 | 2.87 | +0.25 |
Loading charts...
Drawdowns
O vs. IAUM - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for O and IAUM.
Loading charts...
Drawdown Indicators
| O | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -24.37% | -24.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -24.37% | +13.27% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -24.37% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | — | — |
Current DrawdownCurrent decline from peak | -5.94% | -21.99% | +16.05% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -5.38% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 8.46% | -3.88% |
Volatility
O vs. IAUM - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while iShares Gold Trust Micro (IAUM) has a volatility of 7.71%. This indicates that O 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.
Loading charts...
Volatility by Period
| O | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.71% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 23.82% | -11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 27.06% | -10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 18.05% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 18.05% | +7.59% |
Dividends
O vs. IAUM - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, 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% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
O and IAUM have a correlation of 0.15, 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 O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs IAUM's -24.37%.
IAUM currently has the higher Sharpe Ratio (0.90 vs 0.88), 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.
Find the right allocation for O and IAUM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer