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OR vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OR and IAUM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

OR vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osisko Gold Royalties Ltd (OR) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
40.92%
47.84%
OR
IAUM

Key characteristics

Sharpe Ratio

OR:

0.99

IAUM:

1.96

Sortino Ratio

OR:

1.46

IAUM:

2.59

Omega Ratio

OR:

1.18

IAUM:

1.34

Calmar Ratio

OR:

1.30

IAUM:

3.61

Martin Ratio

OR:

5.35

IAUM:

10.33

Ulcer Index

OR:

5.29%

IAUM:

2.83%

Daily Std Dev

OR:

28.64%

IAUM:

14.92%

Max Drawdown

OR:

-61.96%

IAUM:

-20.87%

Current Drawdown

OR:

-13.32%

IAUM:

-5.90%

Returns By Period

In the year-to-date period, OR achieves a 29.17% return, which is significantly higher than IAUM's 27.04% return.


OR

YTD

29.17%

1M

-7.81%

6M

11.95%

1Y

26.22%

5Y*

17.17%

10Y*

N/A

IAUM

YTD

27.04%

1M

-0.95%

6M

12.95%

1Y

28.22%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

OR vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR) and iShares Gold Trust Micro ETF of Benef Interest (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.


Sharpe ratio
The chart of Sharpe ratio for OR, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.991.96
The chart of Sortino ratio for OR, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.462.59
The chart of Omega ratio for OR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.34
The chart of Calmar ratio for OR, currently valued at 1.30, compared to the broader market0.002.004.006.001.303.61
The chart of Martin ratio for OR, currently valued at 5.35, compared to the broader market-5.000.005.0010.0015.0020.0025.005.3510.33
OR
IAUM

The current OR Sharpe Ratio is 0.99, which is lower than the IAUM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of OR and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.99
1.96
OR
IAUM

Dividends

OR vs. IAUM - Dividend Comparison

OR's dividend yield for the trailing twelve months is around 1.01%, while IAUM has not paid dividends to shareholders.


TTM20232022202120202019201820172016
OR
Osisko Gold Royalties Ltd
1.01%1.23%1.84%1.82%1.18%1.56%1.72%1.21%1.65%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OR vs. IAUM - Drawdown Comparison

The maximum OR drawdown since its inception was -61.96%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for OR and IAUM. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.32%
-5.90%
OR
IAUM

Volatility

OR vs. IAUM - Volatility Comparison

Osisko Gold Royalties Ltd (OR) has a higher volatility of 8.31% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.21%. This indicates that OR's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
5.21%
OR
IAUM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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