PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OUNZ vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OUNZ and IAU is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

OUNZ vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
93.35%
95.10%
OUNZ
IAU

Key characteristics

Sharpe Ratio

OUNZ:

1.86

IAU:

1.84

Sortino Ratio

OUNZ:

2.47

IAU:

2.45

Omega Ratio

OUNZ:

1.32

IAU:

1.32

Calmar Ratio

OUNZ:

3.41

IAU:

3.39

Martin Ratio

OUNZ:

9.96

IAU:

9.89

Ulcer Index

OUNZ:

2.78%

IAU:

2.79%

Daily Std Dev

OUNZ:

14.89%

IAU:

14.96%

Max Drawdown

OUNZ:

-21.77%

IAU:

-45.14%

Current Drawdown

OUNZ:

-6.99%

IAU:

-7.07%

Returns By Period

The year-to-date returns for both investments are quite close, with OUNZ having a 25.35% return and IAU slightly higher at 25.37%. Both investments have delivered pretty close results over the past 10 years, with OUNZ having a 7.70% annualized return and IAU not far ahead at 7.79%.


OUNZ

YTD

25.35%

1M

-0.71%

6M

11.20%

1Y

26.81%

5Y*

11.64%

10Y*

7.70%

IAU

YTD

25.37%

1M

-0.73%

6M

11.13%

1Y

26.70%

5Y*

11.66%

10Y*

7.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OUNZ vs. IAU - Expense Ratio Comparison

Both OUNZ and IAU have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


OUNZ
VanEck Merk Gold Trust
Expense ratio chart for OUNZ: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

OUNZ vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) 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.


Sharpe ratio
The chart of Sharpe ratio for OUNZ, currently valued at 1.86, compared to the broader market0.002.004.001.861.84
The chart of Sortino ratio for OUNZ, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.472.45
The chart of Omega ratio for OUNZ, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.32
The chart of Calmar ratio for OUNZ, currently valued at 3.41, compared to the broader market0.005.0010.0015.003.413.39
The chart of Martin ratio for OUNZ, currently valued at 9.96, compared to the broader market0.0020.0040.0060.0080.00100.009.969.89
OUNZ
IAU

The current OUNZ Sharpe Ratio is 1.86, which is comparable to the IAU Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of OUNZ and IAU, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.86
1.84
OUNZ
IAU

Dividends

OUNZ vs. IAU - Dividend Comparison

Neither OUNZ nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OUNZ vs. IAU - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -21.77%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for OUNZ and IAU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.99%
-7.07%
OUNZ
IAU

Volatility

OUNZ vs. IAU - Volatility Comparison

VanEck Merk Gold Trust (OUNZ) and iShares Gold Trust (IAU) have volatilities of 5.17% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
5.19%
OUNZ
IAU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab