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SKYT vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SKYT and IAU is 0.10, 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.

SKYT vs. IAU

Last updated Jun 1, 2025

Compare and contrast key facts about SkyWater Technology, Inc. (SKYT) 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: SKYT or IAU.

Performance

SKYT vs. IAU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SKYT:

0.19

IAU:

2.29

Sortino Ratio

SKYT:

1.01

IAU:

2.98

Omega Ratio

SKYT:

1.12

IAU:

1.38

Calmar Ratio

SKYT:

0.14

IAU:

4.85

Martin Ratio

SKYT:

0.38

IAU:

13.25

Ulcer Index

SKYT:

31.38%

IAU:

2.98%

Daily Std Dev

SKYT:

97.32%

IAU:

17.85%

Max Drawdown

SKYT:

-86.72%

IAU:

-45.14%

Current Drawdown

SKYT:

-73.68%

IAU:

-3.76%

Returns By Period

In the year-to-date period, SKYT achieves a -34.49% return, which is significantly lower than IAU's 25.55% return.

SKYT

YTD

-34.49%

1M

24.18%

6M

13.85%

1Y

19.58%

3Y*

10.67%

5Y*

N/A

10Y*

N/A

IAU

YTD

25.55%

1M

2.14%

6M

23.70%

1Y

41.30%

3Y*

21.25%

5Y*

13.46%

10Y*

10.41%

*Annualized

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SkyWater Technology, Inc.

iShares Gold Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SKYT vs. IAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SKYT
The Risk-Adjusted Performance Rank of SKYT is 6060
Overall Rank
The Sharpe Ratio Rank of SKYT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 5656
Martin Ratio Rank
IAU
The Risk-Adjusted Performance Rank of IAU is 9595
Overall Rank
The Sharpe Ratio Rank of IAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKYT vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWater Technology, Inc. (SKYT) 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.

The current SKYT Sharpe Ratio is 0.19, which is lower than the IAU Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SKYT 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SKYT vs. IAU - Dividend Comparison

Neither SKYT nor IAU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SKYT vs. IAU - Drawdown Comparison

The maximum SKYT drawdown since its inception was -86.72%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SKYT and IAU.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SKYT vs. IAU - Volatility Comparison

SkyWater Technology, Inc. (SKYT) has a higher volatility of 17.69% compared to iShares Gold Trust (IAU) at 7.91%. This indicates that SKYT'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.

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