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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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
6.57%
16.90%
SKYT
IAU

Key characteristics

Sharpe Ratio

SKYT:

0.05

IAU:

2.99

Sortino Ratio

SKYT:

0.85

IAU:

3.77

Omega Ratio

SKYT:

1.11

IAU:

1.51

Calmar Ratio

SKYT:

0.06

IAU:

5.61

Martin Ratio

SKYT:

0.16

IAU:

15.38

Ulcer Index

SKYT:

28.37%

IAU:

2.97%

Daily Std Dev

SKYT:

98.98%

IAU:

15.27%

Max Drawdown

SKYT:

-86.72%

IAU:

-45.14%

Current Drawdown

SKYT:

-69.75%

IAU:

0.00%

Returns By Period

In the year-to-date period, SKYT achieves a -24.71% return, which is significantly lower than IAU's 11.98% return.


SKYT

YTD

-24.71%

1M

-11.65%

6M

8.12%

1Y

5.48%

5Y*

N/A

10Y*

N/A

IAU

YTD

11.98%

1M

7.13%

6M

18.26%

1Y

44.75%

5Y*

12.07%

10Y*

9.10%

*Annualized

Compare stocks, funds, or ETFs

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


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 5151
Overall Rank
The Sharpe Ratio Rank of SKYT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 4848
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9494
Overall Rank
The Sharpe Ratio Rank of IAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9090
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.


Sharpe ratio
The chart of Sharpe ratio for SKYT, currently valued at 0.05, compared to the broader market-2.000.002.000.052.99
The chart of Sortino ratio for SKYT, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.853.77
The chart of Omega ratio for SKYT, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.51
The chart of Calmar ratio for SKYT, currently valued at 0.06, compared to the broader market0.002.004.006.000.065.61
The chart of Martin ratio for SKYT, currently valued at 0.16, compared to the broader market-10.000.0010.0020.0030.000.1615.38
SKYT
IAU

The current SKYT Sharpe Ratio is 0.05, which is lower than the IAU Sharpe Ratio of 2.99. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.05
2.99
SKYT
IAU

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-69.75%
0
SKYT
IAU

Volatility

SKYT vs. IAU - Volatility Comparison

SkyWater Technology, Inc. (SKYT) has a higher volatility of 17.60% compared to iShares Gold Trust (IAU) at 3.70%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
17.60%
3.70%
SKYT
IAU
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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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