PortfoliosLab logoPortfoliosLab logo
TRTN-PA vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRTN-PA vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Triton International Ltd (TRTN-PA) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TRTN-PA achieves a 3.89% return, which is significantly higher than IAUM's -4.68% return.


TRTN-PA

1D
0.02%
1M
0.07%
YTD
3.89%
6M
5.11%
1Y
10.12%
3Y*
8.88%
5Y*
6.49%
10Y*

IAUM

1D
-1.87%
1M
-8.79%
YTD
-4.68%
6M
-8.59%
1Y
21.67%
3Y*
28.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRTN-PA vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRTN-PA
Triton International Ltd
3.89%9.17%10.10%8.47%-0.37%-0.17%
IAUM
iShares Gold Trust Micro
-4.68%64.27%27.04%13.12%-0.49%3.87%

Correlation

The correlation between TRTN-PA and IAUM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.03

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

TRTN-PA vs. IAUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRTN-PA
TRTN-PA Risk / Return Rank: 8282
Overall Rank
TRTN-PA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TRTN-PA Sortino Ratio Rank: 7575
Sortino Ratio Rank
TRTN-PA Omega Ratio Rank: 7676
Omega Ratio Rank
TRTN-PA Calmar Ratio Rank: 8686
Calmar Ratio Rank
TRTN-PA Martin Ratio Rank: 9292
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 2222
Overall Rank
IAUM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2525
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRTN-PA vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Triton International Ltd (TRTN-PA) 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.


TRTN-PAIAUMDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

3.46

0.89

+2.57

Martin ratioReturn relative to average drawdown

13.06

2.40

+10.66

TRTN-PA vs. IAUM - Sharpe Ratio Comparison

The current TRTN-PA Sharpe Ratio is 1.37, which is higher than the IAUM Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TRTN-PA and IAUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRTN-PA vs. IAUM - Drawdown Comparison

The maximum TRTN-PA drawdown since its inception was -57.11%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for TRTN-PA and IAUM.


Loading charts...

Drawdown Indicators


TRTN-PAIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-57.11%

-24.37%

-32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-24.37%

+21.44%

Max Drawdown (3Y)

Largest decline over 3 years

-2.94%

-24.37%

+21.43%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

Current Drawdown

Current decline from peak

-0.42%

-23.81%

+23.39%

Average Drawdown

Average peak-to-trough decline

-2.31%

-5.46%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

9.06%

-8.28%

Volatility

TRTN-PA vs. IAUM - Volatility Comparison

The current volatility for Triton International Ltd (TRTN-PA) is 1.81%, while iShares Gold Trust Micro (IAUM) has a volatility of 8.12%. This indicates that TRTN-PA 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


TRTN-PAIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

8.12%

-6.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

24.11%

-18.90%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

27.27%

-19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

18.10%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

18.10%

+3.18%

Dividends

TRTN-PA vs. IAUM - Dividend Comparison

TRTN-PA's dividend yield for the trailing twelve months is around 8.32%, while IAUM has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRTN-PA
Triton International Ltd
8.32%8.30%8.33%8.45%8.43%7.75%7.81%5.80%

Frequently Asked Questions


TRTN-PA and IAUM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAUM has higher volatility (8.12%) compared to TRTN-PA (1.81%). In terms of maximum drawdown, TRTN-PA dropped -57.11% vs IAUM's -24.37%.

TRTN-PA currently has the higher Sharpe Ratio (1.37 vs 0.80), 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.

Portfolio Optimizer

Find the right allocation for TRTN-PA 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