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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.

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Returns By Period

In the year-to-date period, TRTN-PA achieves a 5.53% return, which is significantly higher than IAUM's -7.23% return.


TRTN-PA

1D
0.00%
1M
1.65%
6M
5.60%
YTD
5.53%
1Y
9.28%
3Y*
9.71%
5Y*
6.51%
10Y*

IAUM

1D
-2.57%
1M
-4.96%
6M
-12.91%
YTD
-7.23%
1Y
19.15%
3Y*
26.91%
5Y*
16.91%
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
5.53%9.17%10.10%8.47%-0.37%-0.17%
IAUM
iShares Gold Trust Micro
-7.23%64.27%27.04%13.12%-0.49%3.87%

Correlation

The correlation between TRTN-PA and IAUM is -0.03, 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

-0.03

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

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

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

0.03

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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: 8383
Overall Rank
TRTN-PA Sharpe Ratio Rank: 8181
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: 8787
Calmar Ratio Rank
TRTN-PA Martin Ratio Rank: 9393
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 2323
Overall Rank
IAUM Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2626
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2121
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2020
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

+0.55

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratioReturn relative to maximum drawdown

3.18

0.74

+2.44

Martin ratioReturn relative to average drawdown

11.91

1.80

+10.11

TRTN-PA vs. IAUM - Sharpe Ratio Comparison

The current TRTN-PA Sharpe Ratio is 1.25, which is higher than the IAUM Sharpe Ratio of 0.70. 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.


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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 -26.14%. Use the drawdown chart below to compare losses from any high point for TRTN-PA and IAUM.


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Drawdown Indicators


TRTN-PAIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-57.11%

-26.14%

-30.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-26.14%

+23.21%

Max Drawdown (3Y)

Largest decline over 3 years

-2.94%

-26.14%

+23.20%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-26.14%

+18.66%

Current Drawdown

Current decline from peak

-0.71%

-25.86%

+25.15%

Average Drawdown

Average peak-to-trough decline

-2.29%

-5.66%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

10.65%

-9.87%

Volatility

TRTN-PA vs. IAUM - Volatility Comparison

The current volatility for Triton International Ltd (TRTN-PA) is 1.93%, while iShares Gold Trust Micro (IAUM) has a volatility of 7.53%. 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.


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Volatility by Period


TRTN-PAIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

7.53%

-5.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.18%

23.90%

-18.72%

Volatility (1Y)

Calculated over the trailing 1-year period

7.48%

27.65%

-20.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

18.23%

-9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

18.17%

+3.05%

Dividends

TRTN-PA vs. IAUM - Dividend Comparison

TRTN-PA's dividend yield for the trailing twelve months is around 8.19%, 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
8.19%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 -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAUM has higher volatility (7.53%) compared to TRTN-PA (1.93%). In terms of maximum drawdown, TRTN-PA dropped -57.11% vs IAUM's -26.14%.

TRTN-PA currently has the higher Sharpe Ratio (1.25 vs 0.70), 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.

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