VOXX vs. IAUM
Compare and contrast key facts about VOXX International Corporation (VOXX) and iShares Gold Trust Micro ETF of Benef Interest (IAUM).
IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or IAUM.
Performance
VOXX vs. IAUM - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than IAUM's 24.08% return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
IAUM
24.08%
-4.23%
5.93%
29.29%
N/A
N/A
Key characteristics
| VOXX | IAUM | |
|---|---|---|
| Sharpe Ratio | -0.36 | 2.09 |
| Sortino Ratio | -0.04 | 2.80 |
| Omega Ratio | 0.99 | 1.36 |
| Calmar Ratio | -0.37 | 3.78 |
| Martin Ratio | -0.74 | 12.67 |
| Ulcer Index | 47.82% | 2.42% |
| Daily Std Dev | 98.28% | 14.64% |
| Max Drawdown | -97.39% | -20.87% |
| Current Drawdown | -90.73% | -8.09% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between VOXX and IAUM is 0.07, 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.
Risk-Adjusted Performance
VOXX vs. IAUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and iShares Gold Trust Micro ETF of Benef Interest (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.
Dividends
VOXX vs. IAUM - Dividend Comparison
Neither VOXX nor IAUM has paid dividends to shareholders.
Drawdowns
VOXX vs. IAUM - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for VOXX and IAUM. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. IAUM - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.25%. This indicates that VOXX's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.