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AAPL vs. IWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and iShares Russell Midcap ETF (IWR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AAPL having a 11.12% return and IWR slightly lower at 10.71%. Over the past 10 years, AAPL has outperformed IWR with an annualized return of 29.63%, while IWR has yielded a comparatively lower 11.41% annualized return.


AAPL

1D
-1.89%
1M
2.90%
YTD
11.12%
6M
8.71%
1Y
48.46%
3Y*
19.11%
5Y*
19.46%
10Y*
29.63%

IWR

1D
0.08%
1M
1.05%
YTD
10.71%
6M
10.50%
1Y
19.23%
3Y*
16.25%
5Y*
7.68%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. IWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAPL
Apple Inc
11.12%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%
IWR
iShares Russell Midcap ETF
10.71%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Correlation

The correlation between AAPL and IWR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.39

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

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2001

0.52

The correlation between AAPL and IWR shifts across timeframes, from 0.36 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

AAPL vs. IWR — Risk / Return Rank

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

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9090
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8787
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWR Omega Ratio Rank: 4343
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5757
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.

AAPL vs. IWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and iShares Russell Midcap ETF (IWR). 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.


AAPLIWRDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratioReturn relative to maximum drawdown

3.53

2.37

+1.16

Martin ratioReturn relative to average drawdown

8.89

9.09

-0.21

AAPL vs. IWR - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.18, which is higher than the IWR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AAPL and IWR, 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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Sharpe Ratios by Period


AAPLIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.43

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.42

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.59

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.49

-0.05

Drawdowns

AAPL vs. IWR - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than IWR's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for AAPL and IWR.


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Drawdown Indicators


AAPLIWRDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-58.78%

-23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-8.17%

-5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-21.09%

-12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-26.18%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

-40.59%

+2.07%

Current Drawdown

Current decline from peak

-4.33%

-2.04%

-2.29%

Average Drawdown

Average peak-to-trough decline

-29.60%

-7.80%

-21.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

2.12%

+3.36%

Volatility

AAPL vs. IWR - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 5.68% compared to iShares Russell Midcap ETF (IWR) at 3.59%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

3.59%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

10.06%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

13.54%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.47%

18.25%

+9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.91%

19.38%

+9.53%

Dividends

AAPL vs. IWR - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.35%, less than IWR's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.35%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
IWR
iShares Russell Midcap ETF
1.17%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


AAPL and IWR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPL has higher volatility (5.68%) compared to IWR (3.59%). In terms of maximum drawdown, AAPL dropped -81.80% vs IWR's -58.78%.

AAPL currently has the higher Sharpe Ratio (2.18 vs 1.43), 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 AAPL and IWR

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