ABVE vs. IWR
ABVE (Above Food Ingredients Inc) is a stock, while IWR (iShares Russell Midcap ETF) is Mid Cap Blend Equities fund tracking the Russell Midcap Index. Over the past year, ABVE returned -96.86% vs 19.35% for IWR. At a 0.18 correlation, their price movements are largely independent.
Performance
ABVE vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, ABVE achieves a -93.01% return, which is significantly lower than IWR's 14.64% return.
ABVE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -94.70%
- YTD
- -93.01%
- 1Y
- -96.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWR
- 1D
- -0.22%
- 1M
- 1.24%
- 6M
- 10.24%
- YTD
- 14.64%
- 1Y
- 19.35%
- 3Y*
- 15.27%
- 5Y*
- 8.44%
- 10Y*
- 11.42%
ABVE vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ABVE Above Food Ingredients Inc | -93.01% | 201.85% | -91.63% |
IWR iShares Russell Midcap ETF | 14.64% | 10.37% | 9.88% |
Correlation
The correlation between ABVE and IWR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2024 | 0.18 |
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Return for Risk
ABVE vs. IWR — Risk / Return Rank
ABVE
IWR
ABVE vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Above Food Ingredients Inc (ABVE) 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.
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.
| ABVE | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.25 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 2.38 | -3.37 |
| Martin ratioReturn relative to average drawdown | -1.43 | 9.10 | -10.53 |
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Drawdowns
ABVE vs. IWR - Drawdown Comparison
The maximum ABVE drawdown since its inception was -98.23%, which is greater than IWR's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ABVE and IWR.
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Drawdown Indicators
| ABVE | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.23% | -58.78% | -39.45% |
Max Drawdown (1Y)Largest decline over 1 year | -97.84% | -8.17% | -89.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -98.23% | -0.75% | -97.48% |
Average DrawdownAverage peak-to-trough decline | -80.32% | -7.77% | -72.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.23% | 2.13% | +66.10% |
Volatility
ABVE vs. IWR - Volatility Comparison
The current volatility for Above Food Ingredients Inc (ABVE) is 0.00%, while iShares Russell Midcap ETF (IWR) has a volatility of 3.97%. This indicates that ABVE experiences smaller price fluctuations and is considered to be less risky 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
| ABVE | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.97% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 192.09% | 10.31% | +181.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 206.00% | 13.80% | +192.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 315.25% | 18.28% | +296.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 315.25% | 19.31% | +295.94% |
Dividends
ABVE vs. IWR - Dividend Comparison
ABVE has not paid dividends to shareholders, while IWR's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABVE Above Food Ingredients Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.15% | 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
ABVE and IWR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWR has higher volatility (3.97%) compared to ABVE (0.00%). In terms of maximum drawdown, ABVE dropped -98.23% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.41 vs -0.47), 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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