ADBE vs. ICLN
ADBE (Adobe Inc) is a stock, while ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index. Over the past 10 years, ADBE returned 10.01%/yr vs 11.99%/yr for ICLN. At a 0.42 correlation, their price movements are largely independent.
Performance
ADBE vs. ICLN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ADBE achieves a -26.79% return, which is significantly lower than ICLN's 40.54% return. Over the past 10 years, ADBE has underperformed ICLN with an annualized return of 10.01%, while ICLN has yielded a comparatively higher 11.99% annualized return.
ADBE
- 1D
- -2.24%
- 1M
- 0.90%
- YTD
- -26.79%
- 6M
- -21.59%
- 1Y
- -37.88%
- 3Y*
- -16.26%
- 5Y*
- -12.67%
- 10Y*
- 10.01%
ICLN
- 1D
- -2.78%
- 1M
- 11.22%
- YTD
- 40.54%
- 6M
- 39.84%
- 1Y
- 83.73%
- 3Y*
- 8.92%
- 5Y*
- 2.10%
- 10Y*
- 11.99%
ADBE vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe Inc | -26.79% | -21.29% | -25.46% | 77.28% | -40.65% | 13.38% | 51.64% | 45.78% | 29.10% | 70.22% |
ICLN iShares Global Clean Energy ETF | 40.54% | 47.05% | -25.72% | -20.41% | -5.43% | -24.18% | 141.82% | 44.36% | -9.03% | 21.47% |
Correlation
The correlation between ADBE and ICLN is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.42 |
The correlation between ADBE and ICLN shifts across timeframes, from -0.09 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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
ADBE vs. ICLN — Risk / Return Rank
ADBE
ICLN
ADBE vs. ICLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and iShares Global Clean Energy ETF (ICLN). 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.
| ADBE | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.33 | ||
| Sortino ratioReturn per unit of downside risk | -5.49 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.48 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 7.50 | -8.33 |
| Martin ratioReturn relative to average drawdown | -1.41 | 21.35 | -22.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ADBE | ICLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 3.20 | -4.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.08 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.44 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.08 | +0.49 |
Drawdowns
ADBE vs. ICLN - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for ADBE and ICLN.
Loading charts...
Drawdown Indicators
| ADBE | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -87.15% | +7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -45.95% | -11.22% | -34.73% |
Max Drawdown (3Y)Largest decline over 3 years | -64.50% | -43.18% | -21.32% |
Max Drawdown (5Y)Largest decline over 5 years | -67.26% | -57.16% | -10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -67.26% | -66.75% | -0.51% |
Current DrawdownCurrent decline from peak | -62.78% | -37.13% | -25.65% |
Average DrawdownAverage peak-to-trough decline | -25.97% | -66.61% | +40.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.83% | 3.94% | +22.89% |
Volatility
ADBE vs. ICLN - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 13.95% compared to iShares Global Clean Energy ETF (ICLN) at 9.53%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ADBE | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.95% | 9.53% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 28.02% | 20.21% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.69% | 26.38% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.32% | 27.21% | +9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 27.20% | +7.13% |
Dividends
ADBE vs. ICLN - Dividend Comparison
ADBE has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe 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% |
ICLN iShares Global Clean Energy ETF | 1.16% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
Frequently Asked Questions
ADBE and ICLN have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (13.95%) compared to ICLN (9.53%). In terms of maximum drawdown, ADBE dropped -79.89% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (3.20 vs -1.13), 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.
Find the right allocation for ADBE and ICLN
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