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 7.86%/yr vs 11.27%/yr for ICLN. At a 0.42 correlation, their price movements are largely independent.
Performance
ADBE vs. ICLN - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -43.84% return, which is significantly lower than ICLN's 24.98% return. Over the past 10 years, ADBE has underperformed ICLN with an annualized return of 7.86%, while ICLN has yielded a comparatively higher 11.27% annualized return.
ADBE
- 1D
- -0.44%
- 1M
- -19.69%
- YTD
- -43.84%
- 6M
- -44.31%
- 1Y
- -48.59%
- 3Y*
- -25.98%
- 5Y*
- -19.45%
- 10Y*
- 7.86%
ICLN
- 1D
- -0.92%
- 1M
- -8.37%
- YTD
- 24.98%
- 6M
- 23.85%
- 1Y
- 59.68%
- 3Y*
- 6.42%
- 5Y*
- -1.04%
- 10Y*
- 11.27%
ADBE vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe Inc | -43.84% | -21.29% | -25.46% | 77.28% | -40.65% | 13.38% | 51.64% | 45.78% | 29.10% | 70.22% |
ICLN iShares Global Clean Energy ETF | 24.98% | 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 25, 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.
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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.
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.
| ADBE | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -4.89 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.33 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 3.66 | -4.63 |
| Martin ratioReturn relative to average drawdown | -1.92 | 12.50 | -14.42 |
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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.
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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 | -50.29% | -16.38% | -33.91% |
Max Drawdown (3Y)Largest decline over 3 years | -69.30% | -43.18% | -26.12% |
Max Drawdown (5Y)Largest decline over 5 years | -71.69% | -57.16% | -14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -71.69% | -66.75% | -4.94% |
Current DrawdownCurrent decline from peak | -71.44% | -44.08% | -27.36% |
Average DrawdownAverage peak-to-trough decline | -26.02% | -66.52% | +40.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.37% | 4.79% | +20.58% |
Volatility
ADBE vs. ICLN - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 15.89% compared to iShares Global Clean Energy ETF (ICLN) at 13.41%. 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.
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Volatility by Period
| ADBE | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.89% | 13.41% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 29.39% | 23.13% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.72% | 28.54% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.59% | 27.69% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.44% | 27.33% | +7.11% |
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 0.90%.
| 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 | 0.90% | 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 (15.89%) compared to ICLN (13.41%). In terms of maximum drawdown, ADBE dropped -79.89% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (2.11 vs -1.40), 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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