AXON vs. IXC
AXON (Axon Enterprise, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, AXON returned 33.73%/yr vs 10.52%/yr for IXC. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
AXON vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, AXON achieves a -7.07% return, which is significantly lower than IXC's 34.71% return. Over the past 10 years, AXON has outperformed IXC with an annualized return of 33.73%, while IXC has yielded a comparatively lower 10.52% annualized return.
AXON
- 1D
- 0.47%
- 1M
- -11.60%
- 6M
- 9.14%
- YTD
- -7.07%
- 1Y
- -28.92%
- 3Y*
- 42.26%
- 5Y*
- 23.19%
- 10Y*
- 33.73%
- ALL TIME*
- 31.09%
IXC
- 1D
- 0.63%
- 1M
- 13.16%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 45.16%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $369.42M | $464.43M | $527.88M | |
| $40.96M | $62.51M | $57.88M |
AXON vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXON Axon Enterprise, Inc. | -7.07% | -4.44% | 130.06% | 55.69% | 5.69% | 28.13% | 67.21% | 67.50% | 65.09% | 9.32% |
IXC iShares Global Energy ETF | 34.71% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between AXON and IXC is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.24 |
The correlation between AXON and IXC shifts across timeframes, from -0.14 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AXON vs. IXC — Risk / Return Rank
AXON
IXC
AXON vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and iShares Global Energy ETF (IXC). 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.
| AXON | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.36 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.83 | -3.33 |
| Martin ratioReturn relative to average drawdown | -0.79 | 8.78 | -9.57 |
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Drawdowns
AXON vs. IXC - Drawdown Comparison
The maximum AXON drawdown since its inception was -91.78%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for AXON and IXC.
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Drawdown Indicators
| AXON | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.78% | -67.88% | -23.90% |
Max Drawdown (1Y)Largest decline over 1 year | -60.28% | -15.36% | -44.92% |
Max Drawdown (3Y)Largest decline over 3 years | -60.28% | -19.06% | -41.22% |
Max Drawdown (5Y)Largest decline over 5 years | -60.28% | -24.93% | -35.35% |
Max Drawdown (10Y)Largest decline over 10 years | -60.28% | -64.16% | +3.88% |
Current DrawdownCurrent decline from peak | -39.41% | -3.05% | -36.36% |
Average DrawdownAverage peak-to-trough decline | -43.59% | -17.42% | -26.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.23% | 4.95% | +33.28% |
Volatility
AXON vs. IXC - Volatility Comparison
Axon Enterprise, Inc. (AXON) has a higher volatility of 15.08% compared to iShares Global Energy ETF (IXC) at 6.07%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXON | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.08% | 6.07% | +9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 46.71% | 16.03% | +30.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.78% | 19.61% | +39.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.93% | 23.37% | +25.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.63% | 26.82% | +22.81% |
Dividends
AXON vs. IXC - Dividend Comparison
AXON has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXON Axon Enterprise, 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% |
IXC iShares Global Energy ETF | 2.82% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
AXON and IXC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXON has higher volatility (15.08%) compared to IXC (6.07%). In terms of maximum drawdown, AXON dropped -91.78% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.22 vs -0.51), 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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