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BA vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BA vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boeing Company (BA) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BA achieves a 3.61% return, which is significantly lower than IXC's 24.34% return. Over the past 10 years, BA has underperformed IXC with an annualized return of 6.60%, while IXC has yielded a comparatively higher 9.19% annualized return.


BA

1D
-2.90%
1M
4.18%
6M
-1.39%
YTD
3.61%
1Y
2.94%
3Y*
1.98%
5Y*
-1.25%
10Y*
6.60%

IXC

1D
1.58%
1M
-4.84%
6M
25.15%
YTD
24.34%
1Y
31.21%
3Y*
15.91%
5Y*
19.10%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BA vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BA
The Boeing Company
3.61%22.67%-32.10%36.84%-5.38%-5.95%-33.90%3.34%11.50%94.72%
IXC
iShares Global Energy ETF
24.34%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between BA and IXC is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.06

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

0.22

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.41

The correlation between BA and IXC shifts across timeframes, from -0.12 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BA vs. IXC — Risk / Return Rank

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

BA
BA Risk / Return Rank: 4545
Overall Rank
BA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BA Sortino Ratio Rank: 4343
Sortino Ratio Rank
BA Omega Ratio Rank: 4242
Omega Ratio Rank
BA Calmar Ratio Rank: 4747
Calmar Ratio Rank
BA Martin Ratio Rank: 4747
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 5252
Overall Rank
IXC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5454
Sortino Ratio Rank
IXC Omega Ratio Rank: 5353
Omega Ratio Rank
IXC Calmar Ratio Rank: 4848
Calmar Ratio Rank
IXC Martin Ratio Rank: 4848
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.

BA vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) 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.


BAIXCDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.04

1.28

-0.23

Calmar ratioReturn relative to maximum drawdown

0.12

2.04

-1.92

Martin ratioReturn relative to average drawdown

0.26

6.70

-6.44

BA vs. IXC - Sharpe Ratio Comparison

The current BA Sharpe Ratio is 0.09, which is lower than the IXC Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BA and IXC, 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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Drawdowns

BA vs. IXC - Drawdown Comparison

The maximum BA drawdown since its inception was -89.45%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for BA and IXC.


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Drawdown Indicators


BAIXCDifference

Max Drawdown

Largest peak-to-trough decline

-89.45%

-67.88%

-21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-15.36%

-9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-19.06%

-29.25%

Max Drawdown (5Y)

Largest decline over 5 years

-51.64%

-24.93%

-26.71%

Max Drawdown (10Y)

Largest decline over 10 years

-77.92%

-64.16%

-13.76%

Current Drawdown

Current decline from peak

-47.72%

-10.51%

-37.21%

Average Drawdown

Average peak-to-trough decline

-31.04%

-17.45%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

4.67%

+6.67%

Volatility

BA vs. IXC - Volatility Comparison

The Boeing Company (BA) has a higher volatility of 10.77% compared to iShares Global Energy ETF (IXC) at 6.71%. This indicates that BA'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


BAIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

6.71%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

16.11%

+7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

32.15%

19.27%

+12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.65%

23.46%

+13.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.63%

26.81%

+14.82%

Dividends

BA vs. IXC - Dividend Comparison

BA has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 3.06%.


PositionTTM20252024202320222021202020192018201720162015
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%
IXC
iShares Global Energy ETF
3.06%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


BA and IXC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BA has higher volatility (10.77%) compared to IXC (6.71%). In terms of maximum drawdown, BA dropped -89.45% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (1.64 vs 0.09), 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

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