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BLNK vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLNK and IWY is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BLNK vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blink Charging Co. (BLNK) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-83.41%
237.58%
BLNK
IWY

Key characteristics

Sharpe Ratio

BLNK:

-0.63

IWY:

1.96

Sortino Ratio

BLNK:

-0.75

IWY:

2.56

Omega Ratio

BLNK:

0.92

IWY:

1.36

Calmar Ratio

BLNK:

-0.58

IWY:

2.52

Martin Ratio

BLNK:

-1.35

IWY:

9.52

Ulcer Index

BLNK:

41.80%

IWY:

3.67%

Daily Std Dev

BLNK:

88.89%

IWY:

17.78%

Max Drawdown

BLNK:

-97.60%

IWY:

-32.68%

Current Drawdown

BLNK:

-97.60%

IWY:

-3.58%

Returns By Period

In the year-to-date period, BLNK achieves a -56.93% return, which is significantly lower than IWY's 35.14% return.


BLNK

YTD

-56.93%

1M

-5.81%

6M

-45.32%

1Y

-52.13%

5Y*

-6.76%

10Y*

N/A

IWY

YTD

35.14%

1M

3.07%

6M

10.01%

1Y

36.73%

5Y*

20.59%

10Y*

17.83%

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Risk-Adjusted Performance

BLNK vs. IWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blink Charging Co. (BLNK) and iShares Russell Top 200 Growth ETF (IWY). 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.


Sharpe ratio
The chart of Sharpe ratio for BLNK, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.631.96
The chart of Sortino ratio for BLNK, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.752.56
The chart of Omega ratio for BLNK, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.36
The chart of Calmar ratio for BLNK, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.582.52
The chart of Martin ratio for BLNK, currently valued at -1.35, compared to the broader market0.0010.0020.00-1.359.52
BLNK
IWY

The current BLNK Sharpe Ratio is -0.63, which is lower than the IWY Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BLNK and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.96
BLNK
IWY

Dividends

BLNK vs. IWY - Dividend Comparison

BLNK has not paid dividends to shareholders, while IWY's dividend yield for the trailing twelve months is around 0.42%.


TTM20232022202120202019201820172016201520142013
BLNK
Blink Charging Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF
0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%

Drawdowns

BLNK vs. IWY - Drawdown Comparison

The maximum BLNK drawdown since its inception was -97.60%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for BLNK and IWY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-97.60%
-3.58%
BLNK
IWY

Volatility

BLNK vs. IWY - Volatility Comparison

Blink Charging Co. (BLNK) has a higher volatility of 18.29% compared to iShares Russell Top 200 Growth ETF (IWY) at 4.91%. This indicates that BLNK's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.29%
4.91%
BLNK
IWY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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