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CACI vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CACI vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CACI International Inc (CACI) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CACI achieves a -0.89% return, which is significantly lower than IYW's 29.03% return. Over the past 10 years, CACI has underperformed IYW with an annualized return of 18.18%, while IYW has yielded a comparatively higher 26.11% annualized return.


CACI

1D
0.62%
1M
2.82%
YTD
-0.89%
6M
-10.93%
1Y
23.59%
3Y*
19.68%
5Y*
15.31%
10Y*
18.18%

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACI vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CACI
CACI International Inc
-0.89%31.86%24.76%7.74%11.66%7.97%-0.26%73.57%8.83%6.48%
IYW
iShares U.S. Technology ETF
29.03%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between CACI and IYW is 0.05, 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

0.05

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

0.19

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

0.23

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

0.33

Correlation (All Time)
Calculated using the full available price history since May 22, 2000

0.42

Over the past year, the correlation between CACI and IYW has dropped to 0.05 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

CACI vs. IYW — Risk / Return Rank

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

CACI
CACI Risk / Return Rank: 6060
Overall Rank
CACI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CACI Sortino Ratio Rank: 5959
Sortino Ratio Rank
CACI Omega Ratio Rank: 5858
Omega Ratio Rank
CACI Calmar Ratio Rank: 5959
Calmar Ratio Rank
CACI Martin Ratio Rank: 6060
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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.

CACI vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) and iShares U.S. Technology ETF (IYW). 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.


CACIIYWDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.16

1.48

-0.33

Calmar ratioReturn relative to maximum drawdown

0.87

3.36

-2.49

Martin ratioReturn relative to average drawdown

2.18

11.00

-8.82

CACI vs. IYW - Sharpe Ratio Comparison

The current CACI Sharpe Ratio is 0.74, which is lower than the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of CACI and IYW, 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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Sharpe Ratios by Period


CACIIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.98

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.89

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.04

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.35

+0.04

Drawdowns

CACI vs. IYW - Drawdown Comparison

The maximum CACI drawdown since its inception was -62.89%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for CACI and IYW.


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Drawdown Indicators


CACIIYWDifference

Max Drawdown

Largest peak-to-trough decline

-62.89%

-81.90%

+19.01%

Max Drawdown (1Y)

Largest decline over 1 year

-27.36%

-17.81%

-9.55%

Max Drawdown (3Y)

Largest decline over 3 years

-42.88%

-26.47%

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-42.88%

-39.44%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.88%

-39.44%

-3.44%

Current Drawdown

Current decline from peak

-20.25%

-0.92%

-19.33%

Average Drawdown

Average peak-to-trough decline

-19.09%

-34.66%

+15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

5.43%

+5.42%

Volatility

CACI vs. IYW - Volatility Comparison

CACI International Inc (CACI) has a higher volatility of 8.77% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that CACI's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CACIIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

6.30%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

15.85%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

32.19%

20.09%

+12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.92%

25.87%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

25.09%

+2.97%

Dividends

CACI vs. IYW - Dividend Comparison

CACI has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM20252024202320222021202020192018201720162015
CACI
CACI International 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%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


CACI and IYW have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CACI has higher volatility (8.77%) compared to IYW (6.30%). In terms of maximum drawdown, CACI dropped -62.89% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.98 vs 0.74), 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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