CAMT vs. IUSG

Last updated Jun 4, 2026

CAMT (Camtek Ltd) is a stock, while IUSG (iShares Core S&P U.S. Growth ETF) is Large Cap Growth Equities fund tracking the Russell 3000 Growth Index. Over the past 10 years, CAMT returned 58.39%/yr vs 17.88%/yr for IUSG. At a 0.32 correlation, their price movements are largely independent.

Performance

CAMT vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camtek Ltd (CAMT) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAMT achieves a 72.50% return, which is significantly higher than IUSG's 14.08% return. Over the past 10 years, CAMT has outperformed IUSG with an annualized return of 58.39%, while IUSG has yielded a comparatively lower 17.88% annualized return.

CAMT

• 1D: -2.17%
• 1M: 0.41%
• YTD: 72.50%
• 6M: 56.89%
• 1Y: 169.62%
• 3Y*: 86.90%
• 5Y*: 37.88%
• 10Y*: 58.39%

IUSG

• 1D: -0.89%
• 1M: 7.35%
• YTD: 14.08%
• 6M: 13.91%
• 1Y: 33.89%
• 3Y*: 27.59%
• 5Y*: 15.69%
• 10Y*: 17.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMT vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAMT Camtek Ltd	72.50%	31.66%	18.33%	215.94%	-52.30%	110.13%	102.31%	63.19%	20.41%	77.72%
IUSG iShares Core S&P U.S. Growth ETF	14.08%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	27.02%

Correlation

The correlation between CAMT and IUSG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jul 31, 2000	0.32

The correlation between CAMT and IUSG shifts across timeframes, from 0.32 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CAMT vs. IUSG — Risk / Return Rank

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

CAMT

CAMT Risk / Return Rank: 90
CAMT Sharpe Ratio Rank: 93
CAMT Sortino Ratio Rank: 87
CAMT Omega Ratio Rank: 86
CAMT Calmar Ratio Rank: 94
CAMT Martin Ratio Rank: 93

IUSG

IUSG Risk / Return Rank: 59
IUSG Sharpe Ratio Rank: 64
IUSG Sortino Ratio Rank: 61
IUSG Omega Ratio Rank: 60
IUSG Calmar Ratio Rank: 52
IUSG Martin Ratio Rank: 61

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.

CAMT vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

	CAMT	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.17	+0.58
Sortino ratio: Return per unit of downside risk	2.96	2.93	+0.04
Omega ratio: Gain probability vs. loss probability	1.37	1.37	0.00
Calmar ratio: Return relative to maximum drawdown	6.31	2.61	+3.70
Martin ratio: Return relative to average drawdown	15.89	11.09	+4.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAMT vs. IUSG - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 2.74, which is comparable to the IUSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CAMT and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CAMT	IUSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	2.17	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.76	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.13	0.88	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.38	-0.17

Drawdowns

CAMT vs. IUSG - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.71%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for CAMT and IUSG.

Drawdown Indicators

	CAMT	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-97.71%	-63.41%	-34.30%
Max Drawdown (1Y) Largest decline over 1 year	-27.07%	-13.07%	-14.00%
Max Drawdown (3Y) Largest decline over 3 years	-63.16%	-22.28%	-40.88%
Max Drawdown (5Y) Largest decline over 5 years	-63.16%	-32.21%	-30.95%
Max Drawdown (10Y) Largest decline over 10 years	-63.16%	-32.35%	-30.81%
Current Drawdown Current decline from peak	-11.57%	-0.98%	-10.59%
Average Drawdown Average peak-to-trough decline	-55.75%	-21.44%	-34.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.72%	3.06%	+7.66%

Volatility

CAMT vs. IUSG - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 29.35% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 4.23%. This indicates that CAMT's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAMT	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.35%	4.23%	+25.12%
Volatility (6M) Calculated over the trailing 6-month period	48.52%	12.23%	+36.29%
Volatility (1Y) Calculated over the trailing 1-year period	62.21%	15.72%	+46.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.44%	20.87%	+34.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.79%	20.40%	+31.39%

Dividends

CAMT vs. IUSG - Dividend Comparison

CAMT has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAMT Camtek Ltd	0.00%	0.00%	1.65%	0.00%	0.00%	0.00%	0.00%	1.57%	2.07%	2.45%	0.00%	0.00%
IUSG iShares Core S&P U.S. Growth ETF	0.47%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Frequently Asked Questions

Can I hold both CAMT and IUSG in my portfolio?

CAMT and IUSG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAMT or IUSG?

CAMT has higher volatility (29.35%) compared to IUSG (4.23%). In terms of maximum drawdown, CAMT dropped -97.71% vs IUSG's -63.41%.

Which has better risk-adjusted returns?

CAMT currently has the higher Sharpe Ratio (2.74 vs 2.17), 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.