CASY vs. IWY

Last updated Apr 1, 2026

Compare and contrast key facts about Casey's General Stores, Inc. (CASY) and iShares Russell Top 200 Growth ETF (IWY).

IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009.

Performance

CASY vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Casey's General Stores, Inc. (CASY) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

CASY vs. IWY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CASY Casey's General Stores, Inc.	31.81%	40.12%	45.01%	23.27%	14.49%	11.25%	13.24%	25.12%	15.59%	-4.99%
IWY iShares Russell Top 200 Growth ETF	-10.08%	18.19%	34.89%	46.49%	-29.91%	31.05%	39.01%	36.20%	-0.72%	31.69%

Returns By Period

In the year-to-date period, CASY achieves a 31.81% return, which is significantly higher than IWY's -10.08% return. Over the past 10 years, CASY has outperformed IWY with an annualized return of 21.22%, while IWY has yielded a comparatively lower 17.49% annualized return.

CASY

• 1D: 3.27%
• 1M: 6.17%
• YTD: 31.81%
• 6M: 29.01%
• 1Y: 68.40%
• 3Y*: 50.61%
• 5Y*: 28.18%
• 10Y*: 21.22%

IWY

• 1D: 3.73%
• 1M: -5.06%
• YTD: -10.08%
• 6M: -8.91%
• 1Y: 18.41%
• 3Y*: 22.06%
• 5Y*: 13.41%
• 10Y*: 17.49%

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

Return for Risk

CASY vs. IWY — Risk / Return Rank

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

CASY

CASY Risk / Return Rank: 96
CASY Sharpe Ratio Rank: 95
CASY Sortino Ratio Rank: 95
CASY Omega Ratio Rank: 94
CASY Calmar Ratio Rank: 97
CASY Martin Ratio Rank: 97

IWY

IWY Risk / Return Rank: 50
IWY Sharpe Ratio Rank: 50
IWY Sortino Ratio Rank: 54
IWY Omega Ratio Rank: 53
IWY Calmar Ratio Rank: 49
IWY Martin Ratio Rank: 43

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.

CASY vs. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Casey's General Stores, Inc. (CASY) 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.

	CASY	IWY	Difference
Sharpe ratio Return per unit of total volatility	2.56	0.83	+1.73
Sortino ratio Return per unit of downside risk	3.59	1.34	+2.26
Omega ratio Gain probability vs. loss probability	1.47	1.19	+0.28
Calmar ratio Return relative to maximum drawdown	7.31	1.12	+6.19
Martin ratio Return relative to average drawdown	21.42	3.79	+17.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CASY vs. IWY - Sharpe Ratio Comparison

The current CASY Sharpe Ratio is 2.56, which is higher than the IWY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CASY 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.

Sharpe Ratios by Period

	CASY	IWY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	0.83	+1.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.63	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.84	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.86	-0.36

Correlation

The correlation between CASY and IWY is 0.37, 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.

Dividends

CASY vs. IWY - Dividend Comparison

CASY's dividend yield for the trailing twelve months is around 0.30%, less than IWY's 0.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CASY Casey's General Stores, Inc.	0.30%	0.39%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	0.89%	0.77%	0.70%
IWY iShares Russell Top 200 Growth ETF	0.39%	0.36%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%

Drawdowns

CASY vs. IWY - Drawdown Comparison

The maximum CASY drawdown since its inception was -74.32%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for CASY and IWY.

Drawdown Indicators

	CASY	IWY	Difference
Max Drawdown Largest peak-to-trough decline	-74.32%	-32.68%	-41.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.47%	-16.63%	+7.16%
Max Drawdown (5Y) Largest decline over 5 years	-23.64%	-32.68%	+9.04%
Max Drawdown (10Y) Largest decline over 10 years	-33.41%	-32.68%	-0.73%
Current Drawdown Current decline from peak	0.00%	-13.52%	+13.52%
Average Drawdown Average peak-to-trough decline	-15.20%	-4.76%	-10.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	4.93%	-1.70%

Volatility

CASY vs. IWY - Volatility Comparison

Casey's General Stores, Inc. (CASY) has a higher volatility of 9.40% compared to iShares Russell Top 200 Growth ETF (IWY) at 6.61%. This indicates that CASY'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.

Volatility by Period

	CASY	IWY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.40%	6.61%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	17.32%	12.39%	+4.93%
Volatility (1Y) Calculated over the trailing 1-year period	26.84%	22.28%	+4.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.04%	21.50%	+4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	20.92%	+6.49%