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CCS vs. IWB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCS vs. IWB

Last updated Jun 24, 2026

CCS (Century Communities, Inc.) is a stock, while IWB (iShares Russell 1000 ETF) is Large Cap Blend Equities fund tracking the Russell 1000 Index. Over the past 10 years, CCS returned 14.74%/yr vs 15.25%/yr for IWB. At a 0.49 correlation, their price movements are largely independent.

Performance

CCS vs. IWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Century Communities, Inc. (CCS) and iShares Russell 1000 ETF (IWB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCS achieves a 6.92% return, which is significantly lower than IWB's 8.01% return. Both investments have delivered pretty close results over the past 10 years, with CCS having a 14.74% annualized return and IWB not far ahead at 15.25%.

CCS

1D
0.53%
1M
21.58%
YTD
6.92%
6M
8.93%
1Y
15.86%
3Y*
-2.53%
5Y*
0.12%
10Y*
14.74%

IWB

1D
-1.32%
1M
-1.04%
YTD
8.01%
6M
7.03%
1Y
22.97%
3Y*
20.50%
5Y*
12.20%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCS vs. IWB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CCS
Century Communities, Inc.		6.92%-17.62%-18.57%84.79%-37.92%87.95%60.07%58.46%-44.50%48.10%
IWB
iShares Russell 1000 ETF		8.01%17.18%24.32%26.39%-19.19%26.32%20.77%31.06%-4.90%21.52%

Correlation

The correlation between CCS and IWB is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.45

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

0.53

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2014

0.49

The correlation between CCS and IWB shifts across timeframes, from 0.36 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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Century Communities, Inc.

iShares Russell 1000 ETF

Often compared with CCS:
CCS vs. PLXSCCS vs. SPYCCS vs. NVRCCS vs. AGXCCS vs. BLDCCS vs. NVDACCS vs. QQQ
Often compared with IWB:
IWB vs. IWMIWB vs. SPYIWB vs. VONEIWB vs. IWDIWB vs. VOOIWB vs. IWVIWB vs. VTI

Return for Risk

CCS vs. IWB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCS
CCS Risk / Return Rank: 5353
Overall Rank
CCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
CCS Omega Ratio Rank: 5151
Omega Ratio Rank
CCS Calmar Ratio Rank: 5353
Calmar Ratio Rank
CCS Martin Ratio Rank: 5454
Martin Ratio Rank
IWB
IWB Risk / Return Rank: 5757
Overall Rank
IWB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWB Sortino Ratio Rank: 5454
Sortino Ratio Rank
IWB Omega Ratio Rank: 5656
Omega Ratio Rank
IWB Calmar Ratio Rank: 5555
Calmar Ratio Rank
IWB Martin Ratio Rank: 6666
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.

CCS vs. IWB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Century Communities, Inc. (CCS) and iShares Russell 1000 ETF (IWB). 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.

CCSIWBDifference
Sharpe ratioReturn per unit of total volatility
0.37
1.84

-1.47

Sortino ratioReturn per unit of downside risk
0.90
2.51

-1.62

Omega ratioGain probability vs. loss probability

1.10

1.33

-0.23

Calmar ratioReturn relative to maximum drawdown

0.46

2.60

-2.15

Martin ratioReturn relative to average drawdown

1.04

11.56

-10.51

CCS vs. IWB - Sharpe Ratio Comparison

The current CCS Sharpe Ratio is 0.37, which is lower than the IWB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CCS and IWB, 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

CCS vs. IWB - Drawdown Comparison

The maximum CCS drawdown since its inception was -73.33%, which is greater than IWB's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for CCS and IWB.

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Drawdown Indicators

CCSIWBDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-55.38%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-35.02%

-8.86%

-26.16%

Max Drawdown (3Y)

Largest decline over 3 years

-53.47%

-19.09%

-34.38%

Max Drawdown (5Y)

Largest decline over 5 years

-53.47%

-25.20%

-28.27%

Max Drawdown (10Y)

Largest decline over 10 years

-73.33%

-34.60%

-38.73%

Current Drawdown

Current decline from peak

-39.30%

-2.98%

-36.32%

Average Drawdown

Average peak-to-trough decline

-21.41%

-10.84%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.25%

1.99%

+13.26%

Volatility

CCS vs. IWB - Volatility Comparison

Century Communities, Inc. (CCS) has a higher volatility of 11.16% compared to iShares Russell 1000 ETF (IWB) at 4.84%. This indicates that CCS's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCSIWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

4.84%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

30.31%

9.88%

+20.43%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

12.57%

+30.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.89%

17.20%

+24.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.31%

18.15%

+29.16%

Dividends

CCS vs. IWB - Dividend Comparison

CCS's dividend yield for the trailing twelve months is around 1.94%, more than IWB's 0.94% yield.

PositionTTM20252024202320222021202020192018201720162015
CCS
Century Communities, Inc.		1.94%1.95%1.42%1.01%1.60%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
IWB
iShares Russell 1000 ETF		0.94%1.00%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%

Frequently Asked Questions

CCS and IWB have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCS has higher volatility (11.16%) compared to IWB (4.84%). In terms of maximum drawdown, CCS dropped -73.33% vs IWB's -55.38%.

IWB currently has the higher Sharpe Ratio (1.84 vs 0.37), 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.

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