CELH vs. IXC
CELH (Celsius Holdings, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, CELH returned 43.29%/yr vs 9.48%/yr for IXC. At a 0.15 correlation, their price movements are largely independent.
Performance
CELH vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, CELH achieves a -38.30% return, which is significantly lower than IXC's 20.55% return. Over the past 10 years, CELH has outperformed IXC with an annualized return of 43.29%, while IXC has yielded a comparatively lower 9.48% annualized return.
CELH
- 1D
- -1.05%
- 1M
- -4.89%
- YTD
- -38.30%
- 6M
- -36.90%
- 1Y
- -37.94%
- 3Y*
- -16.83%
- 5Y*
- 3.19%
- 10Y*
- 43.29%
IXC
- 1D
- 0.67%
- 1M
- -7.64%
- YTD
- 20.55%
- 6M
- 21.59%
- 1Y
- 32.10%
- 3Y*
- 15.17%
- 5Y*
- 17.36%
- 10Y*
- 9.48%
CELH vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -38.30% | 73.65% | -51.69% | 57.21% | 39.52% | 48.22% | 941.61% | 39.19% | -33.90% | 114.29% |
IXC iShares Global Energy ETF | 20.55% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between CELH and IXC is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.15 |
The correlation between CELH and IXC shifts across timeframes, from -0.09 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CELH vs. IXC — Risk / Return Rank
CELH
IXC
CELH vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and iShares Global Energy ETF (IXC). 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.
| CELH | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.33 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.20 | 8.08 | -9.28 |
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Drawdowns
CELH vs. IXC - Drawdown Comparison
The maximum CELH drawdown since its inception was -77.86%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for CELH and IXC.
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Drawdown Indicators
| CELH | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.86% | -67.88% | -9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -57.22% | -13.81% | -43.41% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -19.06% | -58.80% |
Max Drawdown (5Y)Largest decline over 5 years | -77.86% | -24.93% | -52.93% |
Max Drawdown (10Y)Largest decline over 10 years | -77.86% | -64.16% | -13.70% |
Current DrawdownCurrent decline from peak | -70.64% | -13.24% | -57.40% |
Average DrawdownAverage peak-to-trough decline | -28.04% | -17.46% | -10.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.72% | 3.98% | +27.74% |
Volatility
CELH vs. IXC - Volatility Comparison
Celsius Holdings, Inc. (CELH) has a higher volatility of 16.69% compared to iShares Global Energy ETF (IXC) at 6.46%. This indicates that CELH's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CELH | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.69% | 6.46% | +10.23% |
Volatility (6M)Calculated over the trailing 6-month period | 37.20% | 15.91% | +21.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.28% | 19.08% | +37.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.35% | 23.50% | +41.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.95% | 26.82% | +42.13% |
Dividends
CELH vs. IXC - Dividend Comparison
CELH has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 3.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, 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% |
IXC iShares Global Energy ETF | 3.15% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
CELH and IXC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (16.69%) compared to IXC (6.46%). In terms of maximum drawdown, CELH dropped -77.86% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (1.69 vs -0.68), 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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