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DD vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DD vs. ITOT

Last updated Jul 15, 2026
Documentation

DD (DuPont de Nemours, Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 5 years, DD returned 8.31%/yr vs 12.17%/yr for ITOT. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

DD vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DD achieves a 12.97% return, which is significantly higher than ITOT's 11.42% return.

DD

1D
1.14%
1M
-7.33%
6M
3.71%
YTD
12.97%
1Y
46.56%
3Y*
16.29%
5Y*
8.31%
10Y*
—

ITOT

1D
0.41%
1M
1.58%
6M
9.14%
YTD
11.42%
1Y
21.88%
3Y*
19.93%
5Y*
12.17%
10Y*
14.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. ITOT - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.		12.97%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		11.42%17.00%23.80%26.12%-19.47%25.68%20.71%17.95%

Correlation

The correlation between DD and ITOT is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.54

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.63

The correlation between DD and ITOT shifts across timeframes, from 0.54 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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DuPont de Nemours, Inc.

iShares Core S&P Total U.S. Stock Market ETF

Often compared with DD:
DD vs. ETNDD vs. PPGDD vs. IPDD vs. PKXDD vs. VOODD vs. BASFYDD vs. WLK
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

DD vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DD
DD Risk / Return Rank: 8484
Overall Rank
DD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DD Sortino Ratio Rank: 8484
Sortino Ratio Rank
DD Omega Ratio Rank: 8181
Omega Ratio Rank
DD Calmar Ratio Rank: 8585
Calmar Ratio Rank
DD Martin Ratio Rank: 8686
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 6666
Overall Rank
ITOT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6464
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6464
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6262
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7474
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.

DD vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

DDITOTDifference
Sharpe ratioReturn per unit of total volatility
1.51
1.71

-0.20

Sortino ratioReturn per unit of downside risk
2.29
2.36

-0.07

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

2.70

2.47

+0.23

Martin ratioReturn relative to average drawdown

7.64

10.77

-3.13

DD vs. ITOT - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 1.51, which is comparable to the ITOT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of DD and ITOT, 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

DD vs. ITOT - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DD and ITOT.

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Drawdown Indicators

DDITOTDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-55.20%

-6.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-8.90%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-19.44%

-18.40%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-25.36%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-11.87%

-0.57%

-11.30%

Average Drawdown

Average peak-to-trough decline

-14.49%

-6.94%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

2.04%

+4.07%

Volatility

DD vs. ITOT - Volatility Comparison

DuPont de Nemours, Inc. (DD) has a higher volatility of 6.61% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.69%. This indicates that DD's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DDITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

3.69%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

10.13%

+13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

12.85%

+18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

17.47%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.21%

18.25%

+15.96%

Dividends

DD vs. ITOT - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 109.25%, more than ITOT's 1.00% yield.

PositionTTM20252024202320222021202020192018201720162015
DD
DuPont de Nemours, Inc.		109.25%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.00%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Frequently Asked Questions

DD and ITOT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DD has higher volatility (6.61%) compared to ITOT (3.69%). In terms of maximum drawdown, DD dropped -62.03% vs ITOT's -55.20%.

ITOT currently has the higher Sharpe Ratio (1.71 vs 1.51), 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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