EHC vs. IYW
Compare and contrast key facts about Encompass Health Corporation (EHC) and iShares U.S. Technology ETF (IYW).
IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EHC or IYW.
Key characteristics
| EHC | IYW | |
|---|---|---|
| YTD Return | 54.63% | 31.28% |
| 1Y Return | 63.09% | 43.00% |
| 3Y Return (Ann) | 18.48% | 12.60% |
| 5Y Return (Ann) | 9.49% | 24.63% |
| 10Y Return (Ann) | 11.94% | 20.91% |
| Sharpe Ratio | 3.10 | 2.01 |
| Sortino Ratio | 4.23 | 2.58 |
| Omega Ratio | 1.55 | 1.35 |
| Calmar Ratio | 1.26 | 2.63 |
| Martin Ratio | 29.35 | 9.12 |
| Ulcer Index | 2.20% | 4.65% |
| Daily Std Dev | 20.83% | 21.10% |
| Max Drawdown | -99.73% | -81.89% |
| Current Drawdown | -20.66% | -0.25% |
Correlation
The correlation between EHC and IYW is 0.33, 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.
Performance
EHC vs. IYW - Performance Comparison
In the year-to-date period, EHC achieves a 54.63% return, which is significantly higher than IYW's 31.28% return. Over the past 10 years, EHC has underperformed IYW with an annualized return of 11.94%, while IYW has yielded a comparatively higher 20.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EHC vs. IYW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Encompass Health Corporation (EHC) and iShares U.S. Technology ETF (IYW). 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.
Dividends
EHC vs. IYW - Dividend Comparison
EHC's dividend yield for the trailing twelve months is around 0.60%, more than IYW's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHC Encompass Health Corporation | 0.60% | 0.90% | 1.34% | 1.37% | 1.08% | 1.26% | 1.34% | 1.58% | 1.81% | 2.67% | 1.61% | 0.86% |
IYW iShares U.S. Technology ETF | 0.31% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
Drawdowns
EHC vs. IYW - Drawdown Comparison
The maximum EHC drawdown since its inception was -99.73%, which is greater than IYW's maximum drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for EHC and IYW. For additional features, visit the drawdowns tool.
Volatility
EHC vs. IYW - Volatility Comparison
Encompass Health Corporation (EHC) has a higher volatility of 8.45% compared to iShares U.S. Technology ETF (IYW) at 6.19%. This indicates that EHC's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.