PortfoliosLab logoPortfoliosLab logo
EW vs. IHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EW vs. IHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edwards Lifesciences Corporation (EW) and iShares U.S. Medical Devices ETF (IHI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EW achieves a 0.96% return, which is significantly higher than IHI's -15.32% return. Both investments have delivered pretty close results over the past 10 years, with EW having a 8.56% annualized return and IHI not far ahead at 8.58%.


EW

1D
-0.98%
1M
-8.80%
6M
5.79%
YTD
0.96%
1Y
8.50%
3Y*
1.61%
5Y*
-5.18%
10Y*
8.56%
ALL TIME*
17.35%

IHI

1D
-0.44%
1M
1.21%
6M
-12.40%
YTD
-15.32%
1Y
-11.60%
3Y*
-1.46%
5Y*
-3.35%
10Y*
8.58%
ALL TIME*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$480.40M$453.68M$434.27M
$145.90M$167.07M$148.77M

EW vs. IHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EW
Edwards Lifesciences Corporation
0.96%15.16%-2.91%2.20%-42.41%42.00%17.32%52.31%35.90%20.29%
IHI
iShares U.S. Medical Devices ETF
-15.32%6.88%8.62%3.24%-19.80%21.03%24.17%32.75%15.45%30.81%

Correlation

The correlation between EW and IHI is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (10Y)
Provides a long-term view across more market conditions.

0.70

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.63

The correlation between EW and IHI shifts across timeframes, from 0.54 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EW vs. IHI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EW
EW Risk / Return Rank: 5656
Overall Rank
EW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EW Sortino Ratio Rank: 5151
Sortino Ratio Rank
EW Omega Ratio Rank: 4949
Omega Ratio Rank
EW Calmar Ratio Rank: 6161
Calmar Ratio Rank
EW Martin Ratio Rank: 6161
Martin Ratio Rank

IHI
IHI Risk / Return Rank: 55
Overall Rank
IHI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IHI Sortino Ratio Rank: 44
Sortino Ratio Rank
IHI Omega Ratio Rank: 44
Omega Ratio Rank
IHI Calmar Ratio Rank: 66
Calmar Ratio Rank
IHI Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EW vs. IHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) and iShares U.S. Medical Devices ETF (IHI). 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.


EWIHIDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.08

0.92

+0.16

Calmar ratioReturn relative to maximum drawdown

0.65

-0.45

+1.10

Martin ratioReturn relative to average drawdown

1.51

-0.88

+2.39

EW vs. IHI - Sharpe Ratio Comparison

The current EW Sharpe Ratio is 0.35, which is higher than the IHI Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of EW and IHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EW vs. IHI - Drawdown Comparison

The maximum EW drawdown since its inception was -54.32%, which is greater than IHI's maximum drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for EW and IHI.


Loading charts...

Drawdown Indicators


EWIHIDifference

Max Drawdown

Largest peak-to-trough decline

-54.32%

-49.65%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-26.11%

+12.92%

Max Drawdown (3Y)

Largest decline over 3 years

-37.53%

-26.64%

-10.89%

Max Drawdown (5Y)

Largest decline over 5 years

-54.32%

-33.12%

-21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-54.32%

-33.25%

-21.07%

Current Drawdown

Current decline from peak

-34.14%

-20.04%

-14.10%

Average Drawdown

Average peak-to-trough decline

-14.57%

-8.43%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

13.27%

-7.62%

Volatility

EW vs. IHI - Volatility Comparison

The current volatility for Edwards Lifesciences Corporation (EW) is 7.05%, while iShares U.S. Medical Devices ETF (IHI) has a volatility of 9.58%. This indicates that EW experiences smaller price fluctuations and is considered to be less risky than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWIHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

9.58%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.74%

16.58%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

24.34%

19.90%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.70%

19.55%

+13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.23%

20.01%

+12.22%

Dividends

EW vs. IHI - Dividend Comparison

EW has not paid dividends to shareholders, while IHI's dividend yield for the trailing twelve months is around 0.46%.


PositionTTM20252024202320222021202020192018201720162015
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHI
iShares U.S. Medical Devices ETF
0.46%0.34%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%

Frequently Asked Questions


EW and IHI 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.

IHI has higher volatility (9.58%) compared to EW (7.05%). In terms of maximum drawdown, EW dropped -54.32% vs IHI's -49.65%.

EW currently has the higher Sharpe Ratio (0.35 vs -0.59), 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.

Portfolio Optimizer

Find the right allocation for EW and IHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer