EXPO vs. IGM
EXPO (Exponent, Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, EXPO returned 9.25%/yr vs 24.95%/yr for IGM. At a 0.39 correlation, their price movements are largely independent.
Performance
EXPO vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -14.01% return, which is significantly lower than IGM's 29.37% return. Over the past 10 years, EXPO has underperformed IGM with an annualized return of 9.25%, while IGM has yielded a comparatively higher 24.95% annualized return.
EXPO
- 1D
- 2.01%
- 1M
- -9.80%
- YTD
- -14.01%
- 6M
- -19.23%
- 1Y
- -22.38%
- 3Y*
- -12.77%
- 5Y*
- -6.54%
- 10Y*
- 9.25%
IGM
- 1D
- -1.48%
- 1M
- 13.22%
- YTD
- 29.37%
- 6M
- 26.87%
- 1Y
- 58.79%
- 3Y*
- 38.58%
- 5Y*
- 21.68%
- 10Y*
- 24.95%
EXPO vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -14.01% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
IGM iShares Expanded Tech Sector ETF | 29.37% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between EXPO and IGM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2001 | 0.39 |
Over the past year, the correlation between EXPO and IGM has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
EXPO vs. IGM — Risk / Return Rank
EXPO
IGM
EXPO vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and iShares Expanded Tech Sector ETF (IGM). 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.
| EXPO | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.61 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.47 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.59 | -4.29 |
| Martin ratioReturn relative to average drawdown | -1.80 | 12.61 | -14.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXPO | IGM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 2.89 | -3.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.85 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 1.02 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.48 | -0.26 |
Drawdowns
EXPO vs. IGM - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for EXPO and IGM.
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Drawdown Indicators
| EXPO | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -65.59% | -20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -32.45% | -16.44% | -16.01% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -26.39% | -25.98% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -40.68% | -14.11% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -40.68% | -14.11% |
Current DrawdownCurrent decline from peak | -49.90% | -2.31% | -47.59% |
Average DrawdownAverage peak-to-trough decline | -32.72% | -15.23% | -17.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.47% | 4.68% | +7.79% |
Volatility
EXPO vs. IGM - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 12.73% compared to iShares Expanded Tech Sector ETF (IGM) at 6.40%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXPO | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.73% | 6.40% | +6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 25.35% | 16.15% | +9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.94% | 20.48% | +10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 25.68% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.88% | 24.54% | +4.34% |
Dividends
EXPO vs. IGM - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 2.03%, more than IGM's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 2.03% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
IGM iShares Expanded Tech Sector ETF | 0.13% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
EXPO and IGM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (12.73%) compared to IGM (6.40%). In terms of maximum drawdown, EXPO dropped -86.44% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (2.89 vs -0.73), 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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