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FIS vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIS vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity National Information Services, Inc. (FIS) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIS achieves a -37.99% return, which is significantly lower than IWM's 17.07% return. Over the past 10 years, FIS has underperformed IWM with an annualized return of -4.22%, while IWM has yielded a comparatively higher 10.93% annualized return.


FIS

1D
-3.90%
1M
-13.58%
YTD
-37.99%
6M
-36.85%
1Y
-47.70%
3Y*
-7.28%
5Y*
-20.74%
10Y*
-4.22%

IWM

1D
-1.37%
1M
3.52%
YTD
17.07%
6M
15.83%
1Y
39.10%
3Y*
17.88%
5Y*
6.11%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIS vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIS
Fidelity National Information Services, Inc.
-37.99%-15.85%36.96%-8.21%-36.46%-21.90%2.71%37.19%10.32%26.04%
IWM
iShares Russell 2000 ETF
17.07%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between FIS and IWM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.37

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2001

0.53

Over the past year, the correlation between FIS and IWM has dropped to 0.25 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

FIS vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIS
FIS Risk / Return Rank: 22
Overall Rank
FIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FIS Sortino Ratio Rank: 11
Sortino Ratio Rank
FIS Omega Ratio Rank: 11
Omega Ratio Rank
FIS Calmar Ratio Rank: 33
Calmar Ratio Rank
FIS Martin Ratio Rank: 22
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
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.

FIS vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and iShares Russell 2000 ETF (IWM). 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.


FISIWMDifference
Sharpe ratioReturn per unit of total volatility

-3.65

Sortino ratioReturn per unit of downside risk

-5.26

Omega ratioGain probability vs. loss probability

0.69

1.34

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.97

3.56

-4.53

Martin ratioReturn relative to average drawdown

-1.71

12.64

-14.36

FIS vs. IWM - Sharpe Ratio Comparison

The current FIS Sharpe Ratio is -1.60, which is lower than the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FIS and IWM, 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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Sharpe Ratios by Period


FISIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.60

2.05

-3.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.62

0.27

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.48

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.37

-0.16

Drawdowns

FIS vs. IWM - Drawdown Comparison

The maximum FIS drawdown since its inception was -70.50%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FIS and IWM.


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Drawdown Indicators


FISIWMDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-59.05%

-11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-49.36%

-11.03%

-38.33%

Max Drawdown (3Y)

Largest decline over 3 years

-53.46%

-27.50%

-25.96%

Max Drawdown (5Y)

Largest decline over 5 years

-69.64%

-31.91%

-37.73%

Max Drawdown (10Y)

Largest decline over 10 years

-70.50%

-41.13%

-29.37%

Current Drawdown

Current decline from peak

-70.50%

-1.49%

-69.01%

Average Drawdown

Average peak-to-trough decline

-19.67%

-10.77%

-8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.87%

3.10%

+24.77%

Volatility

FIS vs. IWM - Volatility Comparison

Fidelity National Information Services, Inc. (FIS) has a higher volatility of 12.27% compared to iShares Russell 2000 ETF (IWM) at 5.75%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.27%

5.75%

+6.52%

Volatility (6M)

Calculated over the trailing 6-month period

24.31%

13.53%

+10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

29.95%

19.20%

+10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.42%

22.52%

+10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

23.04%

+6.86%

Dividends

FIS vs. IWM - Dividend Comparison

FIS's dividend yield for the trailing twelve months is around 4.01%, more than IWM's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
FIS
Fidelity National Information Services, Inc.
4.01%2.41%1.78%3.46%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%
IWM
iShares Russell 2000 ETF
0.88%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


FIS and IWM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIS has higher volatility (12.27%) compared to IWM (5.75%). In terms of maximum drawdown, FIS dropped -70.50% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (2.05 vs -1.60), 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

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