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IWM vs. FSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWM and FSV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

IWM vs. FSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and FirstService Corporation (FSV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.71%
15.27%
IWM
FSV

Key characteristics

Sharpe Ratio

IWM:

0.68

FSV:

0.57

Sortino Ratio

IWM:

1.09

FSV:

0.99

Omega Ratio

IWM:

1.13

FSV:

1.11

Calmar Ratio

IWM:

0.73

FSV:

0.38

Martin Ratio

IWM:

3.53

FSV:

1.61

Ulcer Index

IWM:

3.98%

FSV:

6.71%

Daily Std Dev

IWM:

20.57%

FSV:

19.08%

Max Drawdown

IWM:

-59.05%

FSV:

-47.45%

Current Drawdown

IWM:

-8.26%

FSV:

-10.45%

Returns By Period

In the year-to-date period, IWM achieves a 0.34% return, which is significantly higher than FSV's -1.95% return.


IWM

YTD

0.34%

1M

-6.46%

6M

9.71%

1Y

15.05%

5Y*

7.50%

10Y*

7.99%

FSV

YTD

-1.95%

1M

-7.35%

6M

15.27%

1Y

11.15%

5Y*

13.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IWM vs. FSV — Risk-Adjusted Performance Rank

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

IWM
The Risk-Adjusted Performance Rank of IWM is 3737
Overall Rank
The Sharpe Ratio Rank of IWM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 3434
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 4040
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 4242
Martin Ratio Rank

FSV
The Risk-Adjusted Performance Rank of FSV is 6363
Overall Rank
The Sharpe Ratio Rank of FSV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FSV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FSV is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWM vs. FSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and FirstService Corporation (FSV). 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.


Sharpe ratio
The chart of Sharpe ratio for IWM, currently valued at 0.68, compared to the broader market0.002.004.000.680.57
The chart of Sortino ratio for IWM, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.090.99
The chart of Omega ratio for IWM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.11
The chart of Calmar ratio for IWM, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.730.38
The chart of Martin ratio for IWM, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.00100.003.531.61
IWM
FSV

The current IWM Sharpe Ratio is 0.68, which is comparable to the FSV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IWM and FSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.68
0.57
IWM
FSV

Dividends

IWM vs. FSV - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.14%, more than FSV's 0.56% yield.


TTM20242023202220212020201920182017201620152014
IWM
iShares Russell 2000 ETF
1.14%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
FSV
FirstService Corporation
0.56%0.55%0.56%0.66%0.37%0.48%0.64%0.79%0.70%0.93%0.74%0.00%

Drawdowns

IWM vs. FSV - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than FSV's maximum drawdown of -47.45%. Use the drawdown chart below to compare losses from any high point for IWM and FSV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.26%
-10.45%
IWM
FSV

Volatility

IWM vs. FSV - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 5.73% compared to FirstService Corporation (FSV) at 4.08%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than FSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.73%
4.08%
IWM
FSV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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