FWONK vs. IWM

In the year-to-date period, FWONK achieves a 2.89% return, which is significantly higher than IWM's -8.92% return. Over the past 10 years, FWONK has outperformed IWM with an annualized return of 13.72%, while IWM has yielded a comparatively lower 6.48% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONK) 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.

The current FWONK Sharpe Ratio is 1.25, which is higher than the IWM Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FWONK and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FWONK has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.23%.

The maximum FWONK drawdown since its inception was -57.74%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FWONK and IWM. For additional features, visit the drawdowns tool.

Formula One Group (FWONK) has a higher volatility of 7.93% compared to iShares Russell 2000 ETF (IWM) at 7.28%. This indicates that FWONK'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.