FWRG vs. IITU.L
Compare and contrast key facts about First Watch Restaurant Group, Inc. (FWRG) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWRG or IITU.L.
Key characteristics
| FWRG | IITU.L | |
|---|---|---|
| YTD Return | 4.83% | 34.67% |
| 1Y Return | 26.17% | 41.23% |
| 3Y Return (Ann) | 0.94% | 18.96% |
| Sharpe Ratio | 0.57 | 1.97 |
| Sortino Ratio | 1.08 | 2.62 |
| Omega Ratio | 1.14 | 1.34 |
| Calmar Ratio | 0.52 | 2.69 |
| Martin Ratio | 0.98 | 8.20 |
| Ulcer Index | 25.16% | 4.83% |
| Daily Std Dev | 43.24% | 20.04% |
| Max Drawdown | -47.88% | -23.56% |
| Current Drawdown | -17.44% | 0.00% |
Correlation
The correlation between FWRG and IITU.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FWRG vs. IITU.L - Performance Comparison
In the year-to-date period, FWRG achieves a 4.83% return, which is significantly lower than IITU.L's 34.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FWRG vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Watch Restaurant Group, Inc. (FWRG) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). 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.
Dividends
FWRG vs. IITU.L - Dividend Comparison
Neither FWRG nor IITU.L has paid dividends to shareholders.
Drawdowns
FWRG vs. IITU.L - Drawdown Comparison
The maximum FWRG drawdown since its inception was -47.88%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for FWRG and IITU.L. For additional features, visit the drawdowns tool.
Volatility
FWRG vs. IITU.L - Volatility Comparison
First Watch Restaurant Group, Inc. (FWRG) has a higher volatility of 17.42% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 5.40%. This indicates that FWRG's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.