GGAL vs. IWY
Compare and contrast key facts about Grupo Financiero Galicia S.A. (GGAL) and iShares Russell Top 200 Growth ETF (IWY).
IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009.
Performance
GGAL vs. IWY - Performance Comparison
Loading graphics...
GGAL vs. IWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGAL Grupo Financiero Galicia S.A. | -12.98% | -11.36% | 289.05% | 92.28% | 8.05% | 8.88% | -45.53% | -40.38% | -57.85% | 145.24% |
IWY iShares Russell Top 200 Growth ETF | -9.30% | 18.19% | 34.89% | 46.49% | -29.91% | 31.05% | 39.01% | 36.20% | -0.72% | 31.69% |
Returns By Period
In the year-to-date period, GGAL achieves a -12.98% return, which is significantly lower than IWY's -9.30% return. Over the past 10 years, GGAL has underperformed IWY with an annualized return of 8.17%, while IWY has yielded a comparatively higher 17.59% annualized return.
GGAL
- 1D
- -0.49%
- 1M
- 5.27%
- YTD
- -12.98%
- 6M
- 77.59%
- 1Y
- -12.93%
- 3Y*
- 71.97%
- 5Y*
- 50.87%
- 10Y*
- 8.17%
IWY
- 1D
- 0.87%
- 1M
- -4.60%
- YTD
- -9.30%
- 6M
- -8.67%
- 1Y
- 18.58%
- 3Y*
- 22.41%
- 5Y*
- 13.61%
- 10Y*
- 17.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GGAL vs. IWY — Risk / Return Rank
GGAL
IWY
GGAL vs. IWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Galicia S.A. (GGAL) and iShares Russell Top 200 Growth ETF (IWY). 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.
| GGAL | IWY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.17 | 0.84 | -1.01 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.35 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.17 | -1.37 |
Martin ratioReturn relative to average drawdown | -0.44 | 3.89 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GGAL | IWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.84 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.64 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.84 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.87 | -0.80 |
Correlation
The correlation between GGAL and IWY is 0.33, 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.
Dividends
GGAL vs. IWY - Dividend Comparison
GGAL's dividend yield for the trailing twelve months is around 3.43%, more than IWY's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGAL Grupo Financiero Galicia S.A. | 3.43% | 2.11% | 3.81% | 6.49% | 4.62% | 0.23% | 0.94% | 1.89% | 1.29% | 0.16% | 0.13% | 0.09% |
IWY iShares Russell Top 200 Growth ETF | 0.39% | 0.36% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% |
Drawdowns
GGAL vs. IWY - Drawdown Comparison
The maximum GGAL drawdown since its inception was -98.98%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for GGAL and IWY.
Loading graphics...
Drawdown Indicators
| GGAL | IWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.98% | -32.68% | -66.30% |
Max Drawdown (1Y)Largest decline over 1 year | -58.44% | -16.63% | -41.81% |
Max Drawdown (5Y)Largest decline over 5 years | -62.94% | -32.68% | -30.26% |
Max Drawdown (10Y)Largest decline over 10 years | -91.70% | -32.68% | -59.02% |
Current DrawdownCurrent decline from peak | -33.43% | -12.77% | -20.66% |
Average DrawdownAverage peak-to-trough decline | -57.56% | -4.77% | -52.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.85% | 4.99% | +21.86% |
Volatility
GGAL vs. IWY - Volatility Comparison
Grupo Financiero Galicia S.A. (GGAL) has a higher volatility of 15.91% compared to iShares Russell Top 200 Growth ETF (IWY) at 6.70%. This indicates that GGAL's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GGAL | IWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.91% | 6.70% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 53.23% | 12.40% | +40.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.44% | 22.29% | +55.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.21% | 21.49% | +36.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.78% | 20.92% | +40.86% |