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GLNCY vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLNCY vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glencore PLC ADR (GLNCY) and iShares U.S. Healthcare ETF (IYH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLNCY achieves a 37.58% return, which is significantly higher than IYH's 5.42% return. Over the past 10 years, GLNCY has outperformed IYH with an annualized return of 15.69%, while IYH has yielded a comparatively lower 9.52% annualized return.


GLNCY

1D
2.34%
1M
9.26%
6M
5.97%
YTD
37.58%
1Y
92.27%
3Y*
12.97%
5Y*
16.20%
10Y*
15.69%
ALL TIME*
3.78%

IYH

1D
0.00%
1M
-1.40%
6M
6.20%
YTD
5.42%
1Y
23.51%
3Y*
8.40%
5Y*
4.69%
10Y*
9.52%
ALL TIME*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.70M$12.17M$9.82M
$81.05M$58.47M$58.18M

GLNCY vs. IYH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLNCY
Glencore PLC ADR
37.58%28.74%-25.38%-1.13%40.92%66.50%1.46%-10.33%-27.77%56.55%
IYH
iShares U.S. Healthcare ETF
5.42%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between GLNCY and IYH is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.28

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2011

0.27

The correlation between GLNCY and IYH shifts across timeframes, from 0.08 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLNCY vs. IYH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLNCY
GLNCY Risk / Return Rank: 9494
Overall Rank
GLNCY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLNCY Sortino Ratio Rank: 9494
Sortino Ratio Rank
GLNCY Omega Ratio Rank: 9393
Omega Ratio Rank
GLNCY Calmar Ratio Rank: 9494
Calmar Ratio Rank
GLNCY Martin Ratio Rank: 9595
Martin Ratio Rank

IYH
IYH Risk / Return Rank: 5454
Overall Rank
IYH Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 6464
Sortino Ratio Rank
IYH Omega Ratio Rank: 5353
Omega Ratio Rank
IYH Calmar Ratio Rank: 5555
Calmar Ratio Rank
IYH Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLNCY vs. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) and iShares U.S. Healthcare ETF (IYH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLNCYIYHDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

4.85

2.22

+2.63

Martin ratioReturn relative to average drawdown

14.23

5.25

+8.98

GLNCY vs. IYH - Sharpe Ratio Comparison

The current GLNCY Sharpe Ratio is 2.71, which is higher than the IYH Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GLNCY and IYH, 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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Drawdowns

GLNCY vs. IYH - Drawdown Comparison

The maximum GLNCY drawdown since its inception was -85.04%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for GLNCY and IYH.


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Drawdown Indicators


GLNCYIYHDifference

Max Drawdown

Largest peak-to-trough decline

-85.04%

-43.12%

-41.92%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-10.64%

-8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-53.44%

-17.91%

-35.53%

Max Drawdown (5Y)

Largest decline over 5 years

-54.06%

-17.91%

-36.15%

Max Drawdown (10Y)

Largest decline over 10 years

-76.10%

-28.40%

-47.70%

Current Drawdown

Current decline from peak

-10.48%

-2.92%

-7.56%

Average Drawdown

Average peak-to-trough decline

-32.12%

-8.92%

-23.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

4.50%

+2.01%

Volatility

GLNCY vs. IYH - Volatility Comparison

Glencore PLC ADR (GLNCY) has a higher volatility of 10.32% compared to iShares U.S. Healthcare ETF (IYH) at 5.17%. This indicates that GLNCY's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLNCYIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

5.17%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.54%

12.02%

+13.52%

Volatility (1Y)

Calculated over the trailing 1-year period

34.23%

15.61%

+18.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

15.23%

+20.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.46%

16.82%

+21.64%

Dividends

GLNCY vs. IYH - Dividend Comparison

GLNCY's dividend yield for the trailing twelve months is around 1.82%, more than IYH's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
GLNCY
Glencore PLC ADR
1.82%1.83%2.98%8.68%5.56%3.00%0.00%5.50%4.70%1.08%0.00%13.64%
IYH
iShares U.S. Healthcare ETF
1.17%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%

Frequently Asked Questions


GLNCY and IYH have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLNCY has higher volatility (10.32%) compared to IYH (5.17%). In terms of maximum drawdown, GLNCY dropped -85.04% vs IYH's -43.12%.

GLNCY currently has the higher Sharpe Ratio (2.71 vs 1.52), 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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