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GLOB vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLOB vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globant S.A. (GLOB) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLOB achieves a -54.17% return, which is significantly lower than ICLN's 17.48% return. Over the past 10 years, GLOB has underperformed ICLN with an annualized return of -3.17%, while ICLN has yielded a comparatively higher 9.57% annualized return.


GLOB

1D
-4.25%
1M
-20.09%
6M
-56.19%
YTD
-54.17%
1Y
-64.84%
3Y*
-45.17%
5Y*
-32.88%
10Y*
-3.17%

ICLN

1D
-0.41%
1M
-6.93%
6M
11.44%
YTD
17.48%
1Y
45.49%
3Y*
3.40%
5Y*
-2.40%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLOB vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLOB
Globant S.A.
-54.17%-69.51%-9.90%41.52%-46.46%44.34%105.20%88.30%21.22%39.31%
ICLN
iShares Global Clean Energy ETF
17.48%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%

Correlation

The correlation between GLOB and ICLN is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2014

0.38

The correlation between GLOB and ICLN shifts across timeframes, from -0.00 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLOB vs. ICLN — Risk / Return Rank

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

GLOB
GLOB Risk / Return Rank: 44
Overall Rank
GLOB Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLOB Sortino Ratio Rank: 33
Sortino Ratio Rank
GLOB Omega Ratio Rank: 44
Omega Ratio Rank
GLOB Calmar Ratio Rank: 55
Calmar Ratio Rank
GLOB Martin Ratio Rank: 55
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 5353
Overall Rank
ICLN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 5151
Sortino Ratio Rank
ICLN Omega Ratio Rank: 4848
Omega Ratio Rank
ICLN Calmar Ratio Rank: 5656
Calmar Ratio Rank
ICLN Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLOB vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Globant S.A. (GLOB) and iShares Global Clean Energy ETF (ICLN). 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.


GLOBICLNDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-4.05

Omega ratioGain probability vs. loss probability

0.77

1.25

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.94

2.24

-3.17

Martin ratioReturn relative to average drawdown

-1.55

7.39

-8.94

GLOB vs. ICLN - Sharpe Ratio Comparison

The current GLOB Sharpe Ratio is -1.14, which is lower than the ICLN Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of GLOB and ICLN, 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

GLOB vs. ICLN - Drawdown Comparison

The maximum GLOB drawdown since its inception was -92.18%, which is greater than ICLN's maximum drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for GLOB and ICLN.


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Drawdown Indicators


GLOBICLNDifference

Max Drawdown

Largest peak-to-trough decline

-92.18%

-87.15%

-5.03%

Max Drawdown (1Y)

Largest decline over 1 year

-70.28%

-19.57%

-50.71%

Max Drawdown (3Y)

Largest decline over 3 years

-88.89%

-43.18%

-45.71%

Max Drawdown (5Y)

Largest decline over 5 years

-92.18%

-57.16%

-35.02%

Max Drawdown (10Y)

Largest decline over 10 years

-92.18%

-66.75%

-25.43%

Current Drawdown

Current decline from peak

-91.55%

-47.44%

-44.11%

Average Drawdown

Average peak-to-trough decline

-26.60%

-66.47%

+39.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.43%

5.92%

+36.51%

Volatility

GLOB vs. ICLN - Volatility Comparison

Globant S.A. (GLOB) has a higher volatility of 21.94% compared to iShares Global Clean Energy ETF (ICLN) at 11.98%. This indicates that GLOB's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLOBICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.94%

11.98%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

47.71%

24.11%

+23.60%

Volatility (1Y)

Calculated over the trailing 1-year period

58.11%

29.29%

+28.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.10%

27.86%

+24.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.94%

27.37%

+20.57%

Dividends

GLOB vs. ICLN - Dividend Comparison

GLOB has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM20252024202320222021202020192018201720162015
GLOB
Globant S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
0.96%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


GLOB and ICLN have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLOB has higher volatility (21.94%) compared to ICLN (11.98%). In terms of maximum drawdown, GLOB dropped -92.18% vs ICLN's -87.15%.

ICLN currently has the higher Sharpe Ratio (1.49 vs -1.14), 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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