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GTEC vs. IWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTEC vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greenland Technologies Holding Corporation (GTEC) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTEC achieves a -15.24% return, which is significantly lower than IWY's -0.03% return.


GTEC

1D
-1.01%
1M
-6.23%
6M
-42.28%
YTD
-15.24%
1Y
-66.70%
3Y*
-31.97%
5Y*
-39.54%
10Y*
ALL TIME*
-30.69%

IWY

1D
0.85%
1M
-2.47%
6M
1.67%
YTD
-0.03%
1Y
10.78%
3Y*
19.65%
5Y*
12.72%
10Y*
18.31%
ALL TIME*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.17K$35.52K$62.62K
$127.32M$104.93M$113.90M

GTEC vs. IWY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTEC
Greenland Technologies Holding Corporation
-15.24%-68.41%-30.47%27.98%-66.10%-11.19%44.80%-49.49%2.27%
IWY
iShares Russell Top 200 Growth ETF
-0.03%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-12.59%

Correlation

The correlation between GTEC and IWY is 0.18, which is low. Their historical price movements had little consistent relationship.


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

0.18

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2018

0.14

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Return for Risk

GTEC vs. IWY — Risk / Return Rank

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

GTEC
GTEC Risk / Return Rank: 88
Overall Rank
GTEC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GTEC Sortino Ratio Rank: 1111
Sortino Ratio Rank
GTEC Omega Ratio Rank: 1212
Omega Ratio Rank
GTEC Calmar Ratio Rank: 00
Calmar Ratio Rank
GTEC Martin Ratio Rank: 66
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 2121
Overall Rank
IWY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 2222
Sortino Ratio Rank
IWY Omega Ratio Rank: 2121
Omega Ratio Rank
IWY Calmar Ratio Rank: 2020
Calmar Ratio Rank
IWY Martin Ratio Rank: 2222
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.

GTEC vs. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greenland Technologies Holding Corporation (GTEC) 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.

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.


GTECIWYDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.87

1.09

-0.23

Calmar ratioReturn relative to maximum drawdown

-1.02

0.52

-1.53

Martin ratioReturn relative to average drawdown

-1.49

1.50

-2.99

GTEC vs. IWY - Sharpe Ratio Comparison

The current GTEC Sharpe Ratio is -0.72, which is lower than the IWY Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GTEC and IWY, 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

GTEC vs. IWY - Drawdown Comparison

The maximum GTEC drawdown since its inception was -96.77%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for GTEC and IWY.


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Drawdown Indicators


GTECIWYDifference

Max Drawdown

Largest peak-to-trough decline

-96.77%

-32.68%

-64.09%

Max Drawdown (1Y)

Largest decline over 1 year

-68.38%

-16.63%

-51.75%

Max Drawdown (3Y)

Largest decline over 3 years

-89.65%

-23.22%

-66.43%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-32.68%

-62.94%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

Current Drawdown

Current decline from peak

-96.72%

-8.44%

-88.28%

Average Drawdown

Average peak-to-trough decline

-64.85%

-4.76%

-60.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.84%

5.70%

+43.14%

Volatility

GTEC vs. IWY - Volatility Comparison

Greenland Technologies Holding Corporation (GTEC) has a higher volatility of 14.59% compared to iShares Russell Top 200 Growth ETF (IWY) at 6.91%. This indicates that GTEC'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.


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Volatility by Period


GTECIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.59%

6.91%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

48.51%

14.24%

+34.27%

Volatility (1Y)

Calculated over the trailing 1-year period

96.68%

17.75%

+78.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.20%

21.81%

+79.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

125.66%

21.13%

+104.53%

Dividends

GTEC vs. IWY - Dividend Comparison

GTEC has not paid dividends to shareholders, while IWY's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
GTEC
Greenland Technologies Holding Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF
0.36%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%

Frequently Asked Questions


GTEC and IWY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GTEC has higher volatility (14.59%) compared to IWY (6.91%). In terms of maximum drawdown, GTEC dropped -96.77% vs IWY's -32.68%.

IWY currently has the higher Sharpe Ratio (0.48 vs -0.72), 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.

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