GTLS vs. IYW

In the year-to-date period, GTLS achieves a -17.81% return, which is significantly lower than IYW's -0.75% return. Over the past 10 years, GTLS has underperformed IYW with an annualized return of 16.78%, while IYW has yielded a comparatively higher 19.98% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Chart Industries, Inc. (GTLS) and iShares U.S. Technology ETF (IYW). 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.

The current GTLS Sharpe Ratio is 0.03, which is lower than the IYW Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GTLS and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GTLS has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.21%.

The maximum GTLS drawdown since its inception was -90.06%, which is greater than IYW's maximum drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for GTLS and IYW.

Chart Industries, Inc. (GTLS) has a higher volatility of 16.73% compared to iShares U.S. Technology ETF (IYW) at 6.60%. This indicates that GTLS's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.