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HCC vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HCC vs. IYW

Last updated Jun 4, 2026

HCC (Warrior Met Coal, Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 5 years, HCC returned 43.43%/yr vs 22.87%/yr for IYW. At a 0.20 correlation, their price movements are largely independent.

Performance

HCC vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warrior Met Coal, Inc. (HCC) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HCC achieves a 20.31% return, which is significantly lower than IYW's 29.03% return.

HCC

1D
-3.99%
1M
26.02%
YTD
20.31%
6M
27.92%
1Y
130.83%
3Y*
45.77%
5Y*
43.43%
10Y*
—

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCC vs. IYW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HCC
Warrior Met Coal, Inc.		20.31%63.49%-9.79%81.59%41.03%21.82%2.30%1.98%23.20%125.04%
IYW
iShares U.S. Technology ETF		29.03%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%23.68%

Correlation

The correlation between HCC and IYW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2017

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Warrior Met Coal, Inc.

iShares U.S. Technology ETF

Often compared with HCC:
HCC vs. AMRHCC vs. ANETHCC vs. EBFHCC vs. COSTHCC vs. SMCIHCC vs. VOOHCC vs. STLD
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. IWFIYW vs. SOXX

Return for Risk

HCC vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HCC
HCC Risk / Return Rank: 9090
Overall Rank
HCC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HCC Sortino Ratio Rank: 8989
Sortino Ratio Rank
HCC Omega Ratio Rank: 8787
Omega Ratio Rank
HCC Calmar Ratio Rank: 9292
Calmar Ratio Rank
HCC Martin Ratio Rank: 9191
Martin Ratio Rank
IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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.

HCC vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warrior Met Coal, Inc. (HCC) 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.

HCCIYWDifference
Sharpe ratioReturn per unit of total volatility
2.33
2.98

-0.66

Sortino ratioReturn per unit of downside risk
3.17
3.70

-0.52

Omega ratioGain probability vs. loss probability

1.39

1.48

-0.10

Calmar ratioReturn relative to maximum drawdown

5.39

3.36

+2.03

Martin ratioReturn relative to average drawdown

13.57

11.00

+2.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HCC vs. IYW - Sharpe Ratio Comparison

The current HCC Sharpe Ratio is 2.33, which is comparable to the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of HCC and IYW, 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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Sharpe Ratios by Period

HCCIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.98

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.89

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.04

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.35

+0.32

Drawdowns

HCC vs. IYW - Drawdown Comparison

The maximum HCC drawdown since its inception was -64.81%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for HCC and IYW.

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Drawdown Indicators

HCCIYWDifference

Max Drawdown

Largest peak-to-trough decline

-64.81%

-81.90%

+17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-24.41%

-17.81%

-6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-45.53%

-26.47%

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-45.53%

-39.44%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.44%

—

Current Drawdown

Current decline from peak

-3.99%

-0.92%

-3.07%

Average Drawdown

Average peak-to-trough decline

-18.12%

-34.66%

+16.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

5.43%

+4.25%

Volatility

HCC vs. IYW - Volatility Comparison

Warrior Met Coal, Inc. (HCC) has a higher volatility of 22.07% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that HCC'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.

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Volatility by Period

HCCIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.07%

6.30%

+15.77%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

15.85%

+20.26%

Volatility (1Y)

Calculated over the trailing 1-year period

56.62%

20.09%

+36.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.60%

25.87%

+23.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.53%

25.09%

+27.44%

Dividends

HCC vs. IYW - Dividend Comparison

HCC's dividend yield for the trailing twelve months is around 0.30%, more than IYW's 0.11% yield.

PositionTTM20252024202320222021202020192018201720162015
HCC
Warrior Met Coal, Inc.		0.30%0.36%1.51%1.90%4.45%0.78%0.94%21.85%27.91%45.17%0.00%0.00%
IYW
iShares U.S. Technology ETF		0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions

HCC and IYW have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HCC has higher volatility (22.07%) compared to IYW (6.30%). In terms of maximum drawdown, HCC dropped -64.81% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.98 vs 2.33), 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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