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HUBS vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUBS vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HubSpot, Inc. (HUBS) 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, HUBS achieves a -44.57% return, which is significantly lower than ICLN's 40.54% return. Over the past 10 years, HUBS has outperformed ICLN with an annualized return of 15.67%, while ICLN has yielded a comparatively lower 11.99% annualized return.


HUBS

1D
-7.37%
1M
-10.10%
YTD
-44.57%
6M
-40.68%
1Y
-62.93%
3Y*
-24.85%
5Y*
-14.62%
10Y*
15.67%

ICLN

1D
-2.78%
1M
11.22%
YTD
40.54%
6M
39.84%
1Y
83.73%
3Y*
8.92%
5Y*
2.10%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUBS vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HUBS
HubSpot, Inc.
-44.57%-42.41%20.02%100.79%-56.14%66.27%150.12%26.06%42.23%88.09%
ICLN
iShares Global Clean Energy ETF
40.54%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%

Correlation

The correlation between HUBS and ICLN is -0.02, 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

-0.02

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

0.13

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

0.32

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2014

0.36

The correlation between HUBS and ICLN shifts across timeframes, from -0.02 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

HUBS vs. ICLN — Risk / Return Rank

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

HUBS
HUBS Risk / Return Rank: 55
Overall Rank
HUBS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HUBS Sortino Ratio Rank: 44
Sortino Ratio Rank
HUBS Omega Ratio Rank: 55
Omega Ratio Rank
HUBS Calmar Ratio Rank: 66
Calmar Ratio Rank
HUBS Martin Ratio Rank: 66
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 8787
Overall Rank
ICLN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICLN Omega Ratio Rank: 7878
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9090
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.

HUBS vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HubSpot, Inc. (HUBS) 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.


HUBSICLNDifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-5.48

Omega ratioGain probability vs. loss probability

0.79

1.48

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.89

7.50

-8.40

Martin ratioReturn relative to average drawdown

-1.48

21.35

-22.83

HUBS vs. ICLN - Sharpe Ratio Comparison

The current HUBS Sharpe Ratio is -1.01, which is lower than the ICLN Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of HUBS 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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Sharpe Ratios by Period


HUBSICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

3.20

-4.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.08

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.44

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.08

+0.45

Drawdowns

HUBS vs. ICLN - Drawdown Comparison

The maximum HUBS drawdown since its inception was -78.99%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for HUBS and ICLN.


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Drawdown Indicators


HUBSICLNDifference

Max Drawdown

Largest peak-to-trough decline

-78.99%

-87.15%

+8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-70.63%

-11.22%

-59.41%

Max Drawdown (3Y)

Largest decline over 3 years

-78.16%

-43.18%

-34.98%

Max Drawdown (5Y)

Largest decline over 5 years

-78.99%

-57.16%

-21.83%

Max Drawdown (10Y)

Largest decline over 10 years

-78.99%

-66.75%

-12.24%

Current Drawdown

Current decline from peak

-73.89%

-37.13%

-36.76%

Average Drawdown

Average peak-to-trough decline

-23.06%

-66.61%

+43.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.53%

3.94%

+38.59%

Volatility

HUBS vs. ICLN - Volatility Comparison

HubSpot, Inc. (HUBS) has a higher volatility of 35.20% compared to iShares Global Clean Energy ETF (ICLN) at 9.53%. This indicates that HUBS'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


HUBSICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.20%

9.53%

+25.67%

Volatility (6M)

Calculated over the trailing 6-month period

54.71%

20.21%

+34.50%

Volatility (1Y)

Calculated over the trailing 1-year period

62.73%

26.38%

+36.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.00%

27.21%

+27.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.96%

27.20%

+23.76%

Dividends

HUBS vs. ICLN - Dividend Comparison

HUBS has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.16%.


PositionTTM20252024202320222021202020192018201720162015
HUBS
HubSpot, Inc.
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
1.16%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


HUBS and ICLN have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUBS has higher volatility (35.20%) compared to ICLN (9.53%). In terms of maximum drawdown, HUBS dropped -78.99% vs ICLN's -87.15%.

ICLN currently has the higher Sharpe Ratio (3.20 vs -1.01), 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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