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IAK vs. BBSEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAK vs. BBSEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and BB Seguridade Participacoes SA (BBSEY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAK achieves a -4.56% return, which is significantly lower than BBSEY's 12.12% return. Over the past 10 years, IAK has outperformed BBSEY with an annualized return of 11.66%, while BBSEY has yielded a comparatively lower 7.37% annualized return.


IAK

1D
-0.88%
1M
-2.27%
YTD
-4.56%
6M
-1.81%
1Y
-4.16%
3Y*
16.73%
5Y*
11.50%
10Y*
11.66%

BBSEY

1D
-1.27%
1M
0.86%
YTD
12.12%
6M
13.47%
1Y
21.07%
3Y*
13.52%
5Y*
17.61%
10Y*
7.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAK vs. BBSEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAK
iShares U.S. Insurance ETF
-4.56%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%
BBSEY
BB Seguridade Participacoes SA
12.12%28.37%-11.82%21.54%85.71%-34.45%-33.93%44.43%-8.63%7.08%

Correlation

The correlation between IAK and BBSEY is 0.07, 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

0.07

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

0.12

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2014

0.20

The correlation between IAK and BBSEY shifts across timeframes, from 0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IAK vs. BBSEY — Risk / Return Rank

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

IAK
IAK Risk / Return Rank: 55
Overall Rank
IAK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 66
Sortino Ratio Rank
IAK Omega Ratio Rank: 55
Omega Ratio Rank
IAK Calmar Ratio Rank: 44
Calmar Ratio Rank
IAK Martin Ratio Rank: 33
Martin Ratio Rank

BBSEY
BBSEY Risk / Return Rank: 5959
Overall Rank
BBSEY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBSEY Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBSEY Omega Ratio Rank: 5353
Omega Ratio Rank
BBSEY Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBSEY Martin Ratio Rank: 6666
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.

IAK vs. BBSEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and BB Seguridade Participacoes SA (BBSEY). 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.


IAKBBSEYDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.97

1.12

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.55

1.22

-1.77

Martin ratioReturn relative to average drawdown

-1.14

2.96

-4.10

IAK vs. BBSEY - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is -0.28, which is lower than the BBSEY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IAK and BBSEY, 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


IAKBBSEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.51

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.47

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.18

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.10

+0.16

Drawdowns

IAK vs. BBSEY - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than BBSEY's maximum drawdown of -66.26%. Use the drawdown chart below to compare losses from any high point for IAK and BBSEY.


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Drawdown Indicators


IAKBBSEYDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-66.26%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-17.39%

+9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-24.40%

+12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-30.89%

+16.13%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

-59.41%

+14.46%

Current Drawdown

Current decline from peak

-5.82%

-7.24%

+1.42%

Average Drawdown

Average peak-to-trough decline

-16.13%

-31.84%

+15.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

7.14%

-3.18%

Volatility

IAK vs. BBSEY - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 3.82%, while BB Seguridade Participacoes SA (BBSEY) has a volatility of 11.60%. This indicates that IAK experiences smaller price fluctuations and is considered to be less risky than BBSEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAKBBSEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

11.60%

-7.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

35.12%

-25.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

41.28%

-26.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

37.50%

-19.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

40.99%

-20.10%

Dividends

IAK vs. BBSEY - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.76%, less than BBSEY's 12.04% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSEY
BB Seguridade Participacoes SA
12.04%11.19%4.13%10.00%6.19%4.52%15.23%3.96%10.63%5.74%12.26%4.08%
IAK
iShares U.S. Insurance ETF
2.76%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%

Frequently Asked Questions


IAK and BBSEY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBSEY has higher volatility (11.60%) compared to IAK (3.82%). In terms of maximum drawdown, IAK dropped -77.38% vs BBSEY's -66.26%.

BBSEY currently has the higher Sharpe Ratio (0.51 vs -0.28), 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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