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ICD vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICD and YALL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ICD vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independence Contract Drilling, Inc. (ICD) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-36.08%
12.29%
ICD
YALL

Key characteristics

Returns By Period


ICD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

YALL

YTD

1.82%

1M

2.48%

6M

12.29%

1Y

30.08%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ICD vs. YALL — Risk-Adjusted Performance Rank

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

ICD
The Risk-Adjusted Performance Rank of ICD is 22
Overall Rank
The Sharpe Ratio Rank of ICD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ICD is 11
Sortino Ratio Rank
The Omega Ratio Rank of ICD is 11
Omega Ratio Rank
The Calmar Ratio Rank of ICD is 44
Calmar Ratio Rank
The Martin Ratio Rank of ICD is 11
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8181
Overall Rank
The Sharpe Ratio Rank of YALL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ICD vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Independence Contract Drilling, Inc. (ICD) and God Bless America ETF (YALL). 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.


Sharpe ratio
The chart of Sharpe ratio for ICD, currently valued at -1.04, compared to the broader market-2.000.002.004.00-1.041.97
The chart of Sortino ratio for ICD, currently valued at -1.88, compared to the broader market-4.00-2.000.002.004.00-1.882.73
The chart of Omega ratio for ICD, currently valued at 0.59, compared to the broader market0.501.001.502.000.591.34
The chart of Calmar ratio for ICD, currently valued at -0.87, compared to the broader market0.002.004.006.00-0.873.67
The chart of Martin ratio for ICD, currently valued at -1.37, compared to the broader market0.005.0010.0015.0020.0025.0030.00-1.3710.76
ICD
YALL


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-1.04
1.97
ICD
YALL

Dividends

ICD vs. YALL - Dividend Comparison

ICD has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.49%.


TTM202420232022
ICD
Independence Contract Drilling, Inc.
0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.49%0.50%3.51%0.19%

Drawdowns

ICD vs. YALL - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-92.47%
-4.79%
ICD
YALL

Volatility

ICD vs. YALL - Volatility Comparison

The current volatility for Independence Contract Drilling, Inc. (ICD) is 0.00%, while God Bless America ETF (YALL) has a volatility of 4.58%. This indicates that ICD experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February0
4.58%
ICD
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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