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ICLN vs. FSLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. FSLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and First Solar, Inc. (FSLR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICLN achieves a 27.33% return, which is significantly higher than FSLR's 2.33% return. Over the past 10 years, ICLN has underperformed FSLR with an annualized return of 11.67%, while FSLR has yielded a comparatively higher 18.76% annualized return.


ICLN

1D
0.87%
1M
-5.47%
YTD
27.33%
6M
27.01%
1Y
60.20%
3Y*
5.25%
5Y*
-0.21%
10Y*
11.67%

FSLR

1D
-1.42%
1M
14.54%
YTD
2.33%
6M
4.91%
1Y
52.57%
3Y*
10.90%
5Y*
27.42%
10Y*
18.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. FSLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF
27.33%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
FSLR
First Solar, Inc.
2.33%48.22%2.30%15.01%71.86%-11.89%76.77%31.81%-37.12%110.41%

Correlation

The correlation between ICLN and FSLR is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.71

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

0.72

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2008

0.66

The correlation between ICLN and FSLR has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

ICLN vs. FSLR — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 7575
Overall Rank
ICLN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6767
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICLN Martin Ratio Rank: 8181
Martin Ratio Rank

FSLR
FSLR Risk / Return Rank: 7272
Overall Rank
FSLR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FSLR Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSLR Omega Ratio Rank: 7272
Omega Ratio Rank
FSLR Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSLR Martin Ratio Rank: 7171
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.

ICLN vs. FSLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and First Solar, Inc. (FSLR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICLNFSLRDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratioReturn relative to maximum drawdown

3.73

1.70

+2.03

Martin ratioReturn relative to average drawdown

13.84

3.57

+10.27

ICLN vs. FSLR - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.17, which is higher than the FSLR Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ICLN and FSLR, 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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Drawdowns

ICLN vs. FSLR - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, smaller than the maximum FSLR drawdown of -96.22%. Use the drawdown chart below to compare losses from any high point for ICLN and FSLR.


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Drawdown Indicators


ICLNFSLRDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-96.22%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-35.10%

+18.72%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

-59.97%

+16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-59.97%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-61.26%

-5.49%

Current Drawdown

Current decline from peak

-43.03%

-16.01%

-27.02%

Average Drawdown

Average peak-to-trough decline

-66.56%

-63.20%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

16.63%

-12.22%

Volatility

ICLN vs. FSLR - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 12.97%, while First Solar, Inc. (FSLR) has a volatility of 23.37%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than FSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNFSLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

23.37%

-10.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

41.98%

-19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

58.23%

-30.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

54.07%

-26.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

50.84%

-23.52%

Dividends

ICLN vs. FSLR - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.28%, while FSLR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSLR
First Solar, 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
1.28%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


ICLN and FSLR have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSLR has higher volatility (23.37%) compared to ICLN (12.97%). In terms of maximum drawdown, ICLN dropped -87.15% vs FSLR's -96.22%.

ICLN currently has the higher Sharpe Ratio (2.17 vs 1.02), 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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