ICLR vs. SFY
ICLR (ICON Public Limited Company) is a stock, while SFY (SoFi Select 500 ETF) is Large Cap Growth Equities fund tracking the Solactive SoFi US 500 Growth Index. Over the past 5 years, ICLR returned -7.63%/yr vs 13.73%/yr for SFY. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
ICLR vs. SFY - Performance Comparison
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Returns By Period
In the year-to-date period, ICLR achieves a -10.24% return, which is significantly lower than SFY's 10.77% return.
ICLR
- 1D
- -1.19%
- 1M
- -5.49%
- 6M
- -9.26%
- YTD
- -10.24%
- 1Y
- -1.73%
- 3Y*
- -13.10%
- 5Y*
- -7.63%
- 10Y*
- 7.91%
- ALL TIME*
- 12.67%
SFY
- 1D
- 0.70%
- 1M
- -0.73%
- 6M
- 9.35%
- YTD
- 10.77%
- 1Y
- 22.62%
- 3Y*
- 22.98%
- 5Y*
- 13.73%
- 10Y*
- —
- ALL TIME*
- 17.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $182.21M | $139.00M | $151.33M | |
| $2.23M | $2.25M | $2.74M |
ICLR vs. SFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ICLR ICON Public Limited Company | -10.24% | -13.11% | -25.92% | 45.72% | -37.28% | 58.84% | 13.21% | 24.36% |
SFY SoFi Select 500 ETF | 10.77% | 22.67% | 29.81% | 29.36% | -22.84% | 28.03% | 24.52% | 13.72% |
Correlation
The correlation between ICLR and SFY is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.48 |
Over the past year, the correlation between ICLR and SFY has dropped to 0.24 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
ICLR vs. SFY — Risk / Return Rank
ICLR
SFY
ICLR vs. SFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICON Public Limited Company (ICLR) and SoFi Select 500 ETF (SFY). 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.
| ICLR | SFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.89 | -1.95 |
| Martin ratioReturn relative to average drawdown | -0.12 | 7.06 | -7.18 |
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Drawdowns
ICLR vs. SFY - Drawdown Comparison
The maximum ICLR drawdown since its inception was -76.87%, which is greater than SFY's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for ICLR and SFY.
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Drawdown Indicators
| ICLR | SFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.87% | -33.25% | -43.62% |
Max Drawdown (1Y)Largest decline over 1 year | -60.54% | -10.79% | -49.75% |
Max Drawdown (3Y)Largest decline over 3 years | -76.87% | -21.04% | -55.83% |
Max Drawdown (5Y)Largest decline over 5 years | -76.87% | -27.72% | -49.15% |
Max Drawdown (10Y)Largest decline over 10 years | -76.87% | — | — |
Current DrawdownCurrent decline from peak | -52.75% | -4.25% | -48.50% |
Average DrawdownAverage peak-to-trough decline | -23.67% | -6.13% | -17.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.70% | 2.89% | +24.81% |
Volatility
ICLR vs. SFY - Volatility Comparison
ICON Public Limited Company (ICLR) has a higher volatility of 12.10% compared to SoFi Select 500 ETF (SFY) at 4.65%. This indicates that ICLR's price experiences larger fluctuations and is considered to be riskier than SFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICLR | SFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 4.65% | +7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 67.87% | 12.98% | +54.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.80% | 16.19% | +51.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.55% | 19.29% | +26.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.14% | 20.20% | +17.94% |
Dividends
ICLR vs. SFY - Dividend Comparison
ICLR has not paid dividends to shareholders, while SFY's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ICLR ICON Public Limited Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFY SoFi Select 500 ETF | 0.85% | 0.96% | 0.99% | 1.40% | 1.61% | 0.90% | 1.18% | 1.02% |
Frequently Asked Questions
ICLR and SFY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICLR has higher volatility (12.10%) compared to SFY (4.65%). In terms of maximum drawdown, ICLR dropped -76.87% vs SFY's -33.25%.
SFY currently has the higher Sharpe Ratio (1.26 vs -0.05), 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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