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IDA vs. IWB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDA vs. IWB

Last updated Jun 24, 2026

IDA (IDACORP, Inc.) is a stock, while IWB (iShares Russell 1000 ETF) is Large Cap Blend Equities fund tracking the Russell 1000 Index. Over the past 10 years, IDA returned 9.81%/yr vs 15.25%/yr for IWB. At a 0.43 correlation, their price movements are largely independent.

Performance

IDA vs. IWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDACORP, Inc. (IDA) and iShares Russell 1000 ETF (IWB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDA achieves a 16.19% return, which is significantly higher than IWB's 8.01% return. Over the past 10 years, IDA has underperformed IWB with an annualized return of 9.81%, while IWB has yielded a comparatively higher 15.25% annualized return.

IDA

1D
1.74%
1M
2.26%
YTD
16.19%
6M
15.55%
1Y
28.85%
3Y*
15.86%
5Y*
11.48%
10Y*
9.81%

IWB

1D
-1.32%
1M
-1.04%
YTD
8.01%
6M
7.03%
1Y
22.97%
3Y*
20.50%
5Y*
12.20%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDA vs. IWB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDA
IDACORP, Inc.		16.19%19.19%14.95%-5.97%-2.07%21.45%-7.47%17.70%4.55%16.45%
IWB
iShares Russell 1000 ETF		8.01%17.18%24.32%26.39%-19.19%26.32%20.77%31.06%-4.90%21.52%

Correlation

The correlation between IDA and IWB is 0.10, 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

0.10

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

0.15

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

0.24

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.43

Over the past year, the correlation between IDA and IWB has dropped to 0.10 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

IDACORP, Inc.

iShares Russell 1000 ETF

Often compared with IDA:
IDA vs. XLIIDA vs. NEEIDA vs. BIPCIDA vs. WECIDA vs. SREIDA vs. SPYIDA vs. VTRIX
Often compared with IWB:
IWB vs. IWMIWB vs. SPYIWB vs. VONEIWB vs. IWDIWB vs. VOOIWB vs. IWVIWB vs. VTI

Return for Risk

IDA vs. IWB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDA
IDA Risk / Return Rank: 8484
Overall Rank
IDA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDA Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDA Omega Ratio Rank: 8282
Omega Ratio Rank
IDA Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDA Martin Ratio Rank: 8484
Martin Ratio Rank
IWB
IWB Risk / Return Rank: 5757
Overall Rank
IWB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWB Sortino Ratio Rank: 5454
Sortino Ratio Rank
IWB Omega Ratio Rank: 5656
Omega Ratio Rank
IWB Calmar Ratio Rank: 5555
Calmar Ratio Rank
IWB 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.

IDA vs. IWB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDACORP, Inc. (IDA) and iShares Russell 1000 ETF (IWB). 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.

IDAIWBDifference
Sharpe ratioReturn per unit of total volatility
1.77
1.84

-0.07

Sortino ratioReturn per unit of downside risk
2.43
2.51

-0.09

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

3.29

2.60

+0.69

Martin ratioReturn relative to average drawdown

7.76

11.56

-3.79

IDA vs. IWB - Sharpe Ratio Comparison

The current IDA Sharpe Ratio is 1.77, which is comparable to the IWB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IDA and IWB, 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

IDA vs. IWB - Drawdown Comparison

The maximum IDA drawdown since its inception was -54.01%, roughly equal to the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IDA and IWB.

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Drawdown Indicators

IDAIWBDifference

Max Drawdown

Largest peak-to-trough decline

-54.01%

-55.38%

+1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-8.86%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-19.09%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-25.20%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

-34.60%

+0.30%

Current Drawdown

Current decline from peak

-1.84%

-2.98%

+1.14%

Average Drawdown

Average peak-to-trough decline

-11.53%

-10.84%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

1.99%

+1.74%

Volatility

IDA vs. IWB - Volatility Comparison

IDACORP, Inc. (IDA) has a higher volatility of 6.55% compared to iShares Russell 1000 ETF (IWB) at 4.84%. This indicates that IDA's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDAIWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

4.84%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

9.88%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

12.57%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

17.20%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

18.15%

+3.64%

Dividends

IDA vs. IWB - Dividend Comparison

IDA's dividend yield for the trailing twelve months is around 2.41%, more than IWB's 0.94% yield.

PositionTTM20252024202320222021202020192018201720162015
IDA
IDACORP, Inc.		2.41%2.73%3.07%3.25%2.82%2.54%2.83%2.40%2.58%2.45%2.58%2.82%
IWB
iShares Russell 1000 ETF		0.94%1.00%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%

Frequently Asked Questions

IDA and IWB have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDA has higher volatility (6.55%) compared to IWB (4.84%). In terms of maximum drawdown, IDA dropped -54.01% vs IWB's -55.38%.

IWB currently has the higher Sharpe Ratio (1.84 vs 1.77), 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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