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IDA vs. VTAPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDA and VTAPX is 0.12, 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.


-0.50.00.51.00.1

Performance

IDA vs. VTAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDACORP, Inc. (IDA) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
13.75%
2.25%
IDA
VTAPX

Key characteristics

Sharpe Ratio

IDA:

1.91

VTAPX:

3.71

Sortino Ratio

IDA:

2.72

VTAPX:

5.76

Omega Ratio

IDA:

1.34

VTAPX:

1.82

Calmar Ratio

IDA:

1.49

VTAPX:

7.64

Martin Ratio

IDA:

7.58

VTAPX:

23.03

Ulcer Index

IDA:

4.30%

VTAPX:

0.27%

Daily Std Dev

IDA:

16.98%

VTAPX:

1.65%

Max Drawdown

IDA:

-54.01%

VTAPX:

-5.33%

Current Drawdown

IDA:

-3.25%

VTAPX:

0.00%

Returns By Period

In the year-to-date period, IDA achieves a 5.32% return, which is significantly higher than VTAPX's 1.40% return. Over the past 10 years, IDA has outperformed VTAPX with an annualized return of 9.03%, while VTAPX has yielded a comparatively lower 2.64% annualized return.


IDA

YTD

5.32%

1M

6.87%

6M

13.75%

1Y

31.98%

5Y*

3.53%

10Y*

9.03%

VTAPX

YTD

1.40%

1M

0.94%

6M

2.26%

1Y

6.24%

5Y*

3.47%

10Y*

2.64%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IDA vs. VTAPX — Risk-Adjusted Performance Rank

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

IDA
The Risk-Adjusted Performance Rank of IDA is 8888
Overall Rank
The Sharpe Ratio Rank of IDA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IDA is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IDA is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IDA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of IDA is 8888
Martin Ratio Rank

VTAPX
The Risk-Adjusted Performance Rank of VTAPX is 9696
Overall Rank
The Sharpe Ratio Rank of VTAPX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VTAPX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VTAPX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of VTAPX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VTAPX is 9696
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.

IDA vs. VTAPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDACORP, Inc. (IDA) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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 IDA, currently valued at 1.91, compared to the broader market-2.000.002.001.913.71
The chart of Sortino ratio for IDA, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.725.76
The chart of Omega ratio for IDA, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.82
The chart of Calmar ratio for IDA, currently valued at 1.49, compared to the broader market0.002.004.006.001.497.64
The chart of Martin ratio for IDA, currently valued at 7.58, compared to the broader market-10.000.0010.0020.0030.007.5823.03
IDA
VTAPX

The current IDA Sharpe Ratio is 1.91, which is lower than the VTAPX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of IDA and VTAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.91
3.71
IDA
VTAPX

Dividends

IDA vs. VTAPX - Dividend Comparison

IDA's dividend yield for the trailing twelve months is around 2.96%, more than VTAPX's 2.64% yield.


TTM20242023202220212020201920182017201620152014
IDA
IDACORP, Inc.
2.96%3.07%3.25%2.82%2.54%2.83%2.40%2.58%2.45%2.58%2.82%2.66%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
2.64%2.68%2.84%6.82%4.68%1.19%1.94%2.45%1.52%0.76%0.00%0.82%

Drawdowns

IDA vs. VTAPX - Drawdown Comparison

The maximum IDA drawdown since its inception was -54.01%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for IDA and VTAPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.25%
0
IDA
VTAPX

Volatility

IDA vs. VTAPX - Volatility Comparison

IDACORP, Inc. (IDA) has a higher volatility of 3.35% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.38%. This indicates that IDA's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.35%
0.38%
IDA
VTAPX
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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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