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IGE vs. SO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGE vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

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IGE vs. SO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGE
iShares North American Natural Resources ETF
25.88%20.41%7.55%3.12%33.24%39.42%-19.58%17.16%-21.59%0.82%
SO
The Southern Company
11.56%9.47%21.72%2.21%8.24%16.34%0.63%51.65%-3.75%2.42%

Returns By Period

In the year-to-date period, IGE achieves a 25.88% return, which is significantly higher than SO's 11.56% return. Both investments have delivered pretty close results over the past 10 years, with IGE having a 11.20% annualized return and SO not far behind at 10.97%.


IGE

1D
0.80%
1M
0.69%
YTD
25.88%
6M
29.74%
1Y
41.67%
3Y*
20.08%
5Y*
20.61%
10Y*
11.20%

SO

1D
-0.42%
1M
-0.88%
YTD
11.56%
6M
3.49%
1Y
8.42%
3Y*
15.56%
5Y*
13.29%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IGE vs. SO — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8888
Overall Rank
IGE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8888
Sortino Ratio Rank
IGE Omega Ratio Rank: 9090
Omega Ratio Rank
IGE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IGE Martin Ratio Rank: 8787
Martin Ratio Rank

SO
SO Risk / Return Rank: 5555
Overall Rank
SO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SO Sortino Ratio Rank: 5151
Sortino Ratio Rank
SO Omega Ratio Rank: 4949
Omega Ratio Rank
SO Calmar Ratio Rank: 5757
Calmar Ratio Rank
SO Martin Ratio Rank: 5858
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.

IGE vs. SO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) and The Southern Company (SO). 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.


IGESODifference

Sharpe ratio

Return per unit of total volatility

1.94

0.51

+1.44

Sortino ratio

Return per unit of downside risk

2.41

0.81

+1.60

Omega ratio

Gain probability vs. loss probability

1.37

1.10

+0.27

Calmar ratio

Return relative to maximum drawdown

2.52

0.63

+1.89

Martin ratio

Return relative to average drawdown

10.18

1.53

+8.65

IGE vs. SO - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 1.94, which is higher than the SO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IGE and SO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGESODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.51

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.72

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.50

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.63

-0.32

Correlation

The correlation between IGE and SO is 0.25, 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.


Dividends

IGE vs. SO - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.85%, less than SO's 3.07% yield.


TTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
1.85%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
SO
The Southern Company
3.07%3.37%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%

Drawdowns

IGE vs. SO - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for IGE and SO.


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Drawdown Indicators


IGESODifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-38.43%

-29.12%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-14.99%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-23.28%

-2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

-38.43%

-22.14%

Current Drawdown

Current decline from peak

-0.57%

-2.61%

+2.04%

Average Drawdown

Average peak-to-trough decline

-19.01%

-6.88%

-12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

6.14%

-1.94%

Volatility

IGE vs. SO - Volatility Comparison

iShares North American Natural Resources ETF (IGE) and The Southern Company (SO) have volatilities of 4.86% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGESODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.89%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.10%

12.17%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

16.68%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

18.47%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

21.90%

+3.14%