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IMTX vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTX vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immatics N.V. (IMTX) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMTX achieves a -7.81% return, which is significantly lower than IYW's 25.32% return.


IMTX

1D
-2.81%
1M
3.20%
6M
5.56%
YTD
-7.81%
1Y
62.14%
3Y*
-5.74%
5Y*
-4.74%
10Y*

IYW

1D
0.32%
1M
2.17%
6M
24.04%
YTD
25.32%
1Y
43.02%
3Y*
32.58%
5Y*
20.14%
10Y*
25.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTX vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IMTX
Immatics N.V.
-7.81%47.68%-32.48%20.90%-35.19%24.56%-31.49%
IYW
iShares U.S. Technology ETF
25.32%25.38%30.25%65.44%-34.83%35.44%25.95%

Correlation

The correlation between IMTX and IYW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.23

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2020

0.25

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Return for Risk

IMTX vs. IYW — Risk / Return Rank

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

IMTX
IMTX Risk / Return Rank: 7676
Overall Rank
IMTX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IMTX Sortino Ratio Rank: 7474
Sortino Ratio Rank
IMTX Omega Ratio Rank: 7272
Omega Ratio Rank
IMTX Calmar Ratio Rank: 8181
Calmar Ratio Rank
IMTX Martin Ratio Rank: 7878
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6464
Overall Rank
IYW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6666
Sortino Ratio Rank
IYW Omega Ratio Rank: 6767
Omega Ratio Rank
IYW Calmar Ratio Rank: 6060
Calmar Ratio Rank
IYW Martin Ratio Rank: 5454
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.

IMTX vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immatics N.V. (IMTX) and iShares U.S. Technology ETF (IYW). 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.


IMTXIYWDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

2.22

2.40

-0.18

Martin ratioReturn relative to average drawdown

4.65

7.47

-2.82

IMTX vs. IYW - Sharpe Ratio Comparison

The current IMTX Sharpe Ratio is 0.97, which is lower than the IYW Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IMTX and IYW, 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

IMTX vs. IYW - Drawdown Comparison

The maximum IMTX drawdown since its inception was -77.78%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for IMTX and IYW.


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Drawdown Indicators


IMTXIYWDifference

Max Drawdown

Largest peak-to-trough decline

-77.78%

-81.90%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-27.80%

-17.81%

-9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-74.05%

-26.47%

-47.58%

Max Drawdown (5Y)

Largest decline over 5 years

-77.36%

-39.44%

-37.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

Current Drawdown

Current decline from peak

-38.54%

-3.76%

-34.78%

Average Drawdown

Average peak-to-trough decline

-37.40%

-34.54%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.22%

5.70%

+7.52%

Volatility

IMTX vs. IYW - Volatility Comparison

Immatics N.V. (IMTX) has a higher volatility of 13.05% compared to iShares U.S. Technology ETF (IYW) at 9.87%. This indicates that IMTX's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMTXIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.05%

9.87%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

37.02%

19.15%

+17.87%

Volatility (1Y)

Calculated over the trailing 1-year period

63.65%

22.83%

+40.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.29%

26.33%

+31.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.33%

25.27%

+32.06%

Dividends

IMTX vs. IYW - Dividend Comparison

IMTX has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.10%.


PositionTTM20252024202320222021202020192018201720162015
IMTX
Immatics N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.10%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


IMTX and IYW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTX has higher volatility (13.05%) compared to IYW (9.87%). In terms of maximum drawdown, IMTX dropped -77.78% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (1.87 vs 0.97), 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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