IOO vs. CTAS
IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net), while CTAS (Cintas Corporation) is a stock. Over the past 10 years, IOO returned 16.21%/yr vs 25.11%/yr for CTAS. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
IOO vs. CTAS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IOO having a 10.67% return and CTAS slightly lower at 10.22%. Over the past 10 years, IOO has underperformed CTAS with an annualized return of 16.21%, while CTAS has yielded a comparatively higher 25.11% annualized return.
IOO
- 1D
- -0.89%
- 1M
- 0.29%
- 6M
- 9.29%
- YTD
- 10.67%
- 1Y
- 27.86%
- 3Y*
- 23.22%
- 5Y*
- 15.70%
- 10Y*
- 16.21%
CTAS
- 1D
- 7.22%
- 1M
- 16.72%
- 6M
- 5.99%
- YTD
- 10.22%
- 1Y
- -2.72%
- 3Y*
- 18.92%
- 5Y*
- 17.48%
- 10Y*
- 25.11%
IOO vs. CTAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 10.67% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
CTAS Cintas Corporation | 10.22% | 3.78% | 22.24% | 34.82% | 2.97% | 26.51% | 32.74% | 61.73% | 9.04% | 36.32% |
Correlation
The correlation between IOO and CTAS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2000 | 0.60 |
Over the past year, the correlation between IOO and CTAS has dropped to 0.11 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
IOO vs. CTAS — Risk / Return Rank
IOO
CTAS
IOO vs. CTAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Cintas Corporation (CTAS). 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.
| IOO | CTAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | -0.10 | +2.92 |
| Martin ratioReturn relative to average drawdown | 10.92 | -0.16 | +11.09 |
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Drawdowns
IOO vs. CTAS - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, smaller than the maximum CTAS drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for IOO and CTAS.
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Drawdown Indicators
| IOO | CTAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -65.32% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -27.23% | +17.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -27.68% | +8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -27.68% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -31.43% | -48.38% | +16.95% |
Current DrawdownCurrent decline from peak | -2.73% | -8.54% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -11.23% | -15.05% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 16.81% | -14.25% |
Volatility
IOO vs. CTAS - Volatility Comparison
The current volatility for iShares Global 100 ETF (IOO) is 4.03%, while Cintas Corporation (CTAS) has a volatility of 11.21%. This indicates that IOO experiences smaller price fluctuations and is considered to be less risky than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOO | CTAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 11.21% | -7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 18.89% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.35% | 22.88% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 22.93% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 26.90% | -9.20% |
Dividends
IOO vs. CTAS - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 0.84%, less than CTAS's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 0.87% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
IOO iShares Global 100 ETF | 0.84% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Frequently Asked Questions
IOO and CTAS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (11.21%) compared to IOO (4.03%). In terms of maximum drawdown, IOO dropped -55.85% vs CTAS's -65.32%.
IOO currently has the higher Sharpe Ratio (1.95 vs -0.12), 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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