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 16.70%/yr vs 23.39%/yr for CTAS. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
IOO vs. CTAS - Performance Comparison
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Returns By Period
In the year-to-date period, IOO achieves a 12.26% return, which is significantly higher than CTAS's -6.63% return. Over the past 10 years, IOO has underperformed CTAS with an annualized return of 16.70%, while CTAS has yielded a comparatively higher 23.39% annualized return.
IOO
- 1D
- -1.33%
- 1M
- 5.37%
- YTD
- 12.26%
- 6M
- 12.43%
- 1Y
- 38.24%
- 3Y*
- 25.48%
- 5Y*
- 16.68%
- 10Y*
- 16.70%
CTAS
- 1D
- 0.81%
- 1M
- 4.98%
- YTD
- -6.63%
- 6M
- -4.93%
- 1Y
- -22.50%
- 3Y*
- 14.22%
- 5Y*
- 15.76%
- 10Y*
- 23.39%
IOO vs. CTAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 12.26% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
CTAS Cintas Corporation | -6.63% | 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 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2000 | 0.61 |
Over the past year, the correlation between IOO and CTAS has dropped to 0.16 - well below their long-term average of 0.61, 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.
| IOO | CTAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.01 | ||
| Sortino ratioReturn per unit of downside risk | +5.43 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.82 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | -0.82 | +4.68 |
| Martin ratioReturn relative to average drawdown | 17.94 | -1.43 | +19.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOO | CTAS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | -1.17 | +4.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.71 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.88 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.52 | -0.13 |
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% | -27.68% | +17.74% |
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 | -1.33% | -22.53% | +21.20% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -15.04% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 15.71% | -13.57% |
Volatility
IOO vs. CTAS - Volatility Comparison
The current volatility for iShares Global 100 ETF (IOO) is 3.81%, while Cintas Corporation (CTAS) has a volatility of 6.16%. 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 | 3.81% | 6.16% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 14.56% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 19.36% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 22.43% | -5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 26.63% | -8.85% |
Dividends
IOO vs. CTAS - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 0.82%, less than CTAS's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 1.03% | 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 | 0.82% | 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 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (6.16%) compared to IOO (3.81%). In terms of maximum drawdown, IOO dropped -55.85% vs CTAS's -65.32%.
IOO currently has the higher Sharpe Ratio (2.84 vs -1.17), 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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