IRBT vs. HDV
Compare and contrast key facts about iRobot Corporation (IRBT) and iShares Core High Dividend ETF (HDV).
HDV is a passively managed fund by iShares that tracks the performance of the Morningstar Dividend Yield Focus Index. It was launched on Mar 29, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRBT or HDV.
Performance
IRBT vs. HDV - Performance Comparison
Returns By Period
In the year-to-date period, IRBT achieves a -83.17% return, which is significantly lower than HDV's 19.62% return. Over the past 10 years, IRBT has underperformed HDV with an annualized return of -15.45%, while HDV has yielded a comparatively higher 8.23% annualized return.
IRBT
-83.17%
-24.16%
-37.60%
-77.93%
-32.59%
-15.45%
HDV
19.62%
0.27%
9.48%
25.49%
8.48%
8.23%
Key characteristics
| IRBT | HDV | |
|---|---|---|
| Sharpe Ratio | -0.74 | 2.65 |
| Sortino Ratio | -1.26 | 3.90 |
| Omega Ratio | 0.84 | 1.48 |
| Calmar Ratio | -0.82 | 4.63 |
| Martin Ratio | -1.10 | 19.67 |
| Ulcer Index | 71.37% | 1.31% |
| Daily Std Dev | 106.14% | 9.71% |
| Max Drawdown | -96.30% | -37.04% |
| Current Drawdown | -95.96% | -0.77% |
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Correlation
The correlation between IRBT and HDV is 0.31, 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.
Risk-Adjusted Performance
IRBT vs. HDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iRobot Corporation (IRBT) and iShares Core High Dividend ETF (HDV). 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.
Dividends
IRBT vs. HDV - Dividend Comparison
IRBT has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 3.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRBT iRobot Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDV iShares Core High Dividend ETF | 3.34% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
Drawdowns
IRBT vs. HDV - Drawdown Comparison
The maximum IRBT drawdown since its inception was -96.30%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for IRBT and HDV. For additional features, visit the drawdowns tool.
Volatility
IRBT vs. HDV - Volatility Comparison
iRobot Corporation (IRBT) has a higher volatility of 51.39% compared to iShares Core High Dividend ETF (HDV) at 2.74%. This indicates that IRBT's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.