IRM vs. NANC
IRM (Iron Mountain Incorporated) is a stock, while NANC (Unusual Whales Subversive Democratic Trading ETF) is Large Cap Blend Equities fund actively managed by Subversive. Over the past 3 years, IRM returned 34.90%/yr vs 22.64%/yr for NANC. At a 0.44 correlation, their price movements are largely independent.
Performance
IRM vs. NANC - Performance Comparison
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Returns By Period
In the year-to-date period, IRM achieves a 54.53% return, which is significantly higher than NANC's 10.22% return.
IRM
- 1D
- -0.08%
- 1M
- 1.66%
- YTD
- 54.53%
- 6M
- 55.48%
- 1Y
- 29.54%
- 3Y*
- 34.90%
- 5Y*
- 27.60%
- 10Y*
- 19.01%
NANC
- 1D
- 2.12%
- 1M
- 3.76%
- YTD
- 10.22%
- 6M
- 10.78%
- 1Y
- 26.20%
- 3Y*
- 22.64%
- 5Y*
- —
- 10Y*
- —
IRM vs. NANC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IRM Iron Mountain Incorporated | 54.53% | -18.24% | 54.48% | 32.93% |
NANC Unusual Whales Subversive Democratic Trading ETF | 10.22% | 18.54% | 26.83% | 22.81% |
Correlation
The correlation between IRM and NANC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2023 | 0.44 |
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Return for Risk
IRM vs. NANC — Risk / Return Rank
IRM
NANC
IRM vs. NANC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Iron Mountain Incorporated (IRM) and Unusual Whales Subversive Democratic Trading ETF (NANC). 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.
| IRM | NANC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.16 | -0.98 |
| Martin ratioReturn relative to average drawdown | 2.83 | 8.74 | -5.92 |
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Drawdowns
IRM vs. NANC - Drawdown Comparison
The maximum IRM drawdown since its inception was -55.71%, which is greater than NANC's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for IRM and NANC.
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Drawdown Indicators
| IRM | NANC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.71% | -20.94% | -34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -12.21% | -12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -39.03% | -20.94% | -18.09% |
Max Drawdown (5Y)Largest decline over 5 years | -39.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.03% | — | — |
Current DrawdownCurrent decline from peak | -3.72% | -0.68% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -13.16% | -2.67% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.47% | 3.00% | +7.47% |
Volatility
IRM vs. NANC - Volatility Comparison
Iron Mountain Incorporated (IRM) has a higher volatility of 7.80% compared to Unusual Whales Subversive Democratic Trading ETF (NANC) at 5.79%. This indicates that IRM's price experiences larger fluctuations and is considered to be riskier than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRM | NANC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 5.79% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 24.00% | 11.46% | +12.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.05% | 14.35% | +17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 16.87% | +12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.65% | 16.87% | +12.78% |
Dividends
IRM vs. NANC - Dividend Comparison
IRM's dividend yield for the trailing twelve months is around 3.30%, more than NANC's 0.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRM Iron Mountain Incorporated | 3.30% | 3.88% | 2.60% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% |
NANC Unusual Whales Subversive Democratic Trading ETF | 0.19% | 0.21% | 0.20% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IRM and NANC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRM has higher volatility (7.80%) compared to NANC (5.79%). In terms of maximum drawdown, IRM dropped -55.71% vs NANC's -20.94%.
NANC currently has the higher Sharpe Ratio (1.84 vs 0.93), 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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