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ISCG vs. MHK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISCG vs. MHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small-Cap Growth ETF (ISCG) and Mohawk Industries, Inc. (MHK). The values are adjusted to include any dividend payments, if applicable.

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ISCG vs. MHK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCG
iShares Morningstar Small-Cap Growth ETF
-1.05%12.88%13.35%23.13%-26.75%-1.26%43.41%27.66%-6.91%24.68%
MHK
Mohawk Industries, Inc.
-9.92%-8.25%15.10%1.25%-43.89%29.25%3.35%16.60%-57.61%38.17%

Returns By Period

In the year-to-date period, ISCG achieves a -1.05% return, which is significantly higher than MHK's -9.92% return. Over the past 10 years, ISCG has outperformed MHK with an annualized return of 10.56%, while MHK has yielded a comparatively lower -6.48% annualized return.


ISCG

1D
3.44%
1M
-6.67%
YTD
-1.05%
6M
1.24%
1Y
22.45%
3Y*
12.87%
5Y*
2.31%
10Y*
10.56%

MHK

1D
3.26%
1M
-21.40%
YTD
-9.92%
6M
-23.63%
1Y
-13.77%
3Y*
-0.59%
5Y*
-13.06%
10Y*
-6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ISCG vs. MHK — Risk / Return Rank

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

ISCG
ISCG Risk / Return Rank: 6161
Overall Rank
ISCG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ISCG Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISCG Omega Ratio Rank: 5555
Omega Ratio Rank
ISCG Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISCG Martin Ratio Rank: 6666
Martin Ratio Rank

MHK
MHK Risk / Return Rank: 2626
Overall Rank
MHK Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MHK Sortino Ratio Rank: 2323
Sortino Ratio Rank
MHK Omega Ratio Rank: 2525
Omega Ratio Rank
MHK Calmar Ratio Rank: 2828
Calmar Ratio Rank
MHK Martin Ratio Rank: 2626
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.

ISCG vs. MHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap Growth ETF (ISCG) and Mohawk Industries, Inc. (MHK). 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.


ISCGMHKDifference

Sharpe ratio

Return per unit of total volatility

0.97

-0.36

+1.33

Sortino ratio

Return per unit of downside risk

1.50

-0.29

+1.79

Omega ratio

Gain probability vs. loss probability

1.20

0.97

+0.23

Calmar ratio

Return relative to maximum drawdown

1.58

-0.42

+2.00

Martin ratio

Return relative to average drawdown

6.35

-0.93

+7.28

ISCG vs. MHK - Sharpe Ratio Comparison

The current ISCG Sharpe Ratio is 0.97, which is higher than the MHK Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of ISCG and MHK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISCGMHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

-0.36

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.34

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

-0.16

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.20

+0.18

Correlation

The correlation between ISCG and MHK is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ISCG vs. MHK - Dividend Comparison

ISCG's dividend yield for the trailing twelve months is around 0.64%, while MHK has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ISCG
iShares Morningstar Small-Cap Growth ETF
0.64%0.61%0.84%0.77%0.92%0.62%0.10%0.27%0.40%0.52%1.19%0.64%
MHK
Mohawk Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISCG vs. MHK - Drawdown Comparison

The maximum ISCG drawdown since its inception was -57.72%, smaller than the maximum MHK drawdown of -83.44%. Use the drawdown chart below to compare losses from any high point for ISCG and MHK.


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Drawdown Indicators


ISCGMHKDifference

Max Drawdown

Largest peak-to-trough decline

-57.72%

-83.44%

+25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-31.77%

+17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-37.80%

-66.68%

+28.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-79.40%

+37.92%

Current Drawdown

Current decline from peak

-8.39%

-65.43%

+57.04%

Average Drawdown

Average peak-to-trough decline

-11.71%

-30.84%

+19.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

14.46%

-10.96%

Volatility

ISCG vs. MHK - Volatility Comparison

The current volatility for iShares Morningstar Small-Cap Growth ETF (ISCG) is 7.39%, while Mohawk Industries, Inc. (MHK) has a volatility of 12.06%. This indicates that ISCG experiences smaller price fluctuations and is considered to be less risky than MHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCGMHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

12.06%

-4.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

25.40%

-11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.33%

38.45%

-15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

38.97%

-15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

40.78%

-17.66%