PortfoliosLab logoPortfoliosLab logo
ISRG vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISRG vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISRG achieves a -26.05% return, which is significantly lower than IXC's 32.12% return. Over the past 10 years, ISRG has outperformed IXC with an annualized return of 19.48%, while IXC has yielded a comparatively lower 10.08% annualized return.


ISRG

1D
2.83%
1M
-7.21%
YTD
-26.05%
6M
-26.35%
1Y
-24.94%
3Y*
9.67%
5Y*
8.61%
10Y*
19.48%

IXC

1D
-0.07%
1M
-1.98%
YTD
32.12%
6M
29.58%
1Y
50.36%
3Y*
19.06%
5Y*
19.62%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISRG vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISRG
Intuitive Surgical, Inc.
-26.05%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%
IXC
iShares Global Energy ETF
32.12%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between ISRG and IXC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2001

0.32

The correlation between ISRG and IXC shifts across timeframes, from -0.11 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISRG vs. IXC — Risk / Return Rank

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

ISRG
ISRG Risk / Return Rank: 99
Overall Rank
ISRG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1111
Omega Ratio Rank
ISRG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISRG Martin Ratio Rank: 55
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8181
Overall Rank
IXC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IXC Omega Ratio Rank: 7575
Omega Ratio Rank
IXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IXC Martin Ratio Rank: 8181
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.

ISRG vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and iShares Global Energy ETF (IXC). 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.


ISRGIXCDifference
Sharpe ratioReturn per unit of total volatility

-3.52

Sortino ratioReturn per unit of downside risk

-4.55

Omega ratioGain probability vs. loss probability

0.87

1.44

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.78

5.24

-6.01

Martin ratioReturn relative to average drawdown

-1.56

15.73

-17.29

ISRG vs. IXC - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.81, which is lower than the IXC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of ISRG and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ISRGIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

2.71

-3.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.84

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.38

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.32

+0.16

Drawdowns

ISRG vs. IXC - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for ISRG and IXC.


Loading charts...

Drawdown Indicators


ISRGIXCDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-67.88%

-14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-32.14%

-9.66%

-22.48%

Max Drawdown (3Y)

Largest decline over 3 years

-34.10%

-19.06%

-15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

-24.93%

-24.97%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

-64.16%

+14.26%

Current Drawdown

Current decline from peak

-31.39%

-4.91%

-26.48%

Average Drawdown

Average peak-to-trough decline

-21.27%

-17.48%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.02%

3.21%

+12.81%

Volatility

ISRG vs. IXC - Volatility Comparison

Intuitive Surgical, Inc. (ISRG) has a higher volatility of 11.55% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that ISRG's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISRGIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

7.50%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

15.38%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

30.96%

18.73%

+12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.17%

23.50%

+9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.38%

26.85%

+5.53%

Dividends

ISRG vs. IXC - Dividend Comparison

ISRG has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
ISRG
Intuitive Surgical, 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%
IXC
iShares Global Energy ETF
2.79%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


ISRG and IXC 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.

ISRG has higher volatility (11.55%) compared to IXC (7.50%). In terms of maximum drawdown, ISRG dropped -82.26% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.71 vs -0.81), 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.

Portfolio Optimizer

Find the right allocation for ISRG and IXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer