ISRG vs. TUR
ISRG (Intuitive Surgical, Inc.) is a stock, while TUR (iShares MSCI Turkey ETF) is Emerging Markets Equities fund tracking the MSCI Turkey Investable Market Index. Over the past 10 years, ISRG returned 19.30%/yr vs 3.30%/yr for TUR. At a 0.28 correlation, their price movements are largely independent.
Performance
ISRG vs. TUR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISRG achieves a -26.45% return, which is significantly lower than TUR's 18.11% return. Over the past 10 years, ISRG has outperformed TUR with an annualized return of 19.30%, while TUR has yielded a comparatively lower 3.30% annualized return.
ISRG
- 1D
- 1.34%
- 1M
- -1.09%
- YTD
- -26.45%
- 6M
- -25.55%
- 1Y
- -18.67%
- 3Y*
- 8.14%
- 5Y*
- 7.48%
- 10Y*
- 19.30%
TUR
- 1D
- 3.02%
- 1M
- -1.49%
- YTD
- 18.11%
- 6M
- 16.38%
- 1Y
- 35.62%
- 3Y*
- 13.48%
- 5Y*
- 15.50%
- 10Y*
- 3.30%
ISRG vs. TUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISRG Intuitive Surgical, Inc. | -26.45% | 8.51% | 54.72% | 27.14% | -26.15% | 31.76% | 38.39% | 23.43% | 31.23% | 72.64% |
TUR iShares MSCI Turkey ETF | 18.11% | -1.54% | 12.91% | -8.83% | 105.75% | -27.41% | -1.19% | 14.49% | -41.46% | 37.58% |
Correlation
The correlation between ISRG and TUR is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.28 |
Over the past year, the correlation between ISRG and TUR has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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. TUR — Risk / Return Rank
ISRG
TUR
ISRG vs. TUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and iShares MSCI Turkey ETF (TUR). 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.
| ISRG | TUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.23 | -2.81 |
| Martin ratioReturn relative to average drawdown | -1.16 | 6.33 | -7.49 |
Loading charts...
Drawdowns
ISRG vs. TUR - Drawdown Comparison
The maximum ISRG drawdown since its inception was -82.26%, which is greater than TUR's maximum drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for ISRG and TUR.
Loading charts...
Drawdown Indicators
| ISRG | TUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -72.34% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -32.14% | -16.07% | -16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -34.10% | -31.63% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -49.90% | -31.63% | -18.27% |
Max Drawdown (10Y)Largest decline over 10 years | -49.90% | -59.25% | +9.35% |
Current DrawdownCurrent decline from peak | -31.76% | -25.67% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -39.87% | +18.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.11% | 5.64% | +10.47% |
Volatility
ISRG vs. TUR - Volatility Comparison
The current volatility for Intuitive Surgical, Inc. (ISRG) is 9.79%, while iShares MSCI Turkey ETF (TUR) has a volatility of 14.44%. This indicates that ISRG experiences smaller price fluctuations and is considered to be less risky than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISRG | TUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 14.44% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 20.28% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.73% | 25.43% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.20% | 34.16% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.42% | 34.41% | -1.99% |
Dividends
ISRG vs. TUR - Dividend Comparison
ISRG has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 3.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TUR iShares MSCI Turkey ETF | 3.25% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
Frequently Asked Questions
ISRG and TUR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUR has higher volatility (14.44%) compared to ISRG (9.79%). In terms of maximum drawdown, ISRG dropped -82.26% vs TUR's -72.34%.
TUR currently has the higher Sharpe Ratio (1.41 vs -0.61), 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.
Find the right allocation for ISRG and TUR
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