ITCI vs. IYW

Last updated Apr 2, 2026

Compare and contrast key facts about Intra-Cellular Therapies, Inc. (ITCI) and iShares U.S. Technology ETF (IYW).

IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.

Performance

ITCI vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intra-Cellular Therapies, Inc. (ITCI) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

ITCI vs. IYW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITCI Intra-Cellular Therapies, Inc.	0.00%	57.89%	16.62%	35.34%	1.11%	64.59%	-7.32%	201.23%	-21.34%	-4.04%
IYW iShares U.S. Technology ETF	-7.61%	25.38%	30.25%	65.44%	-34.83%	35.44%	47.45%	46.64%	-0.93%	36.60%

Returns By Period

ITCI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYW

• 1D: 1.65%
• 1M: -3.50%
• YTD: -7.61%
• 6M: -6.42%
• 1Y: 30.19%
• 3Y*: 26.02%
• 5Y*: 15.85%
• 10Y*: 21.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ITCI vs. IYW — Risk / Return Rank

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

IYW

IYW Risk / Return Rank: 63
IYW Sharpe Ratio Rank: 62
IYW Sortino Ratio Rank: 66
IYW Omega Ratio Rank: 64
IYW Calmar Ratio Rank: 67
IYW Martin Ratio Rank: 56

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.

ITCI vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) and iShares U.S. Technology ETF (IYW). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ITCI	IYW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.30	—

Correlation

The correlation between ITCI and IYW is 0.29, 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.

Dividends

ITCI vs. IYW - Dividend Comparison

ITCI has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITCI Intra-Cellular Therapies, 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%
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%

Drawdowns

Drawdown Indicators

	ITCI	IYW	Difference
Max Drawdown Largest peak-to-trough decline	—	-81.90%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.44%	—
Current Drawdown Current decline from peak	—	-12.65%	—
Average Drawdown Average peak-to-trough decline	—	-34.87%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.55%	—

Volatility

Volatility by Period

	ITCI	IYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	26.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	25.78%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	24.98%	—