ITCI vs. IYW

In the year-to-date period, ITCI achieves a 57.89% return, which is significantly higher than IYW's -10.87% return. Over the past 10 years, ITCI has outperformed IYW with an annualized return of 20.12%, while IYW has yielded a comparatively lower 18.86% annualized return.

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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.

The current ITCI Sharpe Ratio is 1.72, which is higher than the IYW Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ITCI and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITCI has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.23%.

The maximum ITCI drawdown since its inception was -87.64%, which is greater than IYW's maximum drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for ITCI and IYW. For additional features, visit the drawdowns tool.

The current volatility for Intra-Cellular Therapies, Inc. (ITCI) is 0.10%, while iShares U.S. Technology ETF (IYW) has a volatility of 19.16%. This indicates that ITCI experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.