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ITT vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITT vs. ITOT

Last updated Jun 23, 2026

ITT (ITT Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, ITT returned 21.05%/yr vs 15.26%/yr for ITOT. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

ITT vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ITT Inc. (ITT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITT achieves a 15.29% return, which is significantly higher than ITOT's 10.37% return. Over the past 10 years, ITT has outperformed ITOT with an annualized return of 21.05%, while ITOT has yielded a comparatively lower 15.26% annualized return.

ITT

1D
1.23%
1M
2.37%
YTD
15.29%
6M
12.81%
1Y
33.17%
3Y*
33.00%
5Y*
18.75%
10Y*
21.05%

ITOT

1D
-0.32%
1M
0.50%
YTD
10.37%
6M
9.62%
1Y
27.18%
3Y*
21.20%
5Y*
12.36%
10Y*
15.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITT vs. ITOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ITT
ITT Inc.		15.29%22.52%20.86%48.91%-19.50%33.95%5.47%54.60%-8.66%40.06%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		10.37%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between ITT and ITOT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.59

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

0.67

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

0.73

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2004

0.70

The correlation between ITT and ITOT shifts across timeframes, from 0.59 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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ITT Inc.

iShares Core S&P Total U.S. Stock Market ETF

Often compared with ITT:
ITT vs. QQQITT vs. HASIITT vs. LECOITT vs. RCMTITT vs. SPYITT vs. IVVITT vs. VOO
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

ITT vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITT
ITT Risk / Return Rank: 7474
Overall Rank
ITT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ITT Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITT Omega Ratio Rank: 7171
Omega Ratio Rank
ITT Calmar Ratio Rank: 7676
Calmar Ratio Rank
ITT Martin Ratio Rank: 7676
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6565
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7474
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.

ITT vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

ITTITOTDifference
Sharpe ratioReturn per unit of total volatility
1.10
2.14

-1.04

Sortino ratioReturn per unit of downside risk
1.81
2.89

-1.08

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.99

3.07

-1.08

Martin ratioReturn relative to average drawdown

4.93

13.65

-8.72

ITT vs. ITOT - Sharpe Ratio Comparison

The current ITT Sharpe Ratio is 1.10, which is lower than the ITOT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ITT and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ITT vs. ITOT - Drawdown Comparison

The maximum ITT drawdown since its inception was -74.46%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ITT and ITOT.

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Drawdown Indicators

ITTITOTDifference

Max Drawdown

Largest peak-to-trough decline

-74.46%

-55.20%

-19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.73%

-8.90%

-7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-29.09%

-19.44%

-9.65%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-25.36%

-12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-49.52%

-35.00%

-14.52%

Current Drawdown

Current decline from peak

-9.95%

-1.51%

-8.44%

Average Drawdown

Average peak-to-trough decline

-18.95%

-6.96%

-11.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

2.00%

+4.74%

Volatility

ITT vs. ITOT - Volatility Comparison

ITT Inc. (ITT) has a higher volatility of 9.11% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.78%. This indicates that ITT's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ITTITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

4.78%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.53%

9.98%

+12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

30.38%

12.80%

+17.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

17.45%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

18.31%

+13.64%

Dividends

ITT vs. ITOT - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 0.74%, less than ITOT's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.01%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
ITT
ITT Inc.		0.74%0.81%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%

Frequently Asked Questions

ITT and ITOT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITT has higher volatility (9.11%) compared to ITOT (4.78%). In terms of maximum drawdown, ITT dropped -74.46% vs ITOT's -55.20%.

ITOT currently has the higher Sharpe Ratio (2.14 vs 1.10), 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

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