ITT vs. ITOT

Last updated Apr 2, 2026

Compare and contrast key facts about ITT Inc. (ITT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).

ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.

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.

ITT vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITT ITT Inc.	11.44%	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	-3.31%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-5.33%	21.37%

Returns By Period

In the year-to-date period, ITT achieves a 11.44% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, ITT has outperformed ITOT with an annualized return of 19.16%, while ITOT has yielded a comparatively lower 13.65% annualized return.

ITT

• 1D: 1.28%
• 1M: -2.83%
• YTD: 11.44%
• 6M: 7.26%
• 1Y: 48.36%
• 3Y*: 32.03%
• 5Y*: 17.51%
• 10Y*: 19.16%

ITOT

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.31%
• 6M: -1.32%
• 1Y: 18.51%
• 3Y*: 18.11%
• 5Y*: 10.62%
• 10Y*: 13.65%

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

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: 84
ITT Sharpe Ratio Rank: 83
ITT Sortino Ratio Rank: 82
ITT Omega Ratio Rank: 82
ITT Calmar Ratio Rank: 87
ITT Martin Ratio Rank: 87

ITOT

ITOT Risk / Return Rank: 59
ITOT Sharpe Ratio Rank: 53
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 60
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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.

	ITT	ITOT	Difference
Sharpe ratio Return per unit of total volatility	1.48	1.00	+0.48
Sortino ratio Return per unit of downside risk	2.22	1.52	+0.70
Omega ratio Gain probability vs. loss probability	1.31	1.23	+0.08
Calmar ratio Return relative to maximum drawdown	3.25	1.53	+1.72
Martin ratio Return relative to average drawdown	9.10	7.25	+1.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITT vs. ITOT - Sharpe Ratio Comparison

The current ITT Sharpe Ratio is 1.48, which is higher than the ITOT Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ITT and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ITT	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	1.00	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.75	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.54	-0.18

Correlation

The correlation between ITT and ITOT is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ITT vs. ITOT - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 0.75%, less than ITOT's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITT ITT Inc.	0.75%	0.81%	0.89%	0.97%	1.30%	0.86%	0.88%	0.80%	1.11%	0.96%	1.29%	1.30%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

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.

Drawdown Indicators

	ITT	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-74.46%	-55.20%	-19.26%
Max Drawdown (1Y) Largest decline over 1 year	-15.57%	-12.34%	-3.23%
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	-7.43%	-5.51%	-1.92%
Average Drawdown Average peak-to-trough decline	-19.03%	-7.02%	-12.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.56%	2.61%	+2.95%

Volatility

ITT vs. ITOT - Volatility Comparison

ITT Inc. (ITT) has a higher volatility of 10.85% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. 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.

Volatility by Period

	ITT	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.85%	5.49%	+5.36%
Volatility (6M) Calculated over the trailing 6-month period	23.19%	9.78%	+13.41%
Volatility (1Y) Calculated over the trailing 1-year period	32.94%	18.68%	+14.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.81%	17.36%	+11.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.93%	18.25%	+13.68%