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IWM vs. EQNR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. EQNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and Equinor ASA (EQNR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWM achieves a 19.22% return, which is significantly lower than EQNR's 56.74% return.


IWM

1D
0.87%
1M
3.64%
YTD
19.22%
6M
16.00%
1Y
39.16%
3Y*
17.23%
5Y*
6.07%
10Y*
11.27%

EQNR

1D
-1.55%
1M
-4.52%
YTD
56.74%
6M
60.62%
1Y
44.70%
3Y*
16.35%
5Y*
18.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. EQNR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWM
iShares Russell 2000 ETF
19.22%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-15.11%
EQNR
Equinor ASA
56.74%7.70%-15.98%-0.78%40.77%64.55%-13.57%-0.99%-21.06%

Correlation

The correlation between IWM and EQNR is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.11

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

0.22

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.34

The correlation between IWM and EQNR shifts across timeframes, from -0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWM vs. EQNR — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 7272
Overall Rank
IWM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWM Omega Ratio Rank: 6363
Omega Ratio Rank
IWM Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWM Martin Ratio Rank: 7676
Martin Ratio Rank

EQNR
EQNR Risk / Return Rank: 7676
Overall Rank
EQNR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EQNR Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQNR Omega Ratio Rank: 7272
Omega Ratio Rank
EQNR Calmar Ratio Rank: 8181
Calmar Ratio Rank
EQNR 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.

IWM vs. EQNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Equinor ASA (EQNR). 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.


IWMEQNRDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratioReturn relative to maximum drawdown

3.57

2.54

+1.03

Martin ratioReturn relative to average drawdown

12.63

4.31

+8.32

IWM vs. EQNR - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.99, which is higher than the EQNR Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IWM and EQNR, 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

IWM vs. EQNR - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum EQNR drawdown of -66.77%. Use the drawdown chart below to compare losses from any high point for IWM and EQNR.


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Drawdown Indicators


IWMEQNRDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-66.77%

+7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-17.72%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-27.58%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-35.50%

+3.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

0.00%

-13.80%

+13.80%

Average Drawdown

Average peak-to-trough decline

-10.76%

-21.46%

+10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

10.41%

-7.29%

Volatility

IWM vs. EQNR - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 7.16%, while Equinor ASA (EQNR) has a volatility of 10.50%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than EQNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMEQNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

10.50%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

29.99%

-15.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

36.03%

-16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

33.91%

-11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

36.25%

-13.17%

Dividends

IWM vs. EQNR - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.87%, less than EQNR's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
EQNR
Equinor ASA
4.15%7.66%12.66%11.38%3.30%2.13%4.32%5.07%3.26%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
0.87%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


IWM and EQNR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQNR has higher volatility (10.50%) compared to IWM (7.16%). In terms of maximum drawdown, IWM dropped -59.05% vs EQNR's -66.77%.

IWM currently has the higher Sharpe Ratio (1.99 vs 1.25), 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.

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