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IXC vs. ANDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. ANDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and The Andersons, Inc. (ANDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXC achieves a 29.17% return, which is significantly lower than ANDE's 36.02% return. Both investments have delivered pretty close results over the past 10 years, with IXC having a 10.05% annualized return and ANDE not far ahead at 10.52%.


IXC

1D
0.28%
1M
-1.67%
YTD
29.17%
6M
28.84%
1Y
36.66%
3Y*
17.43%
5Y*
19.14%
10Y*
10.05%

ANDE

1D
1.71%
1M
-0.53%
YTD
36.02%
6M
33.96%
1Y
100.35%
3Y*
18.47%
5Y*
19.35%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. ANDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
29.17%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
ANDE
The Andersons, Inc.
36.02%33.82%-28.80%67.00%-7.77%61.48%0.81%-13.20%-2.10%-29.00%

Correlation

The correlation between IXC and ANDE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.41

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

0.44

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

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.40

The correlation between IXC and ANDE shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IXC vs. ANDE — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 7373
Overall Rank
IXC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6969
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
Martin Ratio Rank

ANDE
ANDE Risk / Return Rank: 9595
Overall Rank
ANDE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ANDE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ANDE Omega Ratio Rank: 9494
Omega Ratio Rank
ANDE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ANDE Martin Ratio Rank: 9797
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.

IXC vs. ANDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and The Andersons, Inc. (ANDE). 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.


IXCANDEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.34

1.50

-0.16

Calmar ratioReturn relative to maximum drawdown

4.05

7.49

-3.44

Martin ratioReturn relative to average drawdown

11.55

22.56

-11.01

IXC vs. ANDE - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.08, which is lower than the ANDE Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of IXC and ANDE, 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

IXC vs. ANDE - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum ANDE drawdown of -81.75%. Use the drawdown chart below to compare losses from any high point for IXC and ANDE.


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Drawdown Indicators


IXCANDEDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-81.75%

+13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-14.09%

+4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-46.94%

+27.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-48.82%

+23.89%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-72.72%

+8.56%

Current Drawdown

Current decline from peak

-7.04%

-9.53%

+2.49%

Average Drawdown

Average peak-to-trough decline

-17.47%

-32.30%

+14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.67%

-1.29%

Volatility

IXC vs. ANDE - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 6.44%, while The Andersons, Inc. (ANDE) has a volatility of 7.85%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than ANDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCANDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

7.85%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

25.28%

-9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

33.93%

-15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

38.92%

-15.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

41.52%

-14.68%

Dividends

IXC vs. ANDE - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.85%, more than ANDE's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
ANDE
The Andersons, Inc.
1.10%1.47%1.41%1.29%2.07%1.82%2.86%2.71%2.22%2.07%1.40%1.82%
IXC
iShares Global Energy ETF
2.85%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


IXC and ANDE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANDE has higher volatility (7.85%) compared to IXC (6.44%). In terms of maximum drawdown, IXC dropped -67.88% vs ANDE's -81.75%.

ANDE currently has the higher Sharpe Ratio (3.11 vs 2.08), 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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