IXC vs. YARIY
IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index, while YARIY (Yara International ASA) is a stock. Over the past 10 years, IXC returned 10.52%/yr vs 10.37%/yr for YARIY. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
IXC vs. YARIY - Performance Comparison
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Returns By Period
In the year-to-date period, IXC achieves a 34.71% return, which is significantly higher than YARIY's 20.82% return. Both investments have delivered pretty close results over the past 10 years, with IXC having a 10.52% annualized return and YARIY not far behind at 10.37%.
IXC
- 1D
- 0.63%
- 1M
- 14.55%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 43.29%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
YARIY
- 1D
- 0.00%
- 1M
- 10.92%
- 6M
- 7.25%
- YTD
- 20.82%
- 1Y
- 33.01%
- 3Y*
- 8.02%
- 5Y*
- 4.98%
- 10Y*
- 10.37%
- ALL TIME*
- 13.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.96M | $62.51M | $57.88M | |
| $699.60K | $892.46K | $1.01M |
IXC vs. YARIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 34.71% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
YARIY Yara International ASA | 20.82% | 57.35% | -24.66% | -7.15% | -5.03% | 33.25% | 9.83% | 9.63% | -14.26% | 27.25% |
Correlation
The correlation between IXC and YARIY is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2004 | 0.46 |
The correlation between IXC and YARIY shifts across timeframes, from 0.34 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IXC vs. YARIY — Risk / Return Rank
IXC
YARIY
IXC vs. YARIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Yara International ASA (YARIY). 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.
| IXC | YARIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.18 | +1.65 |
| Martin ratioReturn relative to average drawdown | 8.78 | 3.53 | +5.25 |
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Drawdowns
IXC vs. YARIY - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum YARIY drawdown of -86.18%. Use the drawdown chart below to compare losses from any high point for IXC and YARIY.
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Drawdown Indicators
| IXC | YARIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -86.18% | +18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -28.14% | +12.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -34.61% | +15.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -41.73% | +16.80% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -49.59% | -14.57% |
Current DrawdownCurrent decline from peak | -3.05% | -20.29% | +17.24% |
Average DrawdownAverage peak-to-trough decline | -17.42% | -29.37% | +11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 9.37% | -4.42% |
Volatility
IXC vs. YARIY - Volatility Comparison
The current volatility for iShares Global Energy ETF (IXC) is 6.07%, while Yara International ASA (YARIY) has a volatility of 10.52%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than YARIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXC | YARIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 10.52% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 29.78% | -13.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 34.11% | -14.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 31.45% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.82% | 31.18% | -4.36% |
Dividends
IXC vs. YARIY - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 2.82%, less than YARIY's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.82% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
YARIY Yara International ASA | 4.96% | 1.18% | 1.79% | 14.57% | 10.07% | 9.09% | 8.17% | 1.81% | 2.14% | 6.95% | 9.08% | 4.00% |
Frequently Asked Questions
IXC and YARIY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YARIY has higher volatility (10.52%) compared to IXC (6.07%). In terms of maximum drawdown, IXC dropped -67.88% vs YARIY's -86.18%.
IXC currently has the higher Sharpe Ratio (2.22 vs 0.97), 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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