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IXN vs. AZO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXN vs. AZO - Performance Comparison

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

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Returns By Period

In the year-to-date period, IXN achieves a 26.76% return, which is significantly higher than AZO's -12.80% return. Over the past 10 years, IXN has outperformed AZO with an annualized return of 23.57%, while AZO has yielded a comparatively lower 13.96% annualized return.


IXN

1D
-1.69%
1M
-5.35%
6M
24.12%
YTD
26.76%
1Y
40.62%
3Y*
28.82%
5Y*
18.59%
10Y*
23.57%
ALL TIME*
12.23%

AZO

1D
1.16%
1M
-3.32%
6M
-20.07%
YTD
-12.80%
1Y
-22.60%
3Y*
5.74%
5Y*
12.62%
10Y*
13.96%
ALL TIME*
18.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$474.96M$962.75M$1.17B
$55.36M$52.46M$63.11M

IXN vs. AZO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
26.76%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
AZO
AutoZone, Inc.
-12.80%5.92%23.84%4.84%17.64%76.84%-0.49%42.10%17.85%-9.93%

Correlation

The correlation between IXN and AZO is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.08

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2001

0.30

The correlation between IXN and AZO shifts across timeframes, from -0.08 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IXN vs. AZO — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 6868
Overall Rank
IXN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 6262
Sortino Ratio Rank
IXN Omega Ratio Rank: 6363
Omega Ratio Rank
IXN Calmar Ratio Rank: 8080
Calmar Ratio Rank
IXN Martin Ratio Rank: 6868
Martin Ratio Rank

AZO
AZO Risk / Return Rank: 1515
Overall Rank
AZO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AZO Sortino Ratio Rank: 1515
Sortino Ratio Rank
AZO Omega Ratio Rank: 1515
Omega Ratio Rank
AZO Calmar Ratio Rank: 2020
Calmar Ratio Rank
AZO Martin Ratio Rank: 1616
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.

IXN vs. AZO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and AutoZone, Inc. (AZO). 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.


IXNAZODifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.27

0.88

+0.39

Calmar ratioReturn relative to maximum drawdown

2.98

-0.70

+3.68

Martin ratioReturn relative to average drawdown

8.35

-1.25

+9.60

IXN vs. AZO - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 1.55, which is higher than the AZO Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of IXN and AZO, 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

IXN vs. AZO - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than AZO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for IXN and AZO.


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Drawdown Indicators


IXNAZODifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-46.32%

-9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-32.86%

+19.06%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-32.86%

+7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-32.86%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-42.14%

+5.84%

Current Drawdown

Current decline from peak

-11.11%

-32.08%

+20.97%

Average Drawdown

Average peak-to-trough decline

-11.24%

-10.94%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

18.40%

-13.49%

Volatility

IXN vs. AZO - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 9.23%, while AutoZone, Inc. (AZO) has a volatility of 10.42%. This indicates that IXN experiences smaller price fluctuations and is considered to be less risky than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXNAZODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

10.42%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

23.39%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

26.53%

28.52%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.70%

24.86%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

26.70%

-1.92%

Dividends

IXN vs. AZO - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.82%, while AZO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF
0.82%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%

Frequently Asked Questions


IXN and AZO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AZO has higher volatility (10.42%) compared to IXN (9.23%). In terms of maximum drawdown, IXN dropped -55.67% vs AZO's -46.32%.

IXN currently has the higher Sharpe Ratio (1.55 vs -0.81), 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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