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IXUS vs. PRIM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXUS vs. PRIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and Primoris Services Corporation (PRIM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXUS achieves a 13.86% return, which is significantly higher than PRIM's -20.49% return. Over the past 10 years, IXUS has underperformed PRIM with an annualized return of 10.23%, while PRIM has yielded a comparatively higher 18.47% annualized return.


IXUS

1D
0.43%
1M
3.19%
YTD
13.86%
6M
15.66%
1Y
30.13%
3Y*
18.44%
5Y*
8.24%
10Y*
10.23%

PRIM

1D
4.39%
1M
-12.95%
YTD
-20.49%
6M
-21.78%
1Y
33.24%
3Y*
49.59%
5Y*
25.74%
10Y*
18.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXUS vs. PRIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXUS
iShares Core MSCI Total International Stock ETF
13.86%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%
PRIM
Primoris Services Corporation
-20.49%63.08%131.14%52.60%-7.46%-12.38%25.81%17.62%-28.93%20.39%

Correlation

The correlation between IXUS and PRIM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.45

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

0.48

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.44

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Return for Risk

IXUS vs. PRIM — Risk / Return Rank

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

IXUS
IXUS Risk / Return Rank: 6060
Overall Rank
IXUS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 5959
Sortino Ratio Rank
IXUS Omega Ratio Rank: 6262
Omega Ratio Rank
IXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
IXUS Martin Ratio Rank: 6262
Martin Ratio Rank

PRIM
PRIM Risk / Return Rank: 6262
Overall Rank
PRIM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PRIM Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRIM Omega Ratio Rank: 7070
Omega Ratio Rank
PRIM Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRIM Martin Ratio Rank: 6363
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.

IXUS vs. PRIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Primoris Services Corporation (PRIM). 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.


IXUSPRIMDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

2.51

0.64

+1.88

Martin ratioReturn relative to average drawdown

9.67

2.08

+7.60

IXUS vs. PRIM - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.75, which is higher than the PRIM Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IXUS and PRIM, 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

IXUS vs. PRIM - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum PRIM drawdown of -68.51%. Use the drawdown chart below to compare losses from any high point for IXUS and PRIM.


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Drawdown Indicators


IXUSPRIMDifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-68.51%

+32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-53.74%

+42.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-53.74%

+39.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-53.74%

+23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

-65.73%

+29.51%

Current Drawdown

Current decline from peak

-1.57%

-51.38%

+49.81%

Average Drawdown

Average peak-to-trough decline

-7.49%

-22.76%

+15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

16.52%

-13.57%

Volatility

IXUS vs. PRIM - Volatility Comparison

The current volatility for iShares Core MSCI Total International Stock ETF (IXUS) is 6.88%, while Primoris Services Corporation (PRIM) has a volatility of 25.85%. This indicates that IXUS experiences smaller price fluctuations and is considered to be less risky than PRIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXUSPRIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

25.85%

-18.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

82.18%

-67.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

73.27%

-56.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

48.18%

-31.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

45.40%

-28.28%

Dividends

IXUS vs. PRIM - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.84%, more than PRIM's 0.32% yield.


PositionTTM20252024202320222021202020192018201720162015
IXUS
iShares Core MSCI Total International Stock ETF
2.84%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%
PRIM
Primoris Services Corporation
0.32%0.26%0.34%0.72%1.09%1.00%0.87%1.08%1.25%0.83%0.97%0.93%

Frequently Asked Questions


IXUS and PRIM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRIM has higher volatility (25.85%) compared to IXUS (6.88%). In terms of maximum drawdown, IXUS dropped -36.22% vs PRIM's -68.51%.

IXUS currently has the higher Sharpe Ratio (1.75 vs 0.47), 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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