PortfoliosLab logo
IYC vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYC and WM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IYC vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Consumer Services ETF (IYC) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
623.02%
2,248.46%
IYC
WM

Key characteristics

Sharpe Ratio

IYC:

0.72

WM:

0.54

Sortino Ratio

IYC:

1.14

WM:

0.84

Omega Ratio

IYC:

1.16

WM:

1.12

Calmar Ratio

IYC:

0.72

WM:

0.92

Martin Ratio

IYC:

2.62

WM:

2.07

Ulcer Index

IYC:

5.97%

WM:

5.29%

Daily Std Dev

IYC:

21.79%

WM:

20.12%

Max Drawdown

IYC:

-53.10%

WM:

-77.85%

Current Drawdown

IYC:

-11.65%

WM:

-3.60%

Returns By Period

In the year-to-date period, IYC achieves a -7.00% return, which is significantly lower than WM's 13.56% return. Over the past 10 years, IYC has underperformed WM with an annualized return of 10.28%, while WM has yielded a comparatively higher 18.20% annualized return.


IYC

YTD

-7.00%

1M

-1.33%

6M

1.35%

1Y

15.30%

5Y*

13.20%

10Y*

10.28%

WM

YTD

13.56%

1M

-0.27%

6M

11.18%

1Y

8.89%

5Y*

20.32%

10Y*

18.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IYC vs. WM — Risk-Adjusted Performance Rank

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

IYC
The Risk-Adjusted Performance Rank of IYC is 7171
Overall Rank
The Sharpe Ratio Rank of IYC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 6868
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7171
Overall Rank
The Sharpe Ratio Rank of WM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYC vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) and Waste Management, Inc. (WM). 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.


The chart of Sharpe ratio for IYC, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
IYC: 0.72
WM: 0.54
The chart of Sortino ratio for IYC, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
IYC: 1.14
WM: 0.84
The chart of Omega ratio for IYC, currently valued at 1.16, compared to the broader market0.501.001.502.00
IYC: 1.16
WM: 1.12
The chart of Calmar ratio for IYC, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
IYC: 0.72
WM: 0.92
The chart of Martin ratio for IYC, currently valued at 2.62, compared to the broader market0.0020.0040.0060.00
IYC: 2.62
WM: 2.07

The current IYC Sharpe Ratio is 0.72, which is higher than the WM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IYC and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.72
0.54
IYC
WM

Dividends

IYC vs. WM - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.53%, less than WM's 1.35% yield.


TTM20242023202220212020201920182017201620152014
IYC
iShares US Consumer Services ETF
0.53%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%
WM
Waste Management, Inc.
1.35%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

IYC vs. WM - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for IYC and WM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.65%
-3.60%
IYC
WM

Volatility

IYC vs. WM - Volatility Comparison

iShares US Consumer Services ETF (IYC) has a higher volatility of 14.62% compared to Waste Management, Inc. (WM) at 7.94%. This indicates that IYC's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.62%
7.94%
IYC
WM