IYM vs. EOG

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Basic Materials ETF (IYM) and EOG Resources, Inc. (EOG).

IYM is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Basic Materials Index. It was launched on Jun 20, 2000.

Performance

IYM vs. EOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Basic Materials ETF (IYM) and EOG Resources, Inc. (EOG). The values are adjusted to include any dividend payments, if applicable.

IYM vs. EOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYM iShares U.S. Basic Materials ETF	16.42%	20.41%	-4.54%	12.83%	-9.15%	25.62%	17.87%	19.22%	-16.63%	24.83%
EOG EOG Resources, Inc.	35.00%	-11.37%	4.30%	-2.03%	56.88%	88.62%	-38.64%	-2.82%	-18.66%	7.47%

Returns By Period

In the year-to-date period, IYM achieves a 16.42% return, which is significantly lower than EOG's 35.00% return. Over the past 10 years, IYM has outperformed EOG with an annualized return of 11.13%, while EOG has yielded a comparatively lower 10.29% annualized return.

IYM

• 1D: 1.61%
• 1M: -5.46%
• YTD: 16.42%
• 6M: 22.01%
• 1Y: 34.61%
• 3Y*: 12.30%
• 5Y*: 8.93%
• 10Y*: 11.13%

EOG

• 1D: -2.87%
• 1M: 9.15%
• YTD: 35.00%
• 6M: 28.62%
• 1Y: 12.63%
• 3Y*: 10.80%
• 5Y*: 18.94%
• 10Y*: 10.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IYM vs. EOG — Risk / Return Rank

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

IYM

IYM Risk / Return Rank: 79
IYM Sharpe Ratio Rank: 79
IYM Sortino Ratio Rank: 80
IYM Omega Ratio Rank: 75
IYM Calmar Ratio Rank: 81
IYM Martin Ratio Rank: 77

EOG

EOG Risk / Return Rank: 52
EOG Sharpe Ratio Rank: 56
EOG Sortino Ratio Rank: 48
EOG Omega Ratio Rank: 48
EOG Calmar Ratio Rank: 56
EOG Martin Ratio Rank: 53

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.

IYM vs. EOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and EOG Resources, Inc. (EOG). 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.

	IYM	EOG	Difference
Sharpe ratio Return per unit of total volatility	1.55	0.43	+1.13
Sortino ratio Return per unit of downside risk	2.15	0.77	+1.39
Omega ratio Gain probability vs. loss probability	1.29	1.10	+0.19
Calmar ratio Return relative to maximum drawdown	2.38	0.69	+1.69
Martin ratio Return relative to average drawdown	8.81	1.18	+7.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYM vs. EOG - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.55, which is higher than the EOG Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IYM and EOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IYM	EOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	0.43	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.57	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.26	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.34	-0.01

Correlation

The correlation between IYM and EOG is 0.52, 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.

Dividends

IYM vs. EOG - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.30%, less than EOG's 2.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYM iShares U.S. Basic Materials ETF	1.30%	1.51%	1.65%	1.77%	2.14%	1.48%	1.39%	2.08%	1.68%	1.43%	1.47%	2.04%
EOG EOG Resources, Inc.	2.84%	3.76%	2.97%	4.80%	6.79%	5.19%	2.83%	1.21%	0.87%	0.62%	0.66%	0.95%

Drawdowns

IYM vs. EOG - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, smaller than the maximum EOG drawdown of -77.13%. Use the drawdown chart below to compare losses from any high point for IYM and EOG.

Drawdown Indicators

	IYM	EOG	Difference
Max Drawdown Largest peak-to-trough decline	-67.78%	-77.13%	+9.35%
Max Drawdown (1Y) Largest decline over 1 year	-14.54%	-19.55%	+5.01%
Max Drawdown (5Y) Largest decline over 5 years	-29.94%	-33.42%	+3.48%
Max Drawdown (10Y) Largest decline over 10 years	-42.76%	-77.13%	+34.37%
Current Drawdown Current decline from peak	-5.46%	-6.32%	+0.86%
Average Drawdown Average peak-to-trough decline	-11.51%	-22.04%	+10.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	11.45%	-7.52%

Volatility

IYM vs. EOG - Volatility Comparison

The current volatility for iShares U.S. Basic Materials ETF (IYM) is 7.07%, while EOG Resources, Inc. (EOG) has a volatility of 8.23%. This indicates that IYM experiences smaller price fluctuations and is considered to be less risky than EOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYM	EOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	8.23%	-1.16%
Volatility (6M) Calculated over the trailing 6-month period	14.93%	18.03%	-3.10%
Volatility (1Y) Calculated over the trailing 1-year period	22.42%	29.84%	-7.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	33.35%	-13.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.66%	39.14%	-17.48%