IYT vs. UNP
IYT (iShares Transportation Average ETF) is Industrials Equities fund tracking the Dow Jones Transportation Average Index, while UNP (Union Pacific Corporation) is a stock. Over the past 10 years, IYT returned 10.75%/yr vs 14.84%/yr for UNP. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
IYT vs. UNP - Performance Comparison
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Returns By Period
In the year-to-date period, IYT achieves a 14.55% return, which is significantly lower than UNP's 27.61% return. Over the past 10 years, IYT has underperformed UNP with an annualized return of 10.75%, while UNP has yielded a comparatively higher 14.84% annualized return.
IYT
- 1D
- 0.01%
- 1M
- -3.52%
- 6M
- 11.47%
- YTD
- 14.55%
- 1Y
- 28.75%
- 3Y*
- 10.10%
- 5Y*
- 7.51%
- 10Y*
- 10.75%
- ALL TIME*
- 9.92%
UNP
- 1D
- 0.92%
- 1M
- 3.50%
- 6M
- 25.56%
- YTD
- 27.61%
- 1Y
- 36.17%
- 3Y*
- 10.51%
- 5Y*
- 8.38%
- 10Y*
- 14.84%
- ALL TIME*
- 12.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $61.92M | $57.48M | $60.22M | |
| $1.15B | $928.45M | $827.36M |
IYT vs. UNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 14.55% | 11.48% | 4.10% | 24.62% | -21.74% | 26.41% | 14.20% | 20.11% | -12.87% | 18.89% |
UNP Union Pacific Corporation | 27.61% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
Correlation
The correlation between IYT and UNP is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2003 | 0.76 |
The correlation between IYT and UNP shifts across timeframes, from 0.61 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IYT vs. UNP — Risk / Return Rank
IYT
UNP
IYT vs. UNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) and Union Pacific Corporation (UNP). 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.
| IYT | UNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.83 | -0.66 |
| Martin ratioReturn relative to average drawdown | 7.44 | 7.61 | -0.17 |
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Drawdowns
IYT vs. UNP - Drawdown Comparison
The maximum IYT drawdown since its inception was -60.39%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for IYT and UNP.
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Drawdown Indicators
| IYT | UNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.39% | -67.49% | +7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -12.28% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.35% | -17.75% | -8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -31.83% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | -38.72% | -2.56% |
Current DrawdownCurrent decline from peak | -5.69% | -4.94% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -17.03% | +7.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 4.56% | -1.03% |
Volatility
IYT vs. UNP - Volatility Comparison
The current volatility for iShares Transportation Average ETF (IYT) is 4.43%, while Union Pacific Corporation (UNP) has a volatility of 7.46%. This indicates that IYT experiences smaller price fluctuations and is considered to be less risky than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYT | UNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.46% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 17.76% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 22.24% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 22.99% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.11% | 25.35% | -2.24% |
Dividends
IYT vs. UNP - Dividend Comparison
IYT's dividend yield for the trailing twelve months is around 0.92%, less than UNP's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 0.92% | 1.00% | 1.08% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% |
UNP Union Pacific Corporation | 1.89% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Frequently Asked Questions
IYT and UNP have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNP has higher volatility (7.46%) compared to IYT (4.43%). In terms of maximum drawdown, IYT dropped -60.39% vs UNP's -67.49%.
UNP currently has the higher Sharpe Ratio (1.57 vs 1.29), 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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