IYT vs. UNP
Compare and contrast key facts about iShares Transportation Average ETF (IYT) and Union Pacific Corporation (UNP).
IYT is a passively managed fund by iShares that tracks the performance of the Dow Jones Transportation Average Index. It was launched on Oct 10, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYT or UNP.
Key characteristics
| IYT | UNP | |
|---|---|---|
| YTD Return | 12.41% | -1.15% |
| 1Y Return | 29.54% | 16.60% |
| 3Y Return (Ann) | 3.02% | 1.81% |
| 5Y Return (Ann) | 9.76% | 8.83% |
| 10Y Return (Ann) | 7.30% | 9.49% |
| Sharpe Ratio | 1.58 | 0.81 |
| Sortino Ratio | 2.37 | 1.33 |
| Omega Ratio | 1.27 | 1.15 |
| Calmar Ratio | 0.30 | 0.72 |
| Martin Ratio | 5.67 | 2.62 |
| Ulcer Index | 5.21% | 5.89% |
| Daily Std Dev | 18.70% | 19.09% |
| Max Drawdown | -100.00% | -67.49% |
| Current Drawdown | -99.99% | -8.44% |
Correlation
The correlation between IYT and UNP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IYT vs. UNP - Performance Comparison
In the year-to-date period, IYT achieves a 12.41% return, which is significantly higher than UNP's -1.15% return. Over the past 10 years, IYT has underperformed UNP with an annualized return of 7.30%, while UNP has yielded a comparatively higher 9.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IYT vs. UNP - Risk-Adjusted Performance 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.
Dividends
IYT vs. UNP - Dividend Comparison
IYT's dividend yield for the trailing twelve months is around 1.07%, less than UNP's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 1.07% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% | 0.70% | 0.86% |
UNP Union Pacific Corporation | 2.19% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
Drawdowns
IYT vs. UNP - Drawdown Comparison
The maximum IYT drawdown since its inception was -100.00%, which is greater than UNP's maximum drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for IYT and UNP. For additional features, visit the drawdowns tool.
Volatility
IYT vs. UNP - Volatility Comparison
The current volatility for iShares Transportation Average ETF (IYT) is 7.03%, while Union Pacific Corporation (UNP) has a volatility of 9.20%. 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.