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IYT vs. WY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYT vs. WY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Transportation Average ETF (IYT) and Weyerhaeuser Company (WY). The values are adjusted to include any dividend payments, if applicable.

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IYT vs. WY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYT
iShares Transportation Average ETF
1.39%11.48%4.10%24.62%-21.74%26.41%14.20%20.11%-12.87%18.89%
WY
Weyerhaeuser Company
3.04%-13.05%-16.61%18.04%-20.44%26.92%13.04%45.57%-35.46%21.60%

Returns By Period

In the year-to-date period, IYT achieves a 1.39% return, which is significantly lower than WY's 3.04% return. Over the past 10 years, IYT has outperformed WY with an annualized return of 9.12%, while WY has yielded a comparatively lower 1.36% annualized return.


IYT

1D
0.90%
1M
-7.82%
YTD
1.39%
6M
6.28%
1Y
19.03%
3Y*
11.04%
5Y*
4.22%
10Y*
9.12%

WY

1D
-0.94%
1M
-0.85%
YTD
3.04%
6M
-1.23%
1Y
-14.05%
3Y*
-4.24%
5Y*
-4.21%
10Y*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IYT vs. WY — Risk / Return Rank

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

IYT
IYT Risk / Return Rank: 4141
Overall Rank
IYT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 4242
Sortino Ratio Rank
IYT Omega Ratio Rank: 3939
Omega Ratio Rank
IYT Calmar Ratio Rank: 4646
Calmar Ratio Rank
IYT Martin Ratio Rank: 4343
Martin Ratio Rank

WY
WY Risk / Return Rank: 2020
Overall Rank
WY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WY Sortino Ratio Rank: 1717
Sortino Ratio Rank
WY Omega Ratio Rank: 1919
Omega Ratio Rank
WY Calmar Ratio Rank: 2222
Calmar Ratio Rank
WY Martin Ratio Rank: 2424
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.

IYT vs. WY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) and Weyerhaeuser Company (WY). 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.


IYTWYDifference

Sharpe ratio

Return per unit of total volatility

0.73

-0.50

+1.23

Sortino ratio

Return per unit of downside risk

1.22

-0.57

+1.79

Omega ratio

Gain probability vs. loss probability

1.16

0.93

+0.23

Calmar ratio

Return relative to maximum drawdown

1.26

-0.55

+1.81

Martin ratio

Return relative to average drawdown

4.24

-0.98

+5.22

IYT vs. WY - Sharpe Ratio Comparison

The current IYT Sharpe Ratio is 0.73, which is higher than the WY Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of IYT and WY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYTWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.50

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.16

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.04

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.07

+0.33

Correlation

The correlation between IYT and WY is 0.59, 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

IYT vs. WY - Dividend Comparison

IYT's dividend yield for the trailing twelve months is around 1.06%, less than WY's 3.47% yield.


TTM20252024202320222021202020192018201720162015
IYT
iShares Transportation Average ETF
1.06%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%
WY
Weyerhaeuser Company
3.47%3.55%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%

Drawdowns

IYT vs. WY - Drawdown Comparison

The maximum IYT drawdown since its inception was -60.39%, smaller than the maximum WY drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for IYT and WY.


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Drawdown Indicators


IYTWYDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-80.64%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.01%

-26.39%

+11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-43.02%

+13.87%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

-61.69%

+20.41%

Current Drawdown

Current decline from peak

-8.32%

-46.28%

+37.96%

Average Drawdown

Average peak-to-trough decline

-9.37%

-31.69%

+22.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

14.77%

-10.32%

Volatility

IYT vs. WY - Volatility Comparison

iShares Transportation Average ETF (IYT) and Weyerhaeuser Company (WY) have volatilities of 7.84% and 7.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYTWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

7.86%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

17.74%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

28.30%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

26.21%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

32.06%

-9.02%