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IYW vs. AZO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. AZO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Technology ETF (IYW) and AutoZone, Inc. (AZO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYW achieves a 18.31% return, which is significantly higher than AZO's -12.80% return. Over the past 10 years, IYW has outperformed AZO with an annualized return of 24.41%, while AZO has yielded a comparatively lower 13.96% annualized return.


IYW

1D
-1.03%
1M
-3.24%
6M
18.28%
YTD
18.31%
1Y
31.33%
3Y*
28.65%
5Y*
18.19%
10Y*
24.41%
ALL TIME*
9.13%

AZO

1D
1.16%
1M
-3.32%
6M
-20.07%
YTD
-12.80%
1Y
-22.60%
3Y*
5.74%
5Y*
12.62%
10Y*
13.96%
ALL TIME*
18.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$474.96M$962.75M$1.17B
$135.79M$149.12M$198.70M

IYW vs. AZO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
18.31%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
AZO
AutoZone, Inc.
-12.80%5.92%23.84%4.84%17.64%76.84%-0.49%42.10%17.85%-9.93%

Correlation

The correlation between IYW and AZO is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.31

The correlation between IYW and AZO shifts across timeframes, from -0.05 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IYW vs. AZO — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 5353
Overall Rank
IYW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5454
Sortino Ratio Rank
IYW Omega Ratio Rank: 5454
Omega Ratio Rank
IYW Calmar Ratio Rank: 5151
Calmar Ratio Rank
IYW Martin Ratio Rank: 4848
Martin Ratio Rank

AZO
AZO Risk / Return Rank: 1515
Overall Rank
AZO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AZO Sortino Ratio Rank: 1515
Sortino Ratio Rank
AZO Omega Ratio Rank: 1515
Omega Ratio Rank
AZO Calmar Ratio Rank: 2020
Calmar Ratio Rank
AZO Martin Ratio Rank: 1616
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.

IYW vs. AZO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and AutoZone, Inc. (AZO). 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.


IYWAZODifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.24

0.88

+0.36

Calmar ratioReturn relative to maximum drawdown

1.79

-0.70

+2.49

Martin ratioReturn relative to average drawdown

5.42

-1.25

+6.68

IYW vs. AZO - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 1.37, which is higher than the AZO Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of IYW and AZO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IYW vs. AZO - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than AZO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for IYW and AZO.


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Drawdown Indicators


IYWAZODifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-46.32%

-35.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-32.86%

+15.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-32.86%

+6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-32.86%

-6.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-42.14%

+2.70%

Current Drawdown

Current decline from peak

-9.15%

-32.08%

+22.93%

Average Drawdown

Average peak-to-trough decline

-34.50%

-10.94%

-23.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

18.40%

-12.54%

Volatility

IYW vs. AZO - Volatility Comparison

The current volatility for iShares U.S. Technology ETF (IYW) is 7.58%, while AutoZone, Inc. (AZO) has a volatility of 10.42%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWAZODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

10.42%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

19.41%

23.39%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

28.52%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.38%

24.86%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.31%

26.70%

-1.39%

Dividends

IYW vs. AZO - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, while AZO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


IYW and AZO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AZO has higher volatility (10.42%) compared to IYW (7.58%). In terms of maximum drawdown, IYW dropped -81.90% vs AZO's -46.32%.

IYW currently has the higher Sharpe Ratio (1.37 vs -0.81), 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.

Portfolio Optimizer

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