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IYW vs. HCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYW vs. HCC

Last updated Jun 6, 2026

IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index, while HCC (Warrior Met Coal, Inc.) is a stock. Over the past 5 years, IYW returned 21.27%/yr vs 41.77%/yr for HCC. At a 0.21 correlation, their price movements are largely independent.

Performance

IYW vs. HCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Technology ETF (IYW) and Warrior Met Coal, Inc. (HCC). 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 20.86% return, which is significantly higher than HCC's 13.53% return.

IYW

1D
-5.92%
1M
3.93%
YTD
20.86%
6M
18.95%
1Y
49.32%
3Y*
32.37%
5Y*
21.27%
10Y*
25.22%

HCC

1D
-5.67%
1M
14.14%
YTD
13.53%
6M
22.66%
1Y
115.36%
3Y*
42.50%
5Y*
41.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. HCC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF		20.86%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%23.68%
HCC
Warrior Met Coal, Inc.		13.53%63.49%-9.79%81.59%41.03%21.82%2.30%1.98%23.20%125.04%

Correlation

The correlation between IYW and HCC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2017

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Technology ETF

Warrior Met Coal, Inc.

Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. IWFIYW vs. SOXX
Often compared with HCC:
HCC vs. AMRHCC vs. ANETHCC vs. EBFHCC vs. COSTHCC vs. SMCIHCC vs. VOOHCC vs. STLD

Return for Risk

IYW vs. HCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYW
IYW Risk / Return Rank: 6464
Overall Rank
IYW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6464
Sortino Ratio Rank
IYW Omega Ratio Rank: 6868
Omega Ratio Rank
IYW Calmar Ratio Rank: 5757
Calmar Ratio Rank
IYW Martin Ratio Rank: 5454
Martin Ratio Rank
HCC
HCC Risk / Return Rank: 8888
Overall Rank
HCC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HCC Sortino Ratio Rank: 8787
Sortino Ratio Rank
HCC Omega Ratio Rank: 8585
Omega Ratio Rank
HCC Calmar Ratio Rank: 9191
Calmar Ratio Rank
HCC Martin Ratio Rank: 9090
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. HCC - Risk-Adjusted Trends Comparison

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

IYWHCCDifference
Sharpe ratioReturn per unit of total volatility
2.36
2.04

+0.32

Sortino ratioReturn per unit of downside risk
2.93
2.91

+0.02

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

2.78

4.75

-1.97

Martin ratioReturn relative to average drawdown

9.08

11.94

-2.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYW vs. HCC - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.36, which is comparable to the HCC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IYW and HCC, 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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Sharpe Ratios by Period

IYWHCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.04

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.85

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.66

-0.32

Drawdowns

IYW vs. HCC - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than HCC's maximum drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for IYW and HCC.

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Drawdown Indicators

IYWHCCDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-64.81%

-17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-24.41%

+6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-45.53%

+19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-45.53%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

—

—

Current Drawdown

Current decline from peak

-7.19%

-9.39%

+2.20%

Average Drawdown

Average peak-to-trough decline

-34.65%

-18.11%

-16.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

9.70%

-4.25%

Volatility

IYW vs. HCC - Volatility Comparison

The current volatility for iShares U.S. Technology ETF (IYW) is 8.75%, while Warrior Met Coal, Inc. (HCC) has a volatility of 23.02%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than HCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYWHCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

23.02%

-14.27%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

36.12%

-19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

56.87%

-35.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.99%

49.64%

-23.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

52.54%

-27.38%

Dividends

IYW vs. HCC - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, less than HCC's 0.32% yield.

PositionTTM20252024202320222021202020192018201720162015
HCC
Warrior Met Coal, Inc.		0.32%0.36%1.51%1.90%4.45%0.78%0.94%21.85%27.91%45.17%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 HCC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HCC has higher volatility (23.02%) compared to IYW (8.75%). In terms of maximum drawdown, IYW dropped -81.90% vs HCC's -64.81%.

IYW currently has the higher Sharpe Ratio (2.36 vs 2.04), 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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