IYW vs. UAMY
IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index, while UAMY (United States Antimony Corporation) is a stock. Over the past 10 years, IYW returned 25.63%/yr vs 39.91%/yr for UAMY. At a 0.11 correlation, their price movements are largely independent.
Performance
IYW vs. UAMY - Performance Comparison
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Returns By Period
In the year-to-date period, IYW achieves a 22.66% return, which is significantly lower than UAMY's 40.24% return. Over the past 10 years, IYW has underperformed UAMY with an annualized return of 25.63%, while UAMY has yielded a comparatively higher 39.91% annualized return.
IYW
- 1D
- 0.61%
- 1M
- 0.73%
- YTD
- 22.66%
- 6M
- 23.40%
- 1Y
- 50.17%
- 3Y*
- 32.06%
- 5Y*
- 21.19%
- 10Y*
- 25.63%
UAMY
- 1D
- -3.96%
- 1M
- -26.44%
- YTD
- 40.24%
- 6M
- 25.71%
- 1Y
- 140.27%
- 3Y*
- 174.60%
- 5Y*
- 49.67%
- 10Y*
- 39.91%
IYW vs. UAMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 22.66% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
UAMY United States Antimony Corporation | 40.24% | 183.62% | 610.84% | -48.86% | -2.19% | -4.64% | 35.58% | -33.62% | 81.25% | 27.49% |
Correlation
The correlation between IYW and UAMY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.11 |
The correlation between IYW and UAMY shifts across timeframes, from 0.11 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IYW vs. UAMY — Risk / Return Rank
IYW
UAMY
IYW vs. UAMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and United States Antimony Corporation (UAMY). 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.
| IYW | UAMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.80 | +0.90 |
| Martin ratioReturn relative to average drawdown | 8.68 | 3.10 | +5.59 |
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Drawdowns
IYW vs. UAMY - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, smaller than the maximum UAMY drawdown of -96.44%. Use the drawdown chart below to compare losses from any high point for IYW and UAMY.
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Drawdown Indicators
| IYW | UAMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -96.44% | +14.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -74.30% | +56.49% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -74.30% | +47.83% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | -80.46% | +41.02% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | -89.76% | +50.32% |
Current DrawdownCurrent decline from peak | -5.81% | -59.70% | +53.89% |
Average DrawdownAverage peak-to-trough decline | -34.62% | -66.41% | +31.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 43.23% | -37.69% |
Volatility
IYW vs. UAMY - Volatility Comparison
The current volatility for iShares U.S. Technology ETF (IYW) is 9.41%, while United States Antimony Corporation (UAMY) has a volatility of 30.55%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than UAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYW | UAMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 30.55% | -21.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | 93.03% | -75.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 132.02% | -110.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 95.07% | -69.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.20% | 101.02% | -75.82% |
Dividends
IYW vs. UAMY - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, while UAMY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UAMY United States Antimony Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYW and UAMY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UAMY has higher volatility (30.55%) compared to IYW (9.41%). In terms of maximum drawdown, IYW dropped -81.90% vs UAMY's -96.44%.
IYW currently has the higher Sharpe Ratio (2.24 vs 1.01), 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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