K vs. IWN

Last updated Jun 13, 2026

K (Kellogg Company) is a stock, while IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. At a 0.30 correlation, their price movements are largely independent.

Performance

K vs. IWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kellogg Company (K) and iShares Russell 2000 Value ETF (IWN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IWN

• 1D: 1.17%
• 1M: 6.00%
• YTD: 20.82%
• 6M: 17.48%
• 1Y: 44.79%
• 3Y*: 17.41%
• 5Y*: 6.89%
• 10Y*: 10.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

K vs. IWN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
K Kellogg Company	0.00%	5.99%	49.75%	-7.44%	14.35%	7.44%	-6.78%	26.08%	-13.32%	-4.93%
IWN iShares Russell 2000 Value ETF	20.82%	12.40%	7.63%	14.56%	-14.77%	27.96%	4.66%	22.01%	-13.01%	7.69%

Correlation

The correlation between K and IWN 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	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000	0.30

The correlation between K and IWN shifts across timeframes, from 0.13 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Return for Risk

K vs. IWN — Risk / Return Rank

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

K

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IWN

IWN Risk / Return Rank: 85
IWN Sharpe Ratio Rank: 84
IWN Sortino Ratio Rank: 84
IWN Omega Ratio Rank: 78
IWN Calmar Ratio Rank: 91
IWN Martin Ratio Rank: 88

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.

K vs. IWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) and iShares Russell 2000 Value ETF (IWN). 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.

	K	IWN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.35	—
Sortino ratio: Return per unit of downside risk	—	3.27	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	5.02	—
Martin ratio: Return relative to average drawdown	—	16.91	—

Drawdowns

Drawdown Indicators

	K	IWN	Difference
Max Drawdown Largest peak-to-trough decline	—	-61.55%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.45%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-26.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.08%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-10.15%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.51%	—

Volatility

Volatility by Period

	K	IWN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.09%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.47%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.41%	—

Dividends

K vs. IWN - Dividend Comparison

K has not paid dividends to shareholders, while IWN's dividend yield for the trailing twelve months is around 1.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWN iShares Russell 2000 Value ETF	1.42%	1.70%	1.80%	2.04%	2.12%	1.48%	1.60%	1.92%	1.99%	1.78%	1.74%	2.15%
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%

Frequently Asked Questions

Can I hold both K and IWN in my portfolio?

K and IWN 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.