LOPE vs. URTH
LOPE (Grand Canyon Education, Inc.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, LOPE returned 13.80%/yr vs 13.44%/yr for URTH. At a 0.35 correlation, their price movements are largely independent.
Performance
LOPE vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, LOPE achieves a -13.92% return, which is significantly lower than URTH's 8.07% return. Both investments have delivered pretty close results over the past 10 years, with LOPE having a 13.80% annualized return and URTH not far behind at 13.44%.
LOPE
- 1D
- 0.77%
- 1M
- -8.64%
- YTD
- -13.92%
- 6M
- -14.87%
- 1Y
- -25.31%
- 3Y*
- 12.29%
- 5Y*
- 9.76%
- 10Y*
- 13.80%
URTH
- 1D
- -1.45%
- 1M
- -0.88%
- YTD
- 8.07%
- 6M
- 7.24%
- 1Y
- 23.04%
- 3Y*
- 19.67%
- 5Y*
- 11.29%
- 10Y*
- 13.44%
LOPE vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOPE Grand Canyon Education, Inc. | -13.92% | 1.53% | 24.05% | 24.97% | 23.28% | -7.95% | -2.80% | -0.36% | 7.38% | 53.17% |
URTH iShares MSCI World ETF | 8.07% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between LOPE and URTH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2012 | 0.35 |
Over the past year, the correlation between LOPE and URTH has dropped to 0.11 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
LOPE vs. URTH — Risk / Return Rank
LOPE
URTH
LOPE vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grand Canyon Education, Inc. (LOPE) and iShares MSCI World ETF (URTH). 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.
| LOPE | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.33 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.55 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.21 | 11.29 | -12.50 |
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Drawdowns
LOPE vs. URTH - Drawdown Comparison
The maximum LOPE drawdown since its inception was -54.81%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for LOPE and URTH.
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Drawdown Indicators
| LOPE | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -34.01% | -20.80% |
Max Drawdown (1Y)Largest decline over 1 year | -35.80% | -9.06% | -26.74% |
Max Drawdown (3Y)Largest decline over 3 years | -35.80% | -16.94% | -18.86% |
Max Drawdown (5Y)Largest decline over 5 years | -35.80% | -26.05% | -9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | -34.01% | -20.80% |
Current DrawdownCurrent decline from peak | -35.09% | -2.63% | -32.46% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -4.36% | -13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.97% | 2.05% | +18.92% |
Volatility
LOPE vs. URTH - Volatility Comparison
Grand Canyon Education, Inc. (LOPE) has a higher volatility of 6.82% compared to iShares MSCI World ETF (URTH) at 4.71%. This indicates that LOPE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOPE | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 4.71% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 10.26% | +10.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.25% | 12.66% | +18.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.08% | 16.28% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.91% | 17.20% | +13.71% |
Dividends
LOPE vs. URTH - Dividend Comparison
LOPE has not paid dividends to shareholders, while URTH'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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOPE Grand Canyon Education, 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% |
URTH iShares MSCI World ETF | 1.42% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
LOPE and URTH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOPE has higher volatility (6.82%) compared to URTH (4.71%). In terms of maximum drawdown, LOPE dropped -54.81% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.83 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.
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