LTBR vs. IWR
LTBR (Lightbridge Corporation) is a stock, while IWR (iShares Russell Midcap ETF) is Mid Cap Blend Equities fund tracking the Russell Midcap Index. Over the past 10 years, LTBR returned -14.40%/yr vs 11.43%/yr for IWR. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
LTBR vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, LTBR achieves a -34.81% return, which is significantly lower than IWR's 14.55% return. Over the past 10 years, LTBR has underperformed IWR with an annualized return of -14.40%, while IWR has yielded a comparatively higher 11.43% annualized return.
LTBR
- 1D
- -2.37%
- 1M
- -4.63%
- 6M
- -46.44%
- YTD
- -34.81%
- 1Y
- -37.00%
- 3Y*
- 8.17%
- 5Y*
- 6.16%
- 10Y*
- -14.40%
- ALL TIME*
- -19.60%
IWR
- 1D
- -0.28%
- 1M
- -0.59%
- 6M
- 11.19%
- YTD
- 14.55%
- 1Y
- 20.25%
- 3Y*
- 14.75%
- 5Y*
- 8.04%
- 10Y*
- 11.43%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $186.41M | $266.84M | $222.00M | |
| $9.78M | $7.67M | $9.61M |
LTBR vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTBR Lightbridge Corporation | -34.81% | 167.23% | 47.35% | -17.48% | -41.28% | 56.62% | -6.00% | -31.19% | -55.33% | 7.02% |
IWR iShares Russell Midcap ETF | 14.55% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
Correlation
The correlation between LTBR and IWR is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.16 |
Over the past year, LTBR and IWR have become more correlated (0.53) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
LTBR vs. IWR — Risk / Return Rank
LTBR
IWR
LTBR vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lightbridge Corporation (LTBR) and iShares Russell Midcap ETF (IWR). 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.
| LTBR | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.28 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.82 | 8.85 | -9.67 |
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Drawdowns
LTBR vs. IWR - Drawdown Comparison
The maximum LTBR drawdown since its inception was -99.96%, which is greater than IWR's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for LTBR and IWR.
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Drawdown Indicators
| LTBR | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -58.78% | -41.18% |
Max Drawdown (1Y)Largest decline over 1 year | -74.03% | -8.17% | -65.86% |
Max Drawdown (3Y)Largest decline over 3 years | -74.03% | -21.09% | -52.94% |
Max Drawdown (5Y)Largest decline over 5 years | -83.72% | -26.18% | -57.54% |
Max Drawdown (10Y)Largest decline over 10 years | -95.63% | -40.59% | -55.04% |
Current DrawdownCurrent decline from peak | -99.80% | -0.93% | -98.87% |
Average DrawdownAverage peak-to-trough decline | -95.04% | -7.76% | -87.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.40% | 2.10% | +45.30% |
Volatility
LTBR vs. IWR - Volatility Comparison
Lightbridge Corporation (LTBR) has a higher volatility of 23.67% compared to iShares Russell Midcap ETF (IWR) at 2.48%. This indicates that LTBR's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTBR | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.67% | 2.48% | +21.19% |
Volatility (6M)Calculated over the trailing 6-month period | 58.85% | 10.17% | +48.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.89% | 13.67% | +83.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.07% | 18.22% | +90.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.87% | 19.31% | +85.56% |
Dividends
LTBR vs. IWR - Dividend Comparison
LTBR has not paid dividends to shareholders, while IWR's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 1.16% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
LTBR Lightbridge 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
LTBR and IWR have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTBR has higher volatility (23.67%) compared to IWR (2.48%). In terms of maximum drawdown, LTBR dropped -99.96% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.36 vs -0.40), 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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