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LUNR vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUNR vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Machines Inc. (LUNR) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUNR achieves a 64.02% return, which is significantly higher than IGM's 23.42% return.


LUNR

1D
-13.12%
1M
-25.39%
YTD
64.02%
6M
122.39%
1Y
144.44%
3Y*
42.24%
5Y*
10Y*

IGM

1D
0.69%
1M
3.04%
YTD
23.42%
6M
23.24%
1Y
48.57%
3Y*
35.37%
5Y*
20.09%
10Y*
24.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUNR vs. IGM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LUNR
Intuitive Machines Inc.
64.02%-10.63%610.76%-74.45%3.73%-0.10%
IGM
iShares Expanded Tech Sector ETF
23.42%26.76%36.99%60.68%-35.83%-2.12%

Correlation

The correlation between LUNR and IGM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.23

The correlation between LUNR and IGM shifts across timeframes, from 0.23 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LUNR vs. IGM — Risk / Return Rank

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

LUNR
LUNR Risk / Return Rank: 8181
Overall Rank
LUNR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LUNR Sortino Ratio Rank: 8181
Sortino Ratio Rank
LUNR Omega Ratio Rank: 7777
Omega Ratio Rank
LUNR Calmar Ratio Rank: 8787
Calmar Ratio Rank
LUNR Martin Ratio Rank: 8383
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGM Omega Ratio Rank: 7373
Omega Ratio Rank
IGM Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGM Martin Ratio Rank: 6464
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.

LUNR vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Machines Inc. (LUNR) and iShares Expanded Tech Sector ETF (IGM). 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.


LUNRIGMDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

3.47

2.97

+0.50

Martin ratioReturn relative to average drawdown

7.12

10.06

-2.94

LUNR vs. IGM - Sharpe Ratio Comparison

The current LUNR Sharpe Ratio is 1.31, which is lower than the IGM Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of LUNR and IGM, 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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Drawdowns

LUNR vs. IGM - Drawdown Comparison

The maximum LUNR drawdown since its inception was -97.43%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for LUNR and IGM.


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Drawdown Indicators


LUNRIGMDifference

Max Drawdown

Largest peak-to-trough decline

-97.43%

-65.59%

-31.84%

Max Drawdown (1Y)

Largest decline over 1 year

-41.94%

-16.44%

-25.50%

Max Drawdown (3Y)

Largest decline over 3 years

-78.54%

-26.39%

-52.15%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

Current Drawdown

Current decline from peak

-67.53%

-6.80%

-60.73%

Average Drawdown

Average peak-to-trough decline

-63.21%

-15.22%

-47.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.37%

4.84%

+15.53%

Volatility

LUNR vs. IGM - Volatility Comparison

Intuitive Machines Inc. (LUNR) has a higher volatility of 42.95% compared to iShares Expanded Tech Sector ETF (IGM) at 10.03%. This indicates that LUNR's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUNRIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.95%

10.03%

+32.92%

Volatility (6M)

Calculated over the trailing 6-month period

93.42%

18.11%

+75.31%

Volatility (1Y)

Calculated over the trailing 1-year period

111.16%

21.98%

+89.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

171.29%

25.91%

+145.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.29%

24.66%

+146.63%

Dividends

LUNR vs. IGM - Dividend Comparison

LUNR has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.13%.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.13%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
LUNR
Intuitive Machines 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%

Frequently Asked Questions


LUNR and IGM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUNR has higher volatility (42.95%) compared to IGM (10.03%). In terms of maximum drawdown, LUNR dropped -97.43% vs IGM's -65.59%.

IGM currently has the higher Sharpe Ratio (2.22 vs 1.31), 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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