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LUNR vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LUNR vs. IYW

Last updated Jun 4, 2026

LUNR (Intuitive Machines Inc. ) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 3 years, LUNR returned 66.65%/yr vs 35.24%/yr for IYW. At a 0.22 correlation, their price movements are largely independent.

Performance

LUNR vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Machines Inc. (LUNR) and iShares U.S. Technology ETF (IYW). 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 108.44% return, which is significantly higher than IYW's 29.03% return.

LUNR

1D
-14.51%
1M
33.45%
YTD
108.44%
6M
231.67%
1Y
206.71%
3Y*
66.65%
5Y*
—
10Y*
—

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUNR vs. IYW - Yearly Performance Comparison

2026 (YTD)20252024202320222021
LUNR
Intuitive Machines Inc. 		108.44%-10.63%610.76%-74.45%3.73%-0.10%
IYW
iShares U.S. Technology ETF		29.03%25.38%30.25%65.44%-34.83%0.12%

Correlation

The correlation between LUNR and IYW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.39

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2021

0.22

The correlation between LUNR and IYW shifts across timeframes, from 0.22 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Intuitive Machines Inc.

iShares U.S. Technology ETF

Often compared with LUNR:
LUNR vs. RKLBLUNR vs. ASTSLUNR vs. GRABLUNR vs. AIRILUNR vs. IONQLUNR vs. BRK-BLUNR vs. SCHG
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. IWFIYW vs. SOXX

Return for Risk

LUNR vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LUNR
LUNR Risk / Return Rank: 8686
Overall Rank
LUNR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LUNR Sortino Ratio Rank: 8484
Sortino Ratio Rank
LUNR Omega Ratio Rank: 8080
Omega Ratio Rank
LUNR Calmar Ratio Rank: 9191
Calmar Ratio Rank
LUNR Martin Ratio Rank: 8888
Martin Ratio Rank
IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Machines Inc. (LUNR) and iShares U.S. Technology ETF (IYW). 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.

LUNRIYWDifference
Sharpe ratioReturn per unit of total volatility
1.92
2.98

-1.06

Sortino ratioReturn per unit of downside risk
2.65
3.70

-1.05

Omega ratioGain probability vs. loss probability

1.31

1.48

-0.17

Calmar ratioReturn relative to maximum drawdown

4.97

3.36

+1.61

Martin ratioReturn relative to average drawdown

10.59

11.00

-0.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUNR vs. IYW - Sharpe Ratio Comparison

The current LUNR Sharpe Ratio is 1.92, which is lower than the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of LUNR and IYW, 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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Sharpe Ratios by Period

LUNRIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.98

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.89

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.04

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.35

-0.17

Drawdowns

LUNR vs. IYW - Drawdown Comparison

The maximum LUNR drawdown since its inception was -97.43%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for LUNR and IYW.

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Drawdown Indicators

LUNRIYWDifference

Max Drawdown

Largest peak-to-trough decline

-97.43%

-81.90%

-15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-41.88%

-17.81%

-24.07%

Max Drawdown (3Y)

Largest decline over 3 years

-78.54%

-26.47%

-52.07%

Max Drawdown (5Y)

Largest decline over 5 years

—

-39.44%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.44%

—

Current Drawdown

Current decline from peak

-58.74%

-0.92%

-57.82%

Average Drawdown

Average peak-to-trough decline

-63.26%

-34.66%

-28.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.61%

5.43%

+14.18%

Volatility

LUNR vs. IYW - Volatility Comparison

Intuitive Machines Inc. (LUNR) has a higher volatility of 43.33% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that LUNR's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LUNRIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.33%

6.30%

+37.03%

Volatility (6M)

Calculated over the trailing 6-month period

90.47%

15.85%

+74.62%

Volatility (1Y)

Calculated over the trailing 1-year period

108.47%

20.09%

+88.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

171.46%

25.87%

+145.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.46%

25.09%

+146.37%

Dividends

LUNR vs. IYW - Dividend Comparison

LUNR has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.

PositionTTM20252024202320222021202020192018201720162015
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%
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 IYW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUNR has higher volatility (43.33%) compared to IYW (6.30%). In terms of maximum drawdown, LUNR dropped -97.43% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.98 vs 1.92), 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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