MCO vs. IXC
MCO (Moody's Corporation) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, MCO returned 18.10%/yr vs 9.23%/yr for IXC. At a 0.34 correlation, their price movements are largely independent.
Performance
MCO vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -2.71% return, which is significantly lower than IXC's 27.51% return. Over the past 10 years, MCO has outperformed IXC with an annualized return of 18.10%, while IXC has yielded a comparatively lower 9.23% annualized return.
MCO
- 1D
- -0.20%
- 1M
- 10.47%
- 6M
- -7.09%
- YTD
- -2.71%
- 1Y
- -0.90%
- 3Y*
- 12.81%
- 5Y*
- 6.67%
- 10Y*
- 18.10%
IXC
- 1D
- 0.40%
- 1M
- -1.28%
- 6M
- 22.85%
- YTD
- 27.51%
- 1Y
- 34.59%
- 3Y*
- 16.47%
- 5Y*
- 20.80%
- 10Y*
- 9.23%
MCO vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -2.71% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
IXC iShares Global Energy ETF | 27.51% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between MCO and IXC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.34 |
The correlation between MCO and IXC shifts across timeframes, from -0.09 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MCO vs. IXC — Risk / Return Rank
MCO
IXC
MCO vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and iShares Global Energy ETF (IXC). 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.
| MCO | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.26 | -2.30 |
| Martin ratioReturn relative to average drawdown | -0.08 | 7.20 | -7.28 |
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Drawdowns
MCO vs. IXC - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for MCO and IXC.
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Drawdown Indicators
| MCO | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -67.88% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -15.36% | -8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -19.06% | -5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -24.93% | -16.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -64.16% | +22.14% |
Current DrawdownCurrent decline from peak | -7.90% | -8.23% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -17.74% | -17.45% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.61% | 4.83% | +6.78% |
Volatility
MCO vs. IXC - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 9.15% compared to iShares Global Energy ETF (IXC) at 7.10%. This indicates that MCO's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 7.10% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 15.95% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.36% | 19.38% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.57% | 23.47% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 26.82% | +0.90% |
Dividends
MCO vs. IXC - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.80%, less than IXC's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.98% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
MCO Moody's Corporation | 0.80% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Frequently Asked Questions
MCO and IXC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (9.15%) compared to IXC (7.10%). In terms of maximum drawdown, MCO dropped -78.72% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (1.80 vs -0.03), 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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