MHK vs. ISCG
MHK (Mohawk Industries, Inc.) is a stock, while ISCG (iShares Morningstar Small-Cap Growth ETF) is Small Cap Growth Equities fund tracking the Morningstar US Small Cap Broad Growth Extended Index. Over the past 10 years, MHK returned -5.09%/yr vs 12.03%/yr for ISCG. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
MHK vs. ISCG - Performance Comparison
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Returns By Period
In the year-to-date period, MHK achieves a 0.59% return, which is significantly lower than ISCG's 15.33% return. Over the past 10 years, MHK has underperformed ISCG with an annualized return of -5.09%, while ISCG has yielded a comparatively higher 12.03% annualized return.
MHK
- 1D
- -2.09%
- 1M
- 7.37%
- YTD
- 0.59%
- 6M
- 1.26%
- 1Y
- 10.47%
- 3Y*
- 3.97%
- 5Y*
- -10.20%
- 10Y*
- -5.09%
ISCG
- 1D
- 0.09%
- 1M
- 3.57%
- YTD
- 15.33%
- 6M
- 11.70%
- 1Y
- 33.36%
- 3Y*
- 17.90%
- 5Y*
- 5.29%
- 10Y*
- 12.03%
MHK vs. ISCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHK Mohawk Industries, Inc. | 0.59% | -8.25% | 15.10% | 1.25% | -43.89% | 29.25% | 3.35% | 16.60% | -57.61% | 38.17% |
ISCG iShares Morningstar Small-Cap Growth ETF | 15.33% | 12.88% | 13.35% | 23.13% | -26.75% | -1.26% | 43.41% | 27.66% | -6.91% | 24.68% |
Correlation
The correlation between MHK and ISCG is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2004 | 0.60 |
The correlation between MHK and ISCG has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
MHK vs. ISCG — Risk / Return Rank
MHK
ISCG
MHK vs. ISCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mohawk Industries, Inc. (MHK) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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.
| MHK | ISCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.93 | -2.61 |
| Martin ratioReturn relative to average drawdown | 0.58 | 11.16 | -10.58 |
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Drawdowns
MHK vs. ISCG - Drawdown Comparison
The maximum MHK drawdown since its inception was -83.44%, which is greater than ISCG's maximum drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for MHK and ISCG.
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Drawdown Indicators
| MHK | ISCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.44% | -57.72% | -25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -32.50% | -11.43% | -21.07% |
Max Drawdown (3Y)Largest decline over 3 years | -42.02% | -26.71% | -15.31% |
Max Drawdown (5Y)Largest decline over 5 years | -63.51% | -37.80% | -25.71% |
Max Drawdown (10Y)Largest decline over 10 years | -79.40% | -41.48% | -37.92% |
Current DrawdownCurrent decline from peak | -61.40% | 0.00% | -61.40% |
Average DrawdownAverage peak-to-trough decline | -31.05% | -11.61% | -19.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.02% | 3.00% | +15.02% |
Volatility
MHK vs. ISCG - Volatility Comparison
Mohawk Industries, Inc. (MHK) has a higher volatility of 13.23% compared to iShares Morningstar Small-Cap Growth ETF (ISCG) at 5.78%. This indicates that MHK's price experiences larger fluctuations and is considered to be riskier than ISCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHK | ISCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.23% | 5.78% | +7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 28.92% | 13.64% | +15.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.52% | 18.60% | +19.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.47% | 23.03% | +16.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.27% | 23.20% | +18.07% |
Dividends
MHK vs. ISCG - Dividend Comparison
MHK has not paid dividends to shareholders, while ISCG's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.58% | 0.61% | 0.84% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% |
MHK Mohawk Industries, 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
MHK and ISCG have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MHK has higher volatility (13.23%) compared to ISCG (5.78%). In terms of maximum drawdown, MHK dropped -83.44% vs ISCG's -57.72%.
ISCG currently has the higher Sharpe Ratio (1.80 vs 0.27), 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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