MYRG vs. IDGT
MYRG (MYR Group Inc.) is a stock, while IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) is Technology Equities fund tracking the S&P Data Center, Tower REIT and Communications Equipment Index. Over the past 10 years, MYRG returned 31.70%/yr vs 12.73%/yr for IDGT. At a 0.45 correlation, their price movements are largely independent.
Performance
MYRG vs. IDGT - Performance Comparison
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Returns By Period
In the year-to-date period, MYRG achieves a 82.52% return, which is significantly higher than IDGT's 33.33% return. Over the past 10 years, MYRG has outperformed IDGT with an annualized return of 31.70%, while IDGT has yielded a comparatively lower 12.73% annualized return.
MYRG
- 1D
- -3.90%
- 1M
- -10.73%
- 6M
- 63.32%
- YTD
- 82.52%
- 1Y
- 110.39%
- 3Y*
- 39.75%
- 5Y*
- 35.19%
- 10Y*
- 31.70%
IDGT
- 1D
- -2.38%
- 1M
- -8.79%
- 6M
- 29.39%
- YTD
- 33.33%
- 1Y
- 38.58%
- 3Y*
- 19.26%
- 5Y*
- 10.85%
- 10Y*
- 12.73%
MYRG vs. IDGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MYRG MYR Group Inc. | 82.52% | 46.87% | 2.86% | 57.09% | -16.72% | 83.94% | 84.41% | 15.69% | -21.16% | -5.18% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 33.33% | 6.79% | 26.71% | -6.09% | -17.90% | 42.14% | 8.78% | 17.39% | -1.97% | 11.81% |
Correlation
The correlation between MYRG and IDGT is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2008 | 0.45 |
The correlation between MYRG and IDGT has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
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Return for Risk
MYRG vs. IDGT — Risk / Return Rank
MYRG
IDGT
MYRG vs. IDGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MYR Group Inc. (MYRG) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
| MYRG | IDGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.44 | 2.63 | +2.81 |
| Martin ratioReturn relative to average drawdown | 17.94 | 9.23 | +8.71 |
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Drawdowns
MYRG vs. IDGT - Drawdown Comparison
The maximum MYRG drawdown since its inception was -64.46%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for MYRG and IDGT.
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Drawdown Indicators
| MYRG | IDGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.46% | -77.95% | +13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -20.42% | -14.73% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -50.29% | -22.76% | -27.53% |
Max Drawdown (5Y)Largest decline over 5 years | -50.29% | -35.83% | -14.46% |
Max Drawdown (10Y)Largest decline over 10 years | -61.52% | -36.88% | -24.64% |
Current DrawdownCurrent decline from peak | -20.42% | -14.73% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -17.44% | -19.86% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 4.19% | +1.98% |
Volatility
MYRG vs. IDGT - Volatility Comparison
MYR Group Inc. (MYRG) has a higher volatility of 16.39% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.13%. This indicates that MYRG's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYRG | IDGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.39% | 7.13% | +9.26% |
Volatility (6M)Calculated over the trailing 6-month period | 37.91% | 18.74% | +19.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.94% | 22.18% | +25.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 23.48% | +18.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.91% | 23.32% | +20.59% |
Dividends
MYRG vs. IDGT - Dividend Comparison
MYRG has not paid dividends to shareholders, while IDGT's dividend yield for the trailing twelve months is around 0.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.80% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
MYRG MYR Group 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
MYRG and IDGT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYRG has higher volatility (16.39%) compared to IDGT (7.13%). In terms of maximum drawdown, MYRG dropped -64.46% vs IDGT's -77.95%.
MYRG currently has the higher Sharpe Ratio (2.32 vs 1.75), 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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