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MYRG vs. IDGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYRG vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MYR Group Inc. (MYRG) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYRG achieves a 101.99% return, which is significantly higher than IDGT's 53.90% return. Over the past 10 years, MYRG has outperformed IDGT with an annualized return of 33.71%, while IDGT has yielded a comparatively lower 14.38% annualized return.


MYRG

1D
-1.99%
1M
-3.27%
YTD
101.99%
6M
100.81%
1Y
172.34%
3Y*
48.68%
5Y*
37.84%
10Y*
33.71%

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYRG vs. IDGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYRG
MYR Group Inc.
101.99%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
53.90%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 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2008

0.45

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Return for Risk

MYRG vs. IDGT — Risk / Return Rank

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

MYRG
MYRG Risk / Return Rank: 9696
Overall Rank
MYRG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MYRG Sortino Ratio Rank: 9696
Sortino Ratio Rank
MYRG Omega Ratio Rank: 9494
Omega Ratio Rank
MYRG Calmar Ratio Rank: 9898
Calmar Ratio Rank
MYRG Martin Ratio Rank: 9898
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
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.

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.


MYRGIDGTDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.53

1.52

+0.01

Calmar ratioReturn relative to maximum drawdown

12.71

7.54

+5.17

Martin ratioReturn relative to average drawdown

35.10

22.58

+12.52

MYRG vs. IDGT - Sharpe Ratio Comparison

The current MYRG Sharpe Ratio is 3.87, which is comparable to the IDGT Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of MYRG and IDGT, 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


MYRGIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.87

3.13

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.58

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.62

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.18

+0.28

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


MYRGIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-64.46%

-77.95%

+13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-8.45%

-5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-50.29%

-23.74%

-26.55%

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 Drawdown

Current decline from peak

-7.85%

-1.58%

-6.27%

Average Drawdown

Average peak-to-trough decline

-17.50%

-19.91%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

2.81%

+2.12%

Volatility

MYRG vs. IDGT - Volatility Comparison

MYR Group Inc. (MYRG) has a higher volatility of 12.98% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.87%. 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


MYRGIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.98%

7.87%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

35.08%

16.35%

+18.73%

Volatility (1Y)

Calculated over the trailing 1-year period

44.81%

20.41%

+24.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.57%

23.20%

+18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.64%

23.29%

+20.35%

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 0.72%.


PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYRG has higher volatility (12.98%) compared to IDGT (7.87%). In terms of maximum drawdown, MYRG dropped -64.46% vs IDGT's -77.95%.

MYRG currently has the higher Sharpe Ratio (3.87 vs 3.13), 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.

Portfolio Optimizer

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