NANC vs. IRM
NANC (Unusual Whales Subversive Democratic Trading ETF) is Large Cap Blend Equities fund actively managed by Subversive, while IRM (Iron Mountain Incorporated) is a stock. Over the past 3 years, NANC returned 22.64%/yr vs 34.90%/yr for IRM. At a 0.44 correlation, their price movements are largely independent.
Performance
NANC vs. IRM - Performance Comparison
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Returns By Period
In the year-to-date period, NANC achieves a 10.22% return, which is significantly lower than IRM's 54.53% return.
NANC
- 1D
- 2.12%
- 1M
- 3.76%
- YTD
- 10.22%
- 6M
- 10.78%
- 1Y
- 26.20%
- 3Y*
- 22.64%
- 5Y*
- —
- 10Y*
- —
IRM
- 1D
- -0.08%
- 1M
- 1.66%
- YTD
- 54.53%
- 6M
- 55.48%
- 1Y
- 29.54%
- 3Y*
- 34.90%
- 5Y*
- 27.60%
- 10Y*
- 19.01%
NANC vs. IRM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NANC Unusual Whales Subversive Democratic Trading ETF | 10.22% | 18.54% | 26.83% | 22.81% |
IRM Iron Mountain Incorporated | 54.53% | -18.24% | 54.48% | 32.93% |
Correlation
The correlation between NANC and IRM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2023 | 0.44 |
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Return for Risk
NANC vs. IRM — Risk / Return Rank
NANC
IRM
NANC vs. IRM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Democratic Trading ETF (NANC) and Iron Mountain Incorporated (IRM). 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.
| NANC | IRM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.18 | +0.98 |
| Martin ratioReturn relative to average drawdown | 8.74 | 2.83 | +5.92 |
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Drawdowns
NANC vs. IRM - Drawdown Comparison
The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum IRM drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for NANC and IRM.
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Drawdown Indicators
| NANC | IRM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -55.71% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -25.15% | +12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -20.94% | -39.03% | +18.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.03% | — |
Current DrawdownCurrent decline from peak | -0.68% | -3.72% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -13.16% | +10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 10.47% | -7.47% |
Volatility
NANC vs. IRM - Volatility Comparison
The current volatility for Unusual Whales Subversive Democratic Trading ETF (NANC) is 5.79%, while Iron Mountain Incorporated (IRM) has a volatility of 7.80%. This indicates that NANC experiences smaller price fluctuations and is considered to be less risky than IRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NANC | IRM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 7.80% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 24.00% | -12.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.35% | 32.05% | -17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 29.69% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 29.65% | -12.78% |
Dividends
NANC vs. IRM - Dividend Comparison
NANC's dividend yield for the trailing twelve months is around 0.19%, less than IRM's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRM Iron Mountain Incorporated | 3.30% | 3.88% | 2.60% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% |
NANC Unusual Whales Subversive Democratic Trading ETF | 0.19% | 0.21% | 0.20% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NANC and IRM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRM has higher volatility (7.80%) compared to NANC (5.79%). In terms of maximum drawdown, NANC dropped -20.94% vs IRM's -55.71%.
NANC currently has the higher Sharpe Ratio (1.84 vs 0.93), 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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