NPSCY vs. ITOT

Last updated Apr 2, 2026

Compare and contrast key facts about Nippon Steel Corp ADR (NPSCY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).

ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.

Performance

NPSCY vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nippon Steel Corp ADR (NPSCY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

NPSCY vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NPSCY Nippon Steel Corp ADR	-9.34%	0.80%	-7.33%	28.37%	6.96%	31.91%	-17.69%	-8.64%	-33.48%	17.84%
ITOT iShares Core S&P Total U.S. Stock Market ETF	-3.31%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-5.33%	21.37%

Returns By Period

In the year-to-date period, NPSCY achieves a -9.34% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, NPSCY has underperformed ITOT with an annualized return of 0.63%, while ITOT has yielded a comparatively higher 13.65% annualized return.

NPSCY

• 1D: 1.37%
• 1M: -8.21%
• YTD: -9.34%
• 6M: -14.46%
• 1Y: -12.39%
• 3Y*: -6.38%
• 5Y*: 3.29%
• 10Y*: 0.63%

ITOT

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.31%
• 6M: -1.32%
• 1Y: 18.51%
• 3Y*: 18.11%
• 5Y*: 10.62%
• 10Y*: 13.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NPSCY vs. ITOT — Risk / Return Rank

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

NPSCY

NPSCY Risk / Return Rank: 20
NPSCY Sharpe Ratio Rank: 21
NPSCY Sortino Ratio Rank: 20
NPSCY Omega Ratio Rank: 20
NPSCY Calmar Ratio Rank: 21
NPSCY Martin Ratio Rank: 16

ITOT

ITOT Risk / Return Rank: 59
ITOT Sharpe Ratio Rank: 53
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 60
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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.

NPSCY vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Steel Corp ADR (NPSCY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

	NPSCY	ITOT	Difference
Sharpe ratio Return per unit of total volatility	-0.43	1.00	-1.43
Sortino ratio Return per unit of downside risk	-0.42	1.52	-1.94
Omega ratio Gain probability vs. loss probability	0.95	1.23	-0.28
Calmar ratio Return relative to maximum drawdown	-0.58	1.53	-2.11
Martin ratio Return relative to average drawdown	-1.23	7.25	-8.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NPSCY vs. ITOT - Sharpe Ratio Comparison

The current NPSCY Sharpe Ratio is -0.43, which is lower than the ITOT Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NPSCY and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NPSCY	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	1.00	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.61	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.75	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.54	-0.71

Correlation

The correlation between NPSCY and ITOT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NPSCY vs. ITOT - Dividend Comparison

NPSCY has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.12%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NPSCY Nippon Steel Corp ADR	0.00%	2.70%	2.58%	0.00%	0.00%	0.55%	0.00%	0.00%	0.00%	1.58%	0.67%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Drawdowns

NPSCY vs. ITOT - Drawdown Comparison

The maximum NPSCY drawdown since its inception was -90.24%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NPSCY and ITOT.

Drawdown Indicators

	NPSCY	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-90.24%	-55.20%	-35.04%
Max Drawdown (1Y) Largest decline over 1 year	-24.28%	-12.34%	-11.94%
Max Drawdown (5Y) Largest decline over 5 years	-36.57%	-25.36%	-11.21%
Max Drawdown (10Y) Largest decline over 10 years	-72.82%	-35.00%	-37.82%
Current Drawdown Current decline from peak	-74.50%	-5.51%	-68.99%
Average Drawdown Average peak-to-trough decline	-66.97%	-7.02%	-59.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.49%	2.61%	+8.88%

Volatility

NPSCY vs. ITOT - Volatility Comparison

Nippon Steel Corp ADR (NPSCY) has a higher volatility of 7.93% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that NPSCY's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NPSCY	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	5.49%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	19.91%	9.78%	+10.13%
Volatility (1Y) Calculated over the trailing 1-year period	28.73%	18.68%	+10.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.30%	17.36%	+15.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.77%	18.25%	+17.52%