NPSCY vs. ITOT
NPSCY (Nippon Steel Corp ADR) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, NPSCY returned -0.27%/yr vs 15.01%/yr for ITOT. At a 0.27 correlation, their price movements are largely independent.
Performance
NPSCY vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, NPSCY achieves a -14.74% return, which is significantly lower than ITOT's 11.25% return. Over the past 10 years, NPSCY has underperformed ITOT with an annualized return of -0.27%, while ITOT has yielded a comparatively higher 15.01% annualized return.
NPSCY
- 1D
- 1.46%
- 1M
- -5.19%
- YTD
- -14.74%
- 6M
- -13.03%
- 1Y
- -13.10%
- 3Y*
- -3.75%
- 5Y*
- -0.25%
- 10Y*
- -0.27%
ITOT
- 1D
- -0.73%
- 1M
- 5.01%
- YTD
- 11.25%
- 6M
- 11.12%
- 1Y
- 28.12%
- 3Y*
- 22.09%
- 5Y*
- 12.69%
- 10Y*
- 15.01%
NPSCY vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NPSCY Nippon Steel Corp ADR | -14.74% | 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 | 11.25% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between NPSCY and ITOT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.27 |
The correlation between NPSCY and ITOT shifts across timeframes, from 0.21 (10 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NPSCY vs. ITOT — Risk / Return Rank
NPSCY
ITOT
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 ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.71 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.42 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.17 | -3.65 |
| Martin ratioReturn relative to average drawdown | -0.91 | 14.57 | -15.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NPSCY | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.32 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.74 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.82 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.57 | -0.76 |
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.
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Drawdown Indicators
| NPSCY | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.24% | -55.20% | -35.04% |
Max Drawdown (1Y)Largest decline over 1 year | -27.66% | -8.90% | -18.76% |
Max Drawdown (3Y)Largest decline over 3 years | -30.41% | -19.44% | -10.97% |
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 DrawdownCurrent decline from peak | -76.02% | -0.73% | -75.29% |
Average DrawdownAverage peak-to-trough decline | -67.05% | -6.97% | -60.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 1.94% | +12.40% |
Volatility
NPSCY vs. ITOT - Volatility Comparison
Nippon Steel Corp ADR (NPSCY) has a higher volatility of 6.63% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. 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.
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Volatility by Period
| NPSCY | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 2.99% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 18.69% | 9.13% | +9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.42% | 12.20% | +14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.62% | 17.36% | +15.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.48% | 18.26% | +17.22% |
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 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.98% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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% |
Frequently Asked Questions
NPSCY and ITOT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPSCY has higher volatility (6.63%) compared to ITOT (2.99%). In terms of maximum drawdown, NPSCY dropped -90.24% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.32 vs -0.50), 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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