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PDD vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDD vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PDD Holdings Inc. (PDD) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDD achieves a -21.90% return, which is significantly lower than IAK's 10.07% return.


PDD

1D
1.28%
1M
7.49%
6M
-12.36%
YTD
-21.90%
1Y
-19.53%
3Y*
-0.57%
5Y*
-0.67%
10Y*
ALL TIME*
16.25%

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.76M$20.90M$11.89M
$489.49M$566.14M$770.02M

PDD vs. IAK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PDD
PDD Holdings Inc.
-21.90%16.91%-33.71%79.41%39.88%-67.19%369.78%68.54%-15.32%
IAK
iShares U.S. Insurance ETF
10.07%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-8.77%

Correlation

The correlation between PDD and IAK is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2018

0.13

The correlation between PDD and IAK shifts across timeframes, from -0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PDD vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PDD
PDD Risk / Return Rank: 2020
Overall Rank
PDD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PDD Sortino Ratio Rank: 1616
Sortino Ratio Rank
PDD Omega Ratio Rank: 1717
Omega Ratio Rank
PDD Calmar Ratio Rank: 2828
Calmar Ratio Rank
PDD Martin Ratio Rank: 2626
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PDD vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PDD Holdings Inc. (PDD) and iShares U.S. Insurance ETF (IAK). 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.


PDDIAKDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.91

1.21

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.47

2.45

-2.92

Martin ratioReturn relative to average drawdown

-0.90

5.96

-6.87

PDD vs. IAK - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is -0.65, which is lower than the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PDD and IAK, 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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Drawdowns

PDD vs. IAK - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, which is greater than IAK's maximum drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for PDD and IAK.


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Drawdown Indicators


PDDIAKDifference

Max Drawdown

Largest peak-to-trough decline

-87.41%

-77.38%

-10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-46.93%

-7.62%

-39.31%

Max Drawdown (3Y)

Largest decline over 3 years

-53.48%

-11.58%

-41.90%

Max Drawdown (5Y)

Largest decline over 5 years

-76.30%

-14.76%

-61.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-56.34%

-3.23%

-53.11%

Average Drawdown

Average peak-to-trough decline

-39.65%

-16.01%

-23.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.37%

3.13%

+21.24%

Volatility

PDD vs. IAK - Volatility Comparison

PDD Holdings Inc. (PDD) has a higher volatility of 7.74% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDDIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

7.03%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

26.27%

12.43%

+13.84%

Volatility (1Y)

Calculated over the trailing 1-year period

33.67%

16.00%

+17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.32%

18.13%

+49.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.97%

20.92%

+48.05%

Dividends

PDD vs. IAK - Dividend Comparison

PDD has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.43%.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
PDD
PDD Holdings 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


PDD and IAK have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDD has higher volatility (7.74%) compared to IAK (7.03%). In terms of maximum drawdown, PDD dropped -87.41% vs IAK's -77.38%.

IAK currently has the higher Sharpe Ratio (1.17 vs -0.65), 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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