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PENN vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PENN vs. IWM

Last updated May 12, 2025

Compare and contrast key facts about Penn National Gaming, Inc. (PENN) and iShares Russell 2000 ETF (IWM).

IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PENN or IWM.

Correlation

The correlation between PENN and IWM is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PENN vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penn National Gaming, Inc. (PENN) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PENN:

38.24%

IWM:

24.05%

Max Drawdown

PENN:

-3.41%

IWM:

-59.05%

Current Drawdown

PENN:

-1.20%

IWM:

-16.73%

Returns By Period

PENN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IWM

YTD

-8.92%

1M

8.92%

6M

-15.23%

1Y

-0.59%

5Y*

11.03%

10Y*

6.37%

*Annualized

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Risk-Adjusted Performance

PENN vs. IWM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PENN
The Risk-Adjusted Performance Rank of PENN is 4949
Overall Rank
The Sharpe Ratio Rank of PENN is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PENN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PENN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PENN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PENN is 4949
Martin Ratio Rank
IWM
The Risk-Adjusted Performance Rank of IWM is 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PENN vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) and iShares Russell 2000 ETF (IWM). 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.

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Dividends

PENN vs. IWM - Dividend Comparison

PENN has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.23%.

TTM20242023202220212020201920182017201620152014
PENN
Penn National Gaming, 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%
IWM
iShares Russell 2000 ETF		1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

PENN vs. IWM - Drawdown Comparison

The maximum PENN drawdown since its inception was -3.41%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for PENN and IWM. For additional features, visit the drawdowns tool.

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Volatility

PENN vs. IWM - Volatility Comparison

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