PHIO vs. IYK
PHIO (Phio Pharmaceuticals Corp.) is a stock, while IYK (iShares U.S. Consumer Goods ETF) is Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index. Over the past 10 years, PHIO returned -68.85%/yr vs 8.87%/yr for IYK. At a 0.08 correlation, their price movements are largely independent.
Performance
PHIO vs. IYK - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PHIO having a 5.71% return and IYK slightly lower at 5.67%. Over the past 10 years, PHIO has underperformed IYK with an annualized return of -68.85%, while IYK has yielded a comparatively higher 8.87% annualized return.
PHIO
- 1D
- -0.89%
- 1M
- -4.31%
- YTD
- 5.71%
- 6M
- -13.95%
- 1Y
- -46.89%
- 3Y*
- -66.70%
- 5Y*
- -65.39%
- 10Y*
- -68.85%
IYK
- 1D
- 0.24%
- 1M
- -1.01%
- YTD
- 5.67%
- 6M
- 5.57%
- 1Y
- 1.60%
- 3Y*
- 4.75%
- 5Y*
- 5.55%
- 10Y*
- 8.87%
PHIO vs. IYK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHIO Phio Pharmaceuticals Corp. | 5.71% | -41.67% | -73.68% | -82.97% | -62.80% | -62.83% | -71.40% | -48.17% | -94.07% | -22.21% |
IYK iShares U.S. Consumer Goods ETF | 5.67% | 4.78% | 5.27% | -2.84% | 3.57% | 17.32% | 32.65% | 28.12% | -13.84% | 16.53% |
Correlation
The correlation between PHIO and IYK is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 11, 2012 | 0.08 |
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Return for Risk
PHIO vs. IYK — Risk / Return Rank
PHIO
IYK
PHIO vs. IYK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phio Pharmaceuticals Corp. (PHIO) and iShares U.S. Consumer Goods ETF (IYK). 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.
| PHIO | IYK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.03 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 0.15 | -0.81 |
| Martin ratioReturn relative to average drawdown | -0.97 | 0.32 | -1.29 |
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
| PHIO | IYK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.13 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.43 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.46 | 0.57 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.25 | 0.56 | -0.81 |
Drawdowns
PHIO vs. IYK - Drawdown Comparison
The maximum PHIO drawdown since its inception was -100.00%, which is greater than IYK's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for PHIO and IYK.
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Drawdown Indicators
| PHIO | IYK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -42.64% | -57.36% |
Max Drawdown (1Y)Largest decline over 1 year | -71.05% | -10.68% | -60.37% |
Max Drawdown (3Y)Largest decline over 3 years | -97.09% | -12.14% | -84.95% |
Max Drawdown (5Y)Largest decline over 5 years | -99.67% | -15.05% | -84.62% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -33.19% | -66.81% |
Current DrawdownCurrent decline from peak | -100.00% | -8.92% | -91.08% |
Average DrawdownAverage peak-to-trough decline | -91.34% | -5.07% | -86.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.30% | 5.02% | +43.28% |
Volatility
PHIO vs. IYK - Volatility Comparison
Phio Pharmaceuticals Corp. (PHIO) has a higher volatility of 11.25% compared to iShares U.S. Consumer Goods ETF (IYK) at 3.54%. This indicates that PHIO's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHIO | IYK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 3.54% | +7.71% |
Volatility (6M)Calculated over the trailing 6-month period | 64.55% | 9.39% | +55.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.29% | 12.16% | +74.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 183.79% | 12.98% | +170.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.17% | 15.50% | +134.67% |
Dividends
PHIO vs. IYK - Dividend Comparison
PHIO has not paid dividends to shareholders, while IYK's dividend yield for the trailing twelve months is around 2.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.68% | 2.75% | 2.63% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% |
PHIO Phio Pharmaceuticals Corp. | 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
PHIO and IYK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHIO has higher volatility (11.25%) compared to IYK (3.54%). In terms of maximum drawdown, PHIO dropped -100.00% vs IYK's -42.64%.
IYK currently has the higher Sharpe Ratio (0.13 vs -0.55), 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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