PHIO vs. IYK
PHIO (Phio Pharmaceuticals Corp.) is a stock, while IYK (iShares U.S. Consumer Staples ETF) is Consumer Staples Equities fund tracking the Russell 1000 Consumer Staples RIC 22.5/45 Capped Index. Over the past 10 years, PHIO returned -69.36%/yr vs 9.18%/yr for IYK. At a 0.07 correlation, their price movements are largely independent.
Performance
PHIO vs. IYK - Performance Comparison
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Returns By Period
In the year-to-date period, PHIO achieves a -4.77% return, which is significantly lower than IYK's 13.61% return. Over the past 10 years, PHIO has underperformed IYK with an annualized return of -69.36%, while IYK has yielded a comparatively higher 9.18% annualized return.
PHIO
- 1D
- 12.34%
- 1M
- -5.67%
- 6M
- -11.51%
- YTD
- -4.77%
- 1Y
- -57.99%
- 3Y*
- -65.60%
- 5Y*
- -65.22%
- 10Y*
- -69.36%
IYK
- 1D
- 2.93%
- 1M
- 2.60%
- 6M
- 9.16%
- YTD
- 13.61%
- 1Y
- 10.64%
- 3Y*
- 6.99%
- 5Y*
- 6.96%
- 10Y*
- 9.18%
PHIO vs. IYK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHIO Phio Pharmaceuticals Corp. | -4.77% | -41.67% | -73.68% | -82.97% | -62.80% | -62.83% | -71.40% | -48.17% | -94.07% | -22.21% |
IYK iShares U.S. Consumer Staples ETF | 13.61% | 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 -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 10, 2012 | 0.07 |
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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 Staples 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.
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.
| PHIO | IYK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.14 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.00 | -1.85 |
| Martin ratioReturn relative to average drawdown | -1.17 | 2.02 | -3.19 |
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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 | -68.73% | -10.68% | -58.05% |
Max Drawdown (3Y)Largest decline over 3 years | -96.57% | -12.14% | -84.43% |
Max Drawdown (5Y)Largest decline over 5 years | -99.66% | -15.05% | -84.61% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -33.19% | -66.81% |
Current DrawdownCurrent decline from peak | -100.00% | -2.08% | -97.92% |
Average DrawdownAverage peak-to-trough decline | -91.68% | -5.07% | -86.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.45% | 5.29% | +44.16% |
Volatility
PHIO vs. IYK - Volatility Comparison
Phio Pharmaceuticals Corp. (PHIO) has a higher volatility of 23.70% compared to iShares U.S. Consumer Staples ETF (IYK) at 5.83%. 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 | 23.70% | 5.83% | +17.87% |
Volatility (6M)Calculated over the trailing 6-month period | 65.51% | 10.80% | +54.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.06% | 13.52% | +68.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 184.01% | 13.24% | +170.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.17% | 15.56% | +134.61% |
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 2.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Staples ETF | 2.52% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHIO has higher volatility (23.70%) compared to IYK (5.83%). In terms of maximum drawdown, PHIO dropped -100.00% vs IYK's -42.64%.
IYK currently has the higher Sharpe Ratio (0.79 vs -0.71), 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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