POOL vs. IGM
POOL (Pool Corporation) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Technology Sector Index. Over the past 10 years, POOL returned 8.23%/yr vs 25.19%/yr for IGM. At a 0.48 correlation, their price movements are largely independent.
Performance
POOL vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, POOL achieves a -19.95% return, which is significantly lower than IGM's 31.32% return. Over the past 10 years, POOL has underperformed IGM with an annualized return of 8.23%, while IGM has yielded a comparatively higher 25.19% annualized return.
POOL
- 1D
- 0.61%
- 1M
- -10.43%
- YTD
- -19.95%
- 6M
- -25.55%
- 1Y
- -39.50%
- 3Y*
- -16.55%
- 5Y*
- -15.08%
- 10Y*
- 8.23%
IGM
- 1D
- -0.84%
- 1M
- 16.93%
- YTD
- 31.32%
- 6M
- 29.19%
- 1Y
- 62.26%
- 3Y*
- 39.18%
- 5Y*
- 22.04%
- 10Y*
- 25.19%
POOL vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POOL Pool Corporation | -19.95% | -31.81% | -13.39% | 33.51% | -46.03% | 52.98% | 76.95% | 44.50% | 15.97% | 25.78% |
IGM iShares Expanded Tech Sector ETF | 31.32% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between POOL and IGM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2001 | 0.48 |
Over the past year, the correlation between POOL and IGM has dropped to 0.17 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
POOL vs. IGM — Risk / Return Rank
POOL
IGM
POOL vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) and iShares Expanded Tech Sector ETF (IGM). 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.
| POOL | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.26 | ||
| Sortino ratioReturn per unit of downside risk | -5.53 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.50 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 3.81 | -4.65 |
| Martin ratioReturn relative to average drawdown | -1.57 | 13.36 | -14.93 |
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
| POOL | IGM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | 3.07 | -4.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.86 | -1.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 1.03 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.08 |
Drawdowns
POOL vs. IGM - Drawdown Comparison
The maximum POOL drawdown since its inception was -75.71%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for POOL and IGM.
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Drawdown Indicators
| POOL | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.71% | -65.59% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -46.86% | -16.44% | -30.42% |
Max Drawdown (3Y)Largest decline over 3 years | -56.77% | -26.39% | -30.38% |
Max Drawdown (5Y)Largest decline over 5 years | -67.85% | -40.68% | -27.17% |
Max Drawdown (10Y)Largest decline over 10 years | -67.85% | -40.68% | -27.17% |
Current DrawdownCurrent decline from peak | -66.63% | -0.84% | -65.79% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -15.23% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.15% | 4.67% | +20.48% |
Volatility
POOL vs. IGM - Volatility Comparison
Pool Corporation (POOL) has a higher volatility of 11.00% compared to iShares Expanded Tech Sector ETF (IGM) at 6.10%. This indicates that POOL's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POOL | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.00% | 6.10% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 26.09% | 16.08% | +10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.30% | 20.43% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.87% | 25.68% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 24.54% | +6.98% |
Dividends
POOL vs. IGM - Dividend Comparison
POOL's dividend yield for the trailing twelve months is around 2.79%, more than IGM's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.12% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
POOL Pool Corporation | 2.79% | 2.16% | 1.38% | 1.08% | 1.26% | 0.53% | 0.61% | 0.99% | 1.16% | 1.10% | 1.14% | 1.24% |
Frequently Asked Questions
POOL and IGM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POOL has higher volatility (11.00%) compared to IGM (6.10%). In terms of maximum drawdown, POOL dropped -75.71% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (3.07 vs -1.19), 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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