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POOL vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

POOL vs. IGM

Last updated Jun 24, 2026

POOL (Pool Corporation) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, POOL returned 9.44%/yr vs 24.86%/yr for IGM. At a 0.47 correlation, their price movements are largely independent.

Performance

POOL vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pool Corporation (POOL) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POOL achieves a -13.68% return, which is significantly lower than IGM's 22.65% return. Over the past 10 years, POOL has underperformed IGM with an annualized return of 9.44%, while IGM has yielded a comparatively higher 24.86% annualized return.

POOL

1D
-0.39%
1M
5.52%
YTD
-13.68%
6M
-14.35%
1Y
-32.24%
3Y*
-16.58%
5Y*
-14.59%
10Y*
9.44%

IGM

1D
-3.56%
1M
0.74%
YTD
22.65%
6M
21.02%
1Y
47.83%
3Y*
35.67%
5Y*
19.25%
10Y*
24.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POOL vs. IGM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
POOL
Pool Corporation		-13.68%-31.81%-13.39%33.51%-46.03%52.98%76.95%44.50%15.97%25.78%
IGM
iShares Expanded Tech Sector ETF		22.65%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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

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 19, 2001

0.47

Over the past year, the correlation between POOL and IGM has dropped to 0.13 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Pool Corporation

iShares Expanded Tech Sector ETF

Often compared with POOL:
POOL vs. PNRPOOL vs. ROLPOOL vs. CAMTPOOL vs. SITEPOOL vs. SPYPOOL vs. VTIPOOL vs. TREX
Often compared with IGM:
IGM vs. QQQIGM vs. VGTIGM vs. IYWIGM vs. XLKIGM vs. IXNIGM vs. VOOIGM vs. IETC

Return for Risk

POOL vs. IGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
POOL
POOL Risk / Return Rank: 1111
Overall Rank
POOL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
POOL Sortino Ratio Rank: 88
Sortino Ratio Rank
POOL Omega Ratio Rank: 99
Omega Ratio Rank
POOL Calmar Ratio Rank: 1717
Calmar Ratio Rank
POOL Martin Ratio Rank: 1515
Martin Ratio Rank
IGM
IGM Risk / Return Rank: 6161
Overall Rank
IGM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IGM Omega Ratio Rank: 6060
Omega Ratio Rank
IGM Calmar Ratio Rank: 6161
Calmar Ratio Rank
IGM Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.

POOLIGMDifference
Sharpe ratioReturn per unit of total volatility
-0.95
2.11

-3.07

Sortino ratioReturn per unit of downside risk
-1.31
2.67

-3.98

Omega ratioGain probability vs. loss probability

0.84

1.36

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.69

2.92

-3.61

Martin ratioReturn relative to average drawdown

-1.20

9.77

-10.97

POOL vs. IGM - Sharpe Ratio Comparison

The current POOL Sharpe Ratio is -0.95, which is lower than the IGM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of POOL and IGM, 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

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

POOLIGMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-64.02%

-7.39%

-56.63%

Average Drawdown

Average peak-to-trough decline

-18.40%

-15.21%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.83%

4.91%

+21.92%

Volatility

POOL vs. IGM - Volatility Comparison

The current volatility for Pool Corporation (POOL) is 9.78%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 11.53%. This indicates that POOL experiences smaller price fluctuations and is considered to be less risky 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

POOLIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

11.53%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

27.37%

18.67%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

33.99%

22.76%

+11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.08%

26.07%

+8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.64%

24.71%

+6.93%

Dividends

POOL vs. IGM - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 2.59%, more than IGM's 0.14% yield.

PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF		0.14%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		2.59%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 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGM has higher volatility (11.53%) compared to POOL (9.78%). In terms of maximum drawdown, POOL dropped -75.71% vs IGM's -65.59%.

IGM currently has the higher Sharpe Ratio (2.11 vs -0.95), 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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