PRIM vs. IXC
PRIM (Primoris Services Corporation) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, PRIM returned 20.68%/yr vs 10.08%/yr for IXC. At a 0.39 correlation, their price movements are largely independent.
Performance
PRIM vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, PRIM achieves a 2.87% return, which is significantly lower than IXC's 32.12% return. Over the past 10 years, PRIM has outperformed IXC with an annualized return of 20.68%, while IXC has yielded a comparatively lower 10.08% annualized return.
PRIM
- 1D
- 1.04%
- 1M
- -37.10%
- YTD
- 2.87%
- 6M
- 1.53%
- 1Y
- 75.38%
- 3Y*
- 67.60%
- 5Y*
- 32.64%
- 10Y*
- 20.68%
IXC
- 1D
- -0.07%
- 1M
- -1.98%
- YTD
- 32.12%
- 6M
- 29.58%
- 1Y
- 50.36%
- 3Y*
- 19.06%
- 5Y*
- 19.62%
- 10Y*
- 10.08%
PRIM vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRIM Primoris Services Corporation | 2.87% | 63.08% | 131.14% | 52.60% | -7.46% | -12.38% | 25.81% | 17.62% | -28.93% | 20.39% |
IXC iShares Global Energy ETF | 32.12% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between PRIM and IXC is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2008 | 0.39 |
The correlation between PRIM and IXC shifts across timeframes, from -0.01 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRIM vs. IXC — Risk / Return Rank
PRIM
IXC
PRIM vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Primoris Services Corporation (PRIM) and iShares Global Energy ETF (IXC). 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.
| PRIM | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 5.24 | -3.72 |
| Martin ratioReturn relative to average drawdown | 5.12 | 15.73 | -10.61 |
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
| PRIM | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.71 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.84 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.32 | +0.09 |
Drawdowns
PRIM vs. IXC - Drawdown Comparison
The maximum PRIM drawdown since its inception was -68.51%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for PRIM and IXC.
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Drawdown Indicators
| PRIM | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.51% | -67.88% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -50.11% | -9.66% | -40.45% |
Max Drawdown (3Y)Largest decline over 3 years | -50.11% | -19.06% | -31.05% |
Max Drawdown (5Y)Largest decline over 5 years | -51.19% | -24.93% | -26.26% |
Max Drawdown (10Y)Largest decline over 10 years | -65.73% | -64.16% | -1.57% |
Current DrawdownCurrent decline from peak | -37.10% | -4.91% | -32.19% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -17.48% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.76% | 3.21% | +11.55% |
Volatility
PRIM vs. IXC - Volatility Comparison
Primoris Services Corporation (PRIM) has a higher volatility of 73.06% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that PRIM's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIM | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 73.06% | 7.50% | +65.56% |
Volatility (6M)Calculated over the trailing 6-month period | 79.90% | 15.38% | +64.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.78% | 18.73% | +52.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.45% | 23.50% | +23.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.02% | 26.85% | +18.17% |
Dividends
PRIM vs. IXC - Dividend Comparison
PRIM's dividend yield for the trailing twelve months is around 0.25%, less than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
PRIM Primoris Services Corporation | 0.25% | 0.26% | 0.34% | 0.72% | 1.09% | 1.00% | 0.87% | 1.08% | 1.25% | 0.83% | 0.97% | 0.93% |
Frequently Asked Questions
PRIM and IXC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRIM has higher volatility (73.06%) compared to IXC (7.50%). In terms of maximum drawdown, PRIM dropped -68.51% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.71 vs 1.07), 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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