PSHZF vs. IWB

In the year-to-date period, PSHZF achieves a -2.05% return, which is significantly higher than IWB's -5.90% return. Over the past 10 years, PSHZF has underperformed IWB with an annualized return of 6.87%, while IWB has yielded a comparatively higher 11.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Pershing Square Holdings Ltd (PSHZF) and iShares Russell 1000 ETF (IWB). 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.

The current PSHZF Sharpe Ratio is -0.16, which is lower than the IWB Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PSHZF and IWB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSHZF's dividend yield for the trailing twelve months is around 1.28%, more than IWB's 1.21% yield.

The maximum PSHZF drawdown since its inception was -56.97%, roughly equal to the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for PSHZF and IWB. For additional features, visit the drawdowns tool.

Pershing Square Holdings Ltd (PSHZF) and iShares Russell 1000 ETF (IWB) have volatilities of 14.39% and 14.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.