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PTON vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PTON vs. IWM

Last updated May 12, 2025

Compare and contrast key facts about Peloton Interactive, Inc. (PTON) and iShares Russell 2000 ETF (IWM).

IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTON or IWM.

Correlation

The correlation between PTON and IWM is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PTON vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Peloton Interactive, Inc. (PTON) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PTON:

62.97%

IWM:

24.05%

Max Drawdown

PTON:

-11.87%

IWM:

-59.05%

Current Drawdown

PTON:

-11.87%

IWM:

-16.73%

Returns By Period

PTON

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IWM

YTD

-8.92%

1M

8.92%

6M

-15.23%

1Y

-0.59%

5Y*

11.03%

10Y*

6.37%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PTON vs. IWM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PTON
The Risk-Adjusted Performance Rank of PTON is 7474
Overall Rank
The Sharpe Ratio Rank of PTON is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PTON is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PTON is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PTON is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PTON is 7474
Martin Ratio Rank
IWM
The Risk-Adjusted Performance Rank of IWM is 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTON vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) and iShares Russell 2000 ETF (IWM). 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.

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Dividends

PTON vs. IWM - Dividend Comparison

PTON has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.23%.

TTM20242023202220212020201920182017201620152014
PTON
Peloton Interactive, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF		1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

PTON vs. IWM - Drawdown Comparison

The maximum PTON drawdown since its inception was -11.87%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for PTON and IWM. For additional features, visit the drawdowns tool.

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Volatility

PTON vs. IWM - Volatility Comparison

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