RDW vs. IAI
RDW (Redwire Corporation) is a stock, while IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) is Financials Equities fund tracking the DJ US Select / Investment Services. Over the past 3 years, RDW returned 79.83%/yr vs 28.06%/yr for IAI. At a 0.41 correlation, their price movements are largely independent.
Performance
RDW vs. IAI - Performance Comparison
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Returns By Period
In the year-to-date period, RDW achieves a 98.95% return, which is significantly higher than IAI's 3.17% return.
RDW
- 1D
- -11.53%
- 1M
- 31.94%
- YTD
- 98.95%
- 6M
- 107.41%
- 1Y
- -21.74%
- 3Y*
- 79.83%
- 5Y*
- —
- 10Y*
- —
IAI
- 1D
- 1.83%
- 1M
- 3.22%
- YTD
- 3.17%
- 6M
- 2.78%
- 1Y
- 19.26%
- 3Y*
- 28.06%
- 5Y*
- 14.44%
- 10Y*
- 19.37%
RDW vs. IAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RDW Redwire Corporation | 98.95% | -53.83% | 477.54% | 43.94% | -70.67% | -34.15% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 3.17% | 25.80% | 34.37% | 15.27% | -10.87% | 1.10% |
Correlation
The correlation between RDW and IAI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2021 | 0.41 |
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Return for Risk
RDW vs. IAI — Risk / Return Rank
RDW
IAI
RDW vs. IAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwire Corporation (RDW) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.
| RDW | IAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 1.17 | -1.46 |
| Martin ratioReturn relative to average drawdown | -0.42 | 3.33 | -3.75 |
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Drawdowns
RDW vs. IAI - Drawdown Comparison
The maximum RDW drawdown since its inception was -87.26%, which is greater than IAI's maximum drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for RDW and IAI.
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Drawdown Indicators
| RDW | IAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.26% | -75.46% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -75.40% | -16.52% | -58.88% |
Max Drawdown (3Y)Largest decline over 3 years | -80.28% | -23.14% | -57.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -41.62% | -2.81% | -38.81% |
Average DrawdownAverage peak-to-trough decline | -59.30% | -22.63% | -36.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.88% | 5.80% | +46.08% |
Volatility
RDW vs. IAI - Volatility Comparison
Redwire Corporation (RDW) has a higher volatility of 53.68% compared to iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) at 5.98%. This indicates that RDW's price experiences larger fluctuations and is considered to be riskier than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RDW | IAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 53.68% | 5.98% | +47.70% |
Volatility (6M)Calculated over the trailing 6-month period | 94.49% | 15.34% | +79.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 118.63% | 19.44% | +99.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.83% | 21.48% | +75.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.83% | 22.85% | +73.98% |
Dividends
RDW vs. IAI - Dividend Comparison
RDW has not paid dividends to shareholders, while IAI's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
RDW Redwire Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RDW and IAI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDW has higher volatility (53.68%) compared to IAI (5.98%). In terms of maximum drawdown, RDW dropped -87.26% vs IAI's -75.46%.
IAI currently has the higher Sharpe Ratio (1.00 vs -0.18), 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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