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RVNL vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RVNL vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long RIVN Daily ETF (RVNL) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RVNL achieves a -59.36% return, which is significantly lower than IAK's 10.07% return.


RVNL

1D
-19.28%
1M
-39.48%
6M
-25.62%
YTD
-59.36%
1Y
-18.13%
3Y*
5Y*
10Y*
ALL TIME*
-11.97%

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.76M$20.90M$11.89M
$2.76M$4.10M$2.75M

RVNL vs. IAK - Yearly Performance Comparison


2026 (YTD)2025
RVNL
GraniteShares 2x Long RIVN Daily ETF
-59.36%109.17%
IAK
iShares U.S. Insurance ETF
10.07%9.38%

Correlation

The correlation between RVNL and IAK is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2025

-0.06

RVNL vs. IAK - Sectors Allocation Comparison


Sectors
RVNL
IAK

Consumer Cyclical

66.7%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

99.3%

Healthcare

-

0.7%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

RVNL
66.7%
IAK

-

Basic Materials

RVNL

-

IAK

-

Communication Services

RVNL

-

IAK

-

Consumer Defensive

RVNL

-

IAK

-

Energy

RVNL

-

IAK

-

Financial Services

RVNL

-

IAK
99.3%

Healthcare

RVNL

-

IAK
0.7%

Industrials

RVNL

-

IAK

-

Real Estate

RVNL

-

IAK

-

Technology

RVNL

-

IAK

-

Utilities

RVNL

-

IAK

-

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Return for Risk

RVNL vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RVNL
RVNL Risk / Return Rank: 1313
Overall Rank
RVNL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RVNL Sortino Ratio Rank: 2222
Sortino Ratio Rank
RVNL Omega Ratio Rank: 2121
Omega Ratio Rank
RVNL Calmar Ratio Rank: 77
Calmar Ratio Rank
RVNL Martin Ratio Rank: 77
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RVNL vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long RIVN Daily ETF (RVNL) and iShares U.S. Insurance ETF (IAK). 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.


RVNLIAKDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.34

2.45

-2.79

Martin ratioReturn relative to average drawdown

-0.55

5.96

-6.51

RVNL vs. IAK - Sharpe Ratio Comparison

The current RVNL Sharpe Ratio is -0.18, which is lower than the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RVNL and IAK, 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

RVNL vs. IAK - Drawdown Comparison

The maximum RVNL drawdown since its inception was -72.92%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for RVNL and IAK.


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Drawdown Indicators


RVNLIAKDifference

Max Drawdown

Largest peak-to-trough decline

-72.92%

-77.38%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-72.92%

-7.62%

-65.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-68.83%

-3.23%

-65.60%

Average Drawdown

Average peak-to-trough decline

-42.42%

-16.01%

-26.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.41%

3.13%

+42.28%

Volatility

RVNL vs. IAK - Volatility Comparison

GraniteShares 2x Long RIVN Daily ETF (RVNL) has a higher volatility of 62.71% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that RVNL's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RVNLIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

62.71%

7.03%

+55.68%

Volatility (6M)

Calculated over the trailing 6-month period

107.27%

12.43%

+94.84%

Volatility (1Y)

Calculated over the trailing 1-year period

141.47%

16.00%

+125.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.75%

18.13%

+113.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.75%

20.92%

+110.83%

RVNL vs. IAK - Expense Ratio Comparison

RVNL has a 1.15% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

RVNL vs. IAK - Dividend Comparison

RVNL has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.43%.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
RVNL
GraniteShares 2x Long RIVN Daily ETF
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


RVNL and IAK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RVNL has higher volatility (62.71%) compared to IAK (7.03%). In terms of maximum drawdown, RVNL dropped -72.92% vs IAK's -77.38%.

On 1-year performance, IAK leads with 19.63% vs -18.13% for RVNL. On fees, IAK is cheaper at 0.38% per year. On volatility, IAK has been the lower-risk option at 7.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IAK has performed better with a 19.63% return vs -18.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAK is cheaper with a 0.38% expense ratio, compared with 1.15% for RVNL.

IAK has the higher dividend yield at 2.43%, compared with 0.00% for RVNL.

RVNL is categorized as Leveraged Equities, while IAK is Financials Equities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for RVNL and 0.38% for IAK.

IAK currently has the higher Sharpe Ratio (1.17 vs -0.17), 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.

Portfolio Optimizer

Find the right allocation for RVNL and IAK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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