RYTM vs. ICLN
Compare and contrast key facts about Rhythm Pharmaceuticals, Inc. (RYTM) and iShares Global Clean Energy ETF (ICLN).
ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYTM or ICLN.
Key characteristics
| RYTM | ICLN | |
|---|---|---|
| YTD Return | 30.02% | -21.07% |
| 1Y Return | 86.37% | -11.89% |
| 3Y Return (Ann) | 65.53% | -20.12% |
| 5Y Return (Ann) | 22.36% | 3.71% |
| Sharpe Ratio | 1.47 | -0.46 |
| Sortino Ratio | 2.14 | -0.51 |
| Omega Ratio | 1.25 | 0.94 |
| Calmar Ratio | 2.49 | -0.17 |
| Martin Ratio | 5.05 | -1.05 |
| Ulcer Index | 16.02% | 10.92% |
| Daily Std Dev | 55.17% | 24.89% |
| Max Drawdown | -92.10% | -87.16% |
| Current Drawdown | -11.23% | -67.70% |
Correlation
The correlation between RYTM and ICLN is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RYTM vs. ICLN - Performance Comparison
In the year-to-date period, RYTM achieves a 30.02% return, which is significantly higher than ICLN's -21.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RYTM vs. ICLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rhythm Pharmaceuticals, Inc. (RYTM) and iShares Global Clean Energy ETF (ICLN). 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.
Dividends
RYTM vs. ICLN - Dividend Comparison
RYTM has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTM Rhythm Pharmaceuticals, 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% |
ICLN iShares Global Clean Energy ETF | 1.79% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
Drawdowns
RYTM vs. ICLN - Drawdown Comparison
The maximum RYTM drawdown since its inception was -92.10%, which is greater than ICLN's maximum drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for RYTM and ICLN. For additional features, visit the drawdowns tool.
Volatility
RYTM vs. ICLN - Volatility Comparison
Rhythm Pharmaceuticals, Inc. (RYTM) has a higher volatility of 18.72% compared to iShares Global Clean Energy ETF (ICLN) at 9.46%. This indicates that RYTM's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.