RYTM vs. ICLN
RYTM (Rhythm Pharmaceuticals, Inc.) is a stock, while ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index. Over the past 5 years, RYTM returned 35.54%/yr vs 2.10%/yr for ICLN. At a 0.29 correlation, their price movements are largely independent.
Performance
RYTM vs. ICLN - Performance Comparison
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Returns By Period
In the year-to-date period, RYTM achieves a -20.86% return, which is significantly lower than ICLN's 40.54% return.
RYTM
- 1D
- 0.43%
- 1M
- -1.02%
- YTD
- -20.86%
- 6M
- -19.04%
- 1Y
- 28.99%
- 3Y*
- 68.05%
- 5Y*
- 35.54%
- 10Y*
- —
ICLN
- 1D
- -2.78%
- 1M
- 11.22%
- YTD
- 40.54%
- 6M
- 39.84%
- 1Y
- 83.73%
- 3Y*
- 8.92%
- 5Y*
- 2.10%
- 10Y*
- 11.99%
RYTM vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTM Rhythm Pharmaceuticals, Inc. | -20.86% | 91.21% | 21.78% | 57.86% | 191.78% | -66.43% | 29.49% | -14.58% | -7.50% | -3.13% |
ICLN iShares Global Clean Energy ETF | 40.54% | 47.05% | -25.72% | -20.41% | -5.43% | -24.18% | 141.82% | 44.36% | -9.03% | 3.43% |
Correlation
The correlation between RYTM and ICLN is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2017 | 0.29 |
The correlation between RYTM and ICLN shifts across timeframes, from 0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYTM vs. ICLN — Risk / Return Rank
RYTM
ICLN
RYTM vs. ICLN - Risk-Adjusted Trends 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.
| RYTM | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.48 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 7.50 | -6.69 |
| Martin ratioReturn relative to average drawdown | 1.96 | 21.35 | -19.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYTM | ICLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 3.20 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.08 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | -0.08 | +0.26 |
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 -87.15%. Use the drawdown chart below to compare losses from any high point for RYTM and ICLN.
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Drawdown Indicators
| RYTM | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.10% | -87.15% | -4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -35.54% | -11.22% | -24.32% |
Max Drawdown (3Y)Largest decline over 3 years | -35.54% | -43.18% | +7.64% |
Max Drawdown (5Y)Largest decline over 5 years | -85.49% | -57.16% | -28.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.75% | — |
Current DrawdownCurrent decline from peak | -27.98% | -37.13% | +9.15% |
Average DrawdownAverage peak-to-trough decline | -32.19% | -66.61% | +34.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.81% | 3.94% | +10.87% |
Volatility
RYTM vs. ICLN - Volatility Comparison
Rhythm Pharmaceuticals, Inc. (RYTM) has a higher volatility of 16.84% compared to iShares Global Clean Energy ETF (ICLN) at 9.53%. 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.
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Volatility by Period
| RYTM | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.84% | 9.53% | +7.31% |
Volatility (6M)Calculated over the trailing 6-month period | 36.79% | 20.21% | +16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.37% | 26.38% | +30.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.41% | 27.21% | +49.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.99% | 27.20% | +43.79% |
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 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICLN iShares Global Clean Energy ETF | 1.16% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
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% |
Frequently Asked Questions
RYTM and ICLN have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYTM has higher volatility (16.84%) compared to ICLN (9.53%). In terms of maximum drawdown, RYTM dropped -92.10% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (3.20 vs 0.51), 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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