SBH vs. IYW
Compare and contrast key facts about Sally Beauty Holdings, Inc. (SBH) and iShares U.S. Technology ETF (IYW).
IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBH or IYW.
Key characteristics
| SBH | IYW | |
|---|---|---|
| YTD Return | 3.77% | 30.22% |
| 1Y Return | 51.26% | 38.77% |
| 3Y Return (Ann) | -12.20% | 12.32% |
| 5Y Return (Ann) | -6.21% | 24.15% |
| 10Y Return (Ann) | -7.42% | 20.84% |
| Sharpe Ratio | 1.13 | 1.85 |
| Sortino Ratio | 1.83 | 2.41 |
| Omega Ratio | 1.21 | 1.33 |
| Calmar Ratio | 0.75 | 2.41 |
| Martin Ratio | 3.96 | 8.36 |
| Ulcer Index | 14.30% | 4.65% |
| Daily Std Dev | 50.02% | 21.02% |
| Max Drawdown | -80.53% | -81.89% |
| Current Drawdown | -60.49% | -1.05% |
Correlation
The correlation between SBH and IYW is 0.37, 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
SBH vs. IYW - Performance Comparison
In the year-to-date period, SBH achieves a 3.77% return, which is significantly lower than IYW's 30.22% return. Over the past 10 years, SBH has underperformed IYW with an annualized return of -7.42%, while IYW has yielded a comparatively higher 20.84% annualized 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
SBH vs. IYW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sally Beauty Holdings, Inc. (SBH) and iShares U.S. Technology ETF (IYW). 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
SBH vs. IYW - Dividend Comparison
SBH has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.31%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBH Sally Beauty Holdings, 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% |
IYW iShares U.S. Technology ETF | 0.31% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
Drawdowns
SBH vs. IYW - Drawdown Comparison
The maximum SBH drawdown since its inception was -80.53%, roughly equal to the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for SBH and IYW. For additional features, visit the drawdowns tool.
Volatility
SBH vs. IYW - Volatility Comparison
Sally Beauty Holdings, Inc. (SBH) has a higher volatility of 14.30% compared to iShares U.S. Technology ETF (IYW) at 5.91%. This indicates that SBH's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.