SLRC vs. IWN
SLRC (SLR Investment Corp.) is a stock, while IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. Over the past 10 years, SLRC returned 5.01%/yr vs 10.77%/yr for IWN. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
SLRC vs. IWN - Performance Comparison
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Returns By Period
In the year-to-date period, SLRC achieves a -16.68% return, which is significantly lower than IWN's 21.40% return. Over the past 10 years, SLRC has underperformed IWN with an annualized return of 5.01%, while IWN has yielded a comparatively higher 10.77% annualized return.
SLRC
- 1D
- -1.85%
- 1M
- -3.55%
- YTD
- -16.68%
- 6M
- -15.59%
- 1Y
- -15.88%
- 3Y*
- 5.93%
- 5Y*
- 1.46%
- 10Y*
- 5.01%
IWN
- 1D
- 0.48%
- 1M
- 3.82%
- YTD
- 21.40%
- 6M
- 18.82%
- 1Y
- 41.78%
- 3Y*
- 19.38%
- 5Y*
- 7.32%
- 10Y*
- 10.77%
SLRC vs. IWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLRC SLR Investment Corp. | -16.68% | 5.72% | 19.15% | 20.57% | -16.13% | 14.74% | -5.63% | 16.18% | 2.78% | 4.72% |
IWN iShares Russell 2000 Value ETF | 21.40% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 7.69% |
Correlation
The correlation between SLRC and IWN is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2010 | 0.51 |
The correlation between SLRC and IWN has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
SLRC vs. IWN — Risk / Return Rank
SLRC
IWN
SLRC vs. IWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) and iShares Russell 2000 Value ETF (IWN). 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.
| SLRC | IWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.40 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 4.97 | -5.68 |
| Martin ratioReturn relative to average drawdown | -1.80 | 16.71 | -18.51 |
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Drawdowns
SLRC vs. IWN - Drawdown Comparison
The maximum SLRC drawdown since its inception was -63.06%, roughly equal to the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for SLRC and IWN.
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Drawdown Indicators
| SLRC | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.06% | -61.55% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -22.44% | -8.45% | -13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -22.44% | -26.70% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -26.70% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -63.06% | -46.08% | -16.98% |
Current DrawdownCurrent decline from peak | -22.44% | 0.00% | -22.44% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -10.13% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.86% | 2.51% | +6.35% |
Volatility
SLRC vs. IWN - Volatility Comparison
SLR Investment Corp. (SLRC) has a higher volatility of 6.24% compared to iShares Russell 2000 Value ETF (IWN) at 5.27%. This indicates that SLRC's price experiences larger fluctuations and is considered to be riskier than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLRC | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 5.27% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.91% | 12.29% | +8.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 18.00% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 21.41% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.52% | 23.39% | +6.13% |
Dividends
SLRC vs. IWN - Dividend Comparison
SLRC's dividend yield for the trailing twelve months is around 12.61%, more than IWN's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.46% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
SLRC SLR Investment Corp. | 12.61% | 10.61% | 10.15% | 10.91% | 11.79% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% |
Frequently Asked Questions
SLRC and IWN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLRC has higher volatility (6.24%) compared to IWN (5.27%). In terms of maximum drawdown, SLRC dropped -63.06% vs IWN's -61.55%.
IWN currently has the higher Sharpe Ratio (2.33 vs -0.68), 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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