SMPL vs. IWM
SMPL (The Simply Good Foods Company) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 5 years, SMPL returned -19.58%/yr vs 6.27%/yr for IWM. At a 0.38 correlation, their price movements are largely independent.
Performance
SMPL vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, SMPL achieves a -39.44% return, which is significantly lower than IWM's 20.47% return.
SMPL
- 1D
- 2.53%
- 1M
- 2.53%
- YTD
- -39.44%
- 6M
- -37.96%
- 1Y
- -62.70%
- 3Y*
- -30.40%
- 5Y*
- -19.58%
- 10Y*
- —
IWM
- 1D
- -0.96%
- 1M
- 3.82%
- YTD
- 20.47%
- 6M
- 17.64%
- 1Y
- 40.90%
- 3Y*
- 19.22%
- 5Y*
- 6.27%
- 10Y*
- 11.58%
SMPL vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMPL The Simply Good Foods Company | -39.44% | -48.49% | -1.57% | 4.13% | -8.52% | 32.56% | 9.88% | 51.01% | 32.54% | 16.89% |
IWM iShares Russell 2000 ETF | 20.47% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 9.19% |
Correlation
The correlation between SMPL and IWM 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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2017 | 0.38 |
Over the past year, the correlation between SMPL and IWM has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
SMPL vs. IWM — Risk / Return Rank
SMPL
IWM
SMPL vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Simply Good Foods Company (SMPL) and iShares Russell 2000 ETF (IWM). 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.
| SMPL | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.49 | ||
| Sortino ratioReturn per unit of downside risk | -5.20 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.34 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 3.73 | -4.63 |
| Martin ratioReturn relative to average drawdown | -1.41 | 13.18 | -14.59 |
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Drawdowns
SMPL vs. IWM - Drawdown Comparison
The maximum SMPL drawdown since its inception was -76.58%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SMPL and IWM.
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Drawdown Indicators
| SMPL | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.58% | -59.05% | -17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -69.34% | -11.03% | -58.31% |
Max Drawdown (3Y)Largest decline over 3 years | -75.54% | -27.50% | -48.04% |
Max Drawdown (5Y)Largest decline over 5 years | -76.58% | -31.91% | -44.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -72.72% | -0.96% | -71.76% |
Average DrawdownAverage peak-to-trough decline | -18.22% | -10.75% | -7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.47% | 3.11% | +41.36% |
Volatility
SMPL vs. IWM - Volatility Comparison
The Simply Good Foods Company (SMPL) has a higher volatility of 12.56% compared to iShares Russell 2000 ETF (IWM) at 6.56%. This indicates that SMPL's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMPL | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.56% | 6.56% | +6.00% |
Volatility (6M)Calculated over the trailing 6-month period | 37.59% | 14.31% | +23.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.65% | 19.74% | +24.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.08% | 22.61% | +11.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.75% | 23.06% | +13.69% |
Dividends
SMPL vs. IWM - Dividend Comparison
SMPL has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.90% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
SMPL The Simply Good Foods Company | 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
SMPL and IWM 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.
SMPL has higher volatility (12.56%) compared to IWM (6.56%). In terms of maximum drawdown, SMPL dropped -76.58% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (2.08 vs -1.41), 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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