STLA vs. IDRV
Compare and contrast key facts about Stellantis N.V. (STLA) and iShares Self-driving EV & Tech ETF (IDRV).
IDRV is a passively managed fund by iShares that tracks the performance of the NYSE FactSet Global Autonomous Driving and Electric Vehicle Index. It was launched on Apr 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLA or IDRV.
Performance
STLA vs. IDRV - Performance Comparison
Returns By Period
In the year-to-date period, STLA achieves a -38.65% return, which is significantly lower than IDRV's -16.38% return.
STLA
-38.65%
0.83%
-40.06%
-29.28%
N/A
N/A
IDRV
-16.38%
-1.57%
-5.33%
-10.98%
4.06%
N/A
Key characteristics
| STLA | IDRV | |
|---|---|---|
| Sharpe Ratio | -0.85 | -0.38 |
| Sortino Ratio | -1.03 | -0.37 |
| Omega Ratio | 0.86 | 0.96 |
| Calmar Ratio | -0.53 | -0.20 |
| Martin Ratio | -0.97 | -0.68 |
| Ulcer Index | 28.98% | 14.87% |
| Daily Std Dev | 33.00% | 26.99% |
| Max Drawdown | -53.08% | -50.37% |
| Current Drawdown | -51.34% | -44.58% |
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Correlation
The correlation between STLA and IDRV is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
STLA vs. IDRV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) and iShares Self-driving EV & Tech ETF (IDRV). 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
STLA vs. IDRV - Dividend Comparison
STLA's dividend yield for the trailing twelve months is around 12.34%, more than IDRV's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
STLA Stellantis N.V. | 12.34% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% |
IDRV iShares Self-driving EV & Tech ETF | 2.52% | 2.17% | 2.29% | 1.12% | 0.69% | 1.29% |
Drawdowns
STLA vs. IDRV - Drawdown Comparison
The maximum STLA drawdown since its inception was -53.08%, which is greater than IDRV's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for STLA and IDRV. For additional features, visit the drawdowns tool.
Volatility
STLA vs. IDRV - Volatility Comparison
Stellantis N.V. (STLA) and iShares Self-driving EV & Tech ETF (IDRV) have volatilities of 8.60% and 8.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.