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STLA vs. IDRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

STLA vs. IDRV

Last updated May 23, 2025

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.

Correlation

The correlation between STLA and IDRV is 0.56, 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.

Performance

STLA vs. IDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellantis N.V. (STLA) and iShares Self-driving EV & Tech ETF (IDRV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

STLA:

-1.08

IDRV:

0.09

Sortino Ratio

STLA:

-1.69

IDRV:

0.27

Omega Ratio

STLA:

0.79

IDRV:

1.03

Calmar Ratio

STLA:

-0.72

IDRV:

0.02

Martin Ratio

STLA:

-1.30

IDRV:

0.13

Ulcer Index

STLA:

38.27%

IDRV:

7.91%

Daily Std Dev

STLA:

45.95%

IDRV:

29.59%

Max Drawdown

STLA:

-69.00%

IDRV:

-53.00%

Current Drawdown

STLA:

-59.33%

IDRV:

-40.86%

Returns By Period

In the year-to-date period, STLA achieves a -14.24% return, which is significantly lower than IDRV's 6.29% return.

STLA

YTD

-14.24%

1M

17.81%

6M

-12.91%

1Y

-49.36%

3Y*

-3.49%

5Y*

N/A

10Y*

N/A

IDRV

YTD

6.29%

1M

12.29%

6M

7.40%

1Y

2.60%

3Y*

-6.20%

5Y*

6.13%

10Y*

N/A

*Annualized

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Stellantis N.V.

iShares Self-driving EV & Tech ETF

Risk-Adjusted Performance

STLA vs. IDRV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STLA
The Risk-Adjusted Performance Rank of STLA is 77
Overall Rank
The Sharpe Ratio Rank of STLA is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of STLA is 44
Sortino Ratio Rank
The Omega Ratio Rank of STLA is 55
Omega Ratio Rank
The Calmar Ratio Rank of STLA is 88
Calmar Ratio Rank
The Martin Ratio Rank of STLA is 1313
Martin Ratio Rank
IDRV
The Risk-Adjusted Performance Rank of IDRV is 2121
Overall Rank
The Sharpe Ratio Rank of IDRV is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IDRV is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IDRV is 2121
Omega Ratio Rank
The Calmar Ratio Rank of IDRV is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IDRV is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current STLA Sharpe Ratio is -1.08, which is lower than the IDRV Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of STLA and IDRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

STLA vs. IDRV - Dividend Comparison

STLA's dividend yield for the trailing twelve months is around 7.47%, more than IDRV's 2.52% yield.

TTM202420232022202120202019
STLA
Stellantis N.V.		7.47%12.65%6.34%7.90%2.64%0.00%0.00%
IDRV
iShares Self-driving EV & Tech ETF		2.52%2.68%2.17%2.29%1.12%0.69%1.29%

Drawdowns

STLA vs. IDRV - Drawdown Comparison

The maximum STLA drawdown since its inception was -69.00%, which is greater than IDRV's maximum drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for STLA and IDRV. For additional features, visit the drawdowns tool.

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Volatility

STLA vs. IDRV - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 11.59% compared to iShares Self-driving EV & Tech ETF (IDRV) at 5.86%. This indicates that STLA's price experiences larger fluctuations and is considered to be riskier than IDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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