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STX vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STX vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seagate Technology plc (STX) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STX achieves a 277.79% return, which is significantly higher than HDV's 14.07% return. Over the past 10 years, STX has outperformed HDV with an annualized return of 52.48%, while HDV has yielded a comparatively lower 9.45% annualized return.


STX

1D
-5.07%
1M
27.79%
YTD
277.79%
6M
268.86%
1Y
690.48%
3Y*
164.22%
5Y*
69.39%
10Y*
52.48%

HDV

1D
1.33%
1M
-1.35%
YTD
14.07%
6M
14.08%
1Y
21.06%
3Y*
15.48%
5Y*
11.09%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STX vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STX
Seagate Technology plc
277.79%225.26%4.06%69.12%-51.42%87.50%10.14%62.14%-2.90%16.67%
HDV
iShares Core High Dividend ETF
14.07%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between STX and HDV is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.39

The correlation between STX and HDV shifts across timeframes, from -0.10 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STX vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 100100
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7373
Sortino Ratio Rank
HDV Omega Ratio Rank: 6262
Omega Ratio Rank
HDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
HDV Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STX vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and iShares Core High Dividend ETF (HDV). 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.


STXHDVDifference
Sharpe ratioReturn per unit of total volatility

+8.59

Sortino ratioReturn per unit of downside risk

+3.32

Omega ratioGain probability vs. loss probability

1.82

1.36

+0.46

Calmar ratioReturn relative to maximum drawdown

33.20

4.09

+29.11

Martin ratioReturn relative to average drawdown

95.96

11.19

+84.77

STX vs. HDV - Sharpe Ratio Comparison

The current STX Sharpe Ratio is 10.72, which is higher than the HDV Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of STX and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STX vs. HDV - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for STX and HDV.


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Drawdown Indicators


STXHDVDifference

Max Drawdown

Largest peak-to-trough decline

-88.74%

-37.04%

-51.70%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-5.18%

-15.82%

Max Drawdown (3Y)

Largest decline over 3 years

-40.00%

-10.49%

-29.51%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

-15.42%

-41.57%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-37.04%

-19.95%

Current Drawdown

Current decline from peak

-5.07%

-1.35%

-3.72%

Average Drawdown

Average peak-to-trough decline

-26.41%

-3.08%

-23.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

1.89%

+5.36%

Volatility

STX vs. HDV - Volatility Comparison

Seagate Technology plc (STX) has a higher volatility of 19.21% compared to iShares Core High Dividend ETF (HDV) at 3.64%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.21%

3.64%

+15.57%

Volatility (6M)

Calculated over the trailing 6-month period

50.64%

7.61%

+43.03%

Volatility (1Y)

Calculated over the trailing 1-year period

65.02%

9.93%

+55.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.07%

12.81%

+32.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.40%

15.73%

+26.67%

Dividends

STX vs. HDV - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 0.28%, less than HDV's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.90%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
STX
Seagate Technology plc
0.28%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%

Frequently Asked Questions


STX and HDV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STX has higher volatility (19.21%) compared to HDV (3.64%). In terms of maximum drawdown, STX dropped -88.74% vs HDV's -37.04%.

STX currently has the higher Sharpe Ratio (10.72 vs 2.13), 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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