STX vs. IYZ
STX (Seagate Technology plc) is a stock, while IYZ (iShares U.S. Telecommunications ETF) is Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index. Over the past 10 years, STX returned 51.08%/yr vs 5.94%/yr for IYZ. At a 0.44 correlation, their price movements are largely independent.
Performance
STX vs. IYZ - Performance Comparison
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Returns By Period
In the year-to-date period, STX achieves a 238.67% return, which is significantly higher than IYZ's 29.57% return. Over the past 10 years, STX has outperformed IYZ with an annualized return of 51.08%, while IYZ has yielded a comparatively lower 5.94% annualized return.
STX
- 1D
- 7.25%
- 1M
- 17.04%
- YTD
- 238.67%
- 6M
- 225.10%
- 1Y
- 640.98%
- 3Y*
- 149.80%
- 5Y*
- 62.01%
- 10Y*
- 51.08%
IYZ
- 1D
- 1.27%
- 1M
- 2.31%
- YTD
- 29.57%
- 6M
- 32.60%
- 1Y
- 58.27%
- 3Y*
- 28.37%
- 5Y*
- 7.57%
- 10Y*
- 5.94%
STX vs. IYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STX Seagate Technology plc | 238.67% | 225.26% | 4.06% | 69.12% | -51.42% | 87.50% | 10.14% | 62.14% | -2.90% | 16.67% |
IYZ iShares U.S. Telecommunications ETF | 29.57% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
Correlation
The correlation between STX and IYZ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2002 | 0.44 |
The correlation between STX and IYZ shifts across timeframes, from 0.36 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STX vs. IYZ — Risk / Return Rank
STX
IYZ
STX vs. IYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and iShares U.S. Telecommunications ETF (IYZ). 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.
| STX | IYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.52 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 31.15 | 6.54 | +24.61 |
| Martin ratioReturn relative to average drawdown | 90.13 | 25.99 | +64.14 |
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Drawdowns
STX vs. IYZ - Drawdown Comparison
The maximum STX drawdown since its inception was -88.74%, which is greater than IYZ's maximum drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for STX and IYZ.
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Drawdown Indicators
| STX | IYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.74% | -77.11% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -21.00% | -8.62% | -12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -40.00% | -13.85% | -26.15% |
Max Drawdown (5Y)Largest decline over 5 years | -56.99% | -39.74% | -17.25% |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | -39.74% | -17.25% |
Current DrawdownCurrent decline from peak | -1.03% | -4.77% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -26.44% | -40.10% | +13.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 2.17% | +5.07% |
Volatility
STX vs. IYZ - Volatility Comparison
Seagate Technology plc (STX) has a higher volatility of 19.61% compared to iShares U.S. Telecommunications ETF (IYZ) at 8.76%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STX | IYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 8.76% | +10.85% |
Volatility (6M)Calculated over the trailing 6-month period | 50.59% | 15.61% | +34.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.18% | 18.65% | +45.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.86% | 18.88% | +25.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.27% | 19.30% | +22.97% |
Dividends
STX vs. IYZ - Dividend Comparison
STX's dividend yield for the trailing twelve months is around 0.31%, less than IYZ's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.53% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
STX Seagate Technology plc | 0.31% | 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 IYZ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STX has higher volatility (19.61%) compared to IYZ (8.76%). In terms of maximum drawdown, STX dropped -88.74% vs IYZ's -77.11%.
STX currently has the higher Sharpe Ratio (10.19 vs 3.02), 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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