TKO vs. IWF
TKO (TKO Group Holdings Inc.) is a stock, while IWF (iShares Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past year, TKO returned 23.76% vs 25.41% for IWF. At a 0.30 correlation, their price movements are largely independent.
Performance
TKO vs. IWF - Performance Comparison
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Returns By Period
In the year-to-date period, TKO achieves a -2.72% return, which is significantly lower than IWF's 7.28% return.
TKO
- 1D
- 1.97%
- 1M
- 8.32%
- YTD
- -2.72%
- 6M
- 1.59%
- 1Y
- 23.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWF
- 1D
- 0.16%
- 1M
- 5.33%
- YTD
- 7.28%
- 6M
- 6.46%
- 1Y
- 25.41%
- 3Y*
- 24.91%
- 5Y*
- 15.28%
- 10Y*
- 18.47%
TKO vs. IWF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TKO TKO Group Holdings Inc. | -2.72% | 48.92% | 74.20% | -17.81% |
IWF iShares Russell 1000 Growth ETF | 7.28% | 18.33% | 33.12% | 9.38% |
Correlation
The correlation between TKO and IWF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.30 |
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Return for Risk
TKO vs. IWF — Risk / Return Rank
TKO
IWF
TKO vs. IWF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TKO Group Holdings Inc. (TKO) and iShares Russell 1000 Growth ETF (IWF). 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.
| TKO | IWF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.57 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.72 | 5.24 | -2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TKO | IWF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.65 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.40 | +0.54 |
Drawdowns
TKO vs. IWF - Drawdown Comparison
The maximum TKO drawdown since its inception was -28.35%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for TKO and IWF.
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Drawdown Indicators
| TKO | IWF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.35% | -64.25% | +35.90% |
Max Drawdown (1Y)Largest decline over 1 year | -18.28% | -16.27% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.72% | — |
Current DrawdownCurrent decline from peak | -9.63% | -1.51% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -22.08% | +13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.74% | 4.86% | +3.88% |
Volatility
TKO vs. IWF - Volatility Comparison
TKO Group Holdings Inc. (TKO) has a higher volatility of 10.60% compared to iShares Russell 1000 Growth ETF (IWF) at 3.60%. This indicates that TKO's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TKO | IWF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.60% | 3.60% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 23.18% | 11.65% | +11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.75% | 15.43% | +16.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.06% | 21.39% | +11.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.06% | 20.96% | +12.10% |
Dividends
TKO vs. IWF - Dividend Comparison
TKO's dividend yield for the trailing twelve months is around 1.33%, more than IWF's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 0.33% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
TKO TKO Group Holdings Inc. | 1.33% | 1.10% | 0.00% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TKO and IWF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKO has higher volatility (10.60%) compared to IWF (3.60%). In terms of maximum drawdown, TKO dropped -28.35% vs IWF's -64.25%.
IWF currently has the higher Sharpe Ratio (1.65 vs 0.75), 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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