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TKO vs. IWF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TKO vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TKO Group Holdings Inc. (TKO) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TKO vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

TKO
TKO Risk / Return Rank: 6464
Overall Rank
TKO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TKO Sortino Ratio Rank: 6262
Sortino Ratio Rank
TKO Omega Ratio Rank: 6060
Omega Ratio Rank
TKO Calmar Ratio Rank: 6767
Calmar Ratio Rank
TKO Martin Ratio Rank: 6565
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 4242
Overall Rank
IWF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWF Omega Ratio Rank: 4747
Omega Ratio Rank
IWF Calmar Ratio Rank: 3232
Calmar Ratio Rank
IWF Martin Ratio Rank: 3535
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.

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.


TKOIWFDifference
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

TKO vs. IWF - Sharpe Ratio Comparison

The current TKO Sharpe Ratio is 0.75, which is lower than the IWF Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of TKO and IWF, 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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Sharpe Ratios by Period


TKOIWFDifference

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


TKOIWFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.63%

-1.51%

-8.12%

Average Drawdown

Average peak-to-trough decline

-8.74%

-22.08%

+13.34%

Ulcer Index

Depth 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


TKOIWFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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