ULTA vs. IWM
Compare and contrast key facts about Ulta Beauty, Inc. (ULTA) and iShares Russell 2000 ETF (IWM).
IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ULTA or IWM.
Performance
ULTA vs. IWM - Performance Comparison
Returns By Period
In the year-to-date period, ULTA achieves a -30.94% return, which is significantly lower than IWM's 20.01% return. Over the past 10 years, ULTA has outperformed IWM with an annualized return of 10.43%, while IWM has yielded a comparatively lower 8.76% annualized return.
ULTA
-30.94%
-7.80%
-11.37%
-17.37%
8.15%
10.43%
IWM
20.01%
8.91%
16.95%
35.71%
10.02%
8.76%
Key characteristics
| ULTA | IWM | |
|---|---|---|
| Sharpe Ratio | -0.52 | 1.70 |
| Sortino Ratio | -0.55 | 2.43 |
| Omega Ratio | 0.92 | 1.29 |
| Calmar Ratio | -0.40 | 1.46 |
| Martin Ratio | -0.66 | 9.34 |
| Ulcer Index | 26.36% | 3.82% |
| Daily Std Dev | 33.41% | 21.03% |
| Max Drawdown | -87.89% | -59.05% |
| Current Drawdown | -40.34% | -1.21% |
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Correlation
The correlation between ULTA and IWM is 0.49, 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.
Risk-Adjusted Performance
ULTA vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) and iShares Russell 2000 ETF (IWM). 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.
Dividends
ULTA vs. IWM - Dividend Comparison
ULTA has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ULTA Ulta Beauty, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.08% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
ULTA vs. IWM - Drawdown Comparison
The maximum ULTA drawdown since its inception was -87.89%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ULTA and IWM. For additional features, visit the drawdowns tool.
Volatility
ULTA vs. IWM - Volatility Comparison
Ulta Beauty, Inc. (ULTA) has a higher volatility of 8.62% compared to iShares Russell 2000 ETF (IWM) at 7.63%. This indicates that ULTA's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.