ULTA vs. IWM

The year-to-date returns for both stocks are quite close, with ULTA having a -11.79% return and IWM slightly lower at -11.95%. Over the past 10 years, ULTA has outperformed IWM with an annualized return of 9.55%, while IWM has yielded a comparatively lower 5.89% annualized return.

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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.

The current ULTA Sharpe Ratio is -0.22, which is lower than the IWM Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ULTA and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ULTA has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.27%.

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.

Ulta Beauty, Inc. (ULTA) has a higher volatility of 15.75% compared to iShares Russell 2000 ETF (IWM) at 13.94%. 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.