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UNP vs. IYT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNP vs. IYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Union Pacific Corporation (UNP) and iShares Transportation Average ETF (IYT). The values are adjusted to include any dividend payments, if applicable.

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UNP vs. IYT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNP
Union Pacific Corporation
5.43%3.86%-5.10%21.61%-15.93%23.31%17.64%33.70%5.26%32.30%
IYT
iShares Transportation Average ETF
0.48%11.48%4.10%24.62%-21.74%26.41%14.20%20.11%-12.87%18.89%

Returns By Period

In the year-to-date period, UNP achieves a 5.43% return, which is significantly higher than IYT's 0.48% return. Over the past 10 years, UNP has outperformed IYT with an annualized return of 14.40%, while IYT has yielded a comparatively lower 9.02% annualized return.


UNP

1D
1.42%
1M
-8.44%
YTD
5.43%
6M
3.78%
1Y
5.12%
3Y*
8.90%
5Y*
4.28%
10Y*
14.40%

IYT

1D
3.35%
1M
-8.45%
YTD
0.48%
6M
4.61%
1Y
17.82%
3Y*
10.71%
5Y*
4.04%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UNP vs. IYT — Risk / Return Rank

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

UNP
UNP Risk / Return Rank: 4949
Overall Rank
UNP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
UNP Sortino Ratio Rank: 4343
Sortino Ratio Rank
UNP Omega Ratio Rank: 4141
Omega Ratio Rank
UNP Calmar Ratio Rank: 5555
Calmar Ratio Rank
UNP Martin Ratio Rank: 5555
Martin Ratio Rank

IYT
IYT Risk / Return Rank: 4444
Overall Rank
IYT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 4343
Sortino Ratio Rank
IYT Omega Ratio Rank: 4141
Omega Ratio Rank
IYT Calmar Ratio Rank: 5151
Calmar Ratio Rank
IYT Martin Ratio Rank: 4646
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.

UNP vs. IYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) and iShares Transportation Average ETF (IYT). 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.


UNPIYTDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.69

-0.46

Sortino ratio

Return per unit of downside risk

0.48

1.16

-0.68

Omega ratio

Gain probability vs. loss probability

1.06

1.15

-0.09

Calmar ratio

Return relative to maximum drawdown

0.55

1.23

-0.68

Martin ratio

Return relative to average drawdown

1.19

4.19

-3.00

UNP vs. IYT - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 0.23, which is lower than the IYT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UNP and IYT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNPIYTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.69

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.18

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.39

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.40

+0.02

Correlation

The correlation between UNP and IYT is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UNP vs. IYT - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.26%, more than IYT's 1.07% yield.


TTM20252024202320222021202020192018201720162015
UNP
Union Pacific Corporation
2.26%2.35%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%
IYT
iShares Transportation Average ETF
1.07%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%

Drawdowns

UNP vs. IYT - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, which is greater than IYT's maximum drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for UNP and IYT.


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Drawdown Indicators


UNPIYTDifference

Max Drawdown

Largest peak-to-trough decline

-67.49%

-60.39%

-7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-15.01%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-29.15%

-2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-41.28%

+2.56%

Current Drawdown

Current decline from peak

-9.12%

-9.14%

+0.02%

Average Drawdown

Average peak-to-trough decline

-17.13%

-9.37%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

4.42%

+1.46%

Volatility

UNP vs. IYT - Volatility Comparison

The current volatility for Union Pacific Corporation (UNP) is 5.68%, while iShares Transportation Average ETF (IYT) has a volatility of 7.73%. This indicates that UNP experiences smaller price fluctuations and is considered to be less risky than IYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNPIYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

7.73%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

14.66%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

26.02%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

22.07%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.19%

23.05%

+2.14%