UNP vs. IYT
UNP (Union Pacific Corporation) is a stock, while IYT (iShares Transportation Average ETF) is Industrials Equities fund tracking the Dow Jones Transportation Average Index. Over the past 10 years, UNP returned 14.84%/yr vs 10.75%/yr for IYT. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
UNP vs. IYT - Performance Comparison
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Returns By Period
In the year-to-date period, UNP achieves a 27.61% return, which is significantly higher than IYT's 14.55% return. Over the past 10 years, UNP has outperformed IYT with an annualized return of 14.84%, while IYT has yielded a comparatively lower 10.75% annualized return.
UNP
- 1D
- 0.92%
- 1M
- 3.50%
- 6M
- 25.56%
- YTD
- 27.61%
- 1Y
- 36.17%
- 3Y*
- 10.51%
- 5Y*
- 8.38%
- 10Y*
- 14.84%
- ALL TIME*
- 12.36%
IYT
- 1D
- 0.01%
- 1M
- -3.52%
- 6M
- 11.47%
- YTD
- 14.55%
- 1Y
- 28.75%
- 3Y*
- 10.10%
- 5Y*
- 7.51%
- 10Y*
- 10.75%
- ALL TIME*
- 9.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $61.92M | $57.48M | $60.22M | |
| $1.15B | $928.45M | $827.36M |
UNP vs. IYT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNP Union Pacific Corporation | 27.61% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
IYT iShares Transportation Average ETF | 14.55% | 11.48% | 4.10% | 24.62% | -21.74% | 26.41% | 14.20% | 20.11% | -12.87% | 18.89% |
Correlation
The correlation between UNP and IYT is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2003 | 0.76 |
The correlation between UNP and IYT shifts across timeframes, from 0.61 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UNP vs. IYT — Risk / Return Rank
UNP
IYT
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UNP | IYT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.17 | +0.66 |
| Martin ratioReturn relative to average drawdown | 7.61 | 7.44 | +0.17 |
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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
| UNP | IYT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.49% | -60.39% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.09% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.75% | -26.35% | +8.60% |
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 DrawdownCurrent decline from peak | -4.94% | -5.69% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -9.26% | -7.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 3.53% | +1.03% |
Volatility
UNP vs. IYT - Volatility Comparison
Union Pacific Corporation (UNP) has a higher volatility of 7.46% compared to iShares Transportation Average ETF (IYT) at 4.43%. This indicates that UNP's price experiences larger fluctuations and is considered to be riskier 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
| UNP | IYT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 4.43% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 16.10% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 20.29% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 22.33% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.35% | 23.11% | +2.24% |
Dividends
UNP vs. IYT - Dividend Comparison
UNP's dividend yield for the trailing twelve months is around 1.89%, more than IYT's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 0.92% | 1.00% | 1.08% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% |
UNP Union Pacific Corporation | 1.89% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Frequently Asked Questions
UNP and IYT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNP has higher volatility (7.46%) compared to IYT (4.43%). In terms of maximum drawdown, UNP dropped -67.49% vs IYT's -60.39%.
UNP currently has the higher Sharpe Ratio (1.57 vs 1.29), 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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