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UPST vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPST vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Upstart Holdings, Inc. (UPST) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPST achieves a -28.38% return, which is significantly lower than IGV's -17.38% return.


UPST

1D
-3.42%
1M
9.66%
YTD
-28.38%
6M
-35.78%
1Y
-46.01%
3Y*
1.31%
5Y*
-24.20%
10Y*

IGV

1D
-2.00%
1M
-7.11%
YTD
-17.38%
6M
-19.85%
1Y
-16.92%
3Y*
9.05%
5Y*
2.55%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPST vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UPST
Upstart Holdings, Inc.
-28.38%-28.98%50.69%209.08%-91.26%271.29%56.73%
IGV
iShares Expanded Tech-Software Sector ETF
-17.38%5.56%23.41%58.56%-35.65%12.30%3.24%

Correlation

The correlation between UPST and IGV is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2020

0.54

The correlation between UPST and IGV has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

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Return for Risk

UPST vs. IGV — Risk / Return Rank

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

UPST
UPST Risk / Return Rank: 1818
Overall Rank
UPST Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UPST Sortino Ratio Rank: 1717
Sortino Ratio Rank
UPST Omega Ratio Rank: 1717
Omega Ratio Rank
UPST Calmar Ratio Rank: 1818
Calmar Ratio Rank
UPST Martin Ratio Rank: 2222
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 44
Overall Rank
IGV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 44
Sortino Ratio Rank
IGV Omega Ratio Rank: 44
Omega Ratio Rank
IGV Calmar Ratio Rank: 55
Calmar Ratio Rank
IGV Martin Ratio Rank: 44
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.

UPST vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Upstart Holdings, Inc. (UPST) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


UPSTIGVDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.92

0.92

0.00

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.46

-0.18

Martin ratioReturn relative to average drawdown

-0.95

-0.95

0.00

UPST vs. IGV - Sharpe Ratio Comparison

The current UPST Sharpe Ratio is -0.66, which is comparable to the IGV Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of UPST and IGV, 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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Drawdowns

UPST vs. IGV - Drawdown Comparison

The maximum UPST drawdown since its inception was -96.90%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for UPST and IGV.


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Drawdown Indicators


UPSTIGVDifference

Max Drawdown

Largest peak-to-trough decline

-96.90%

-63.45%

-33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-71.21%

-36.61%

-34.60%

Max Drawdown (3Y)

Largest decline over 3 years

-72.72%

-36.61%

-36.11%

Max Drawdown (5Y)

Largest decline over 5 years

-96.90%

-45.85%

-51.05%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

Current Drawdown

Current decline from peak

-91.97%

-25.86%

-66.11%

Average Drawdown

Average peak-to-trough decline

-76.24%

-14.46%

-61.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.62%

17.87%

+30.75%

Volatility

UPST vs. IGV - Volatility Comparison

Upstart Holdings, Inc. (UPST) has a higher volatility of 21.59% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.72%. This indicates that UPST's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPSTIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.59%

12.72%

+8.87%

Volatility (6M)

Calculated over the trailing 6-month period

50.90%

24.91%

+25.99%

Volatility (1Y)

Calculated over the trailing 1-year period

70.59%

28.33%

+42.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.73%

27.97%

+75.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.86%

26.42%

+87.44%

Dividends

UPST vs. IGV - Dividend Comparison

UPST has not paid dividends to shareholders, while IGV's dividend yield for the trailing twelve months is around 0.02%.


PositionTTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ETF
0.02%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
UPST
Upstart Holdings, 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%

Frequently Asked Questions


UPST and IGV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPST has higher volatility (21.59%) compared to IGV (12.72%). In terms of maximum drawdown, UPST dropped -96.90% vs IGV's -63.45%.

IGV currently has the higher Sharpe Ratio (-0.60 vs -0.66), 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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