WBA vs. IYT
Compare and contrast key facts about Walgreens Boots Alliance, Inc. (WBA) and iShares Transportation Average ETF (IYT).
IYT is a passively managed fund by iShares that tracks the performance of the Dow Jones Transportation Average Index. It was launched on Oct 10, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBA or IYT.
Key characteristics
| WBA | IYT | |
|---|---|---|
| YTD Return | -63.53% | 12.48% |
| 1Y Return | -52.32% | 31.26% |
| 3Y Return (Ann) | -39.72% | 2.91% |
| 5Y Return (Ann) | -27.77% | 9.37% |
| 10Y Return (Ann) | -15.22% | 7.33% |
| Sharpe Ratio | -1.09 | 1.60 |
| Sortino Ratio | -1.69 | 2.40 |
| Omega Ratio | 0.78 | 1.28 |
| Calmar Ratio | -0.61 | 0.30 |
| Martin Ratio | -1.28 | 5.76 |
| Ulcer Index | 42.00% | 5.21% |
| Daily Std Dev | 49.09% | 18.71% |
| Max Drawdown | -87.93% | -100.00% |
| Current Drawdown | -86.73% | -99.99% |
Correlation
The correlation between WBA and IYT is 0.46, 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.
Performance
WBA vs. IYT - Performance Comparison
In the year-to-date period, WBA achieves a -63.53% return, which is significantly lower than IYT's 12.48% return. Over the past 10 years, WBA has underperformed IYT with an annualized return of -15.22%, while IYT has yielded a comparatively higher 7.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WBA vs. IYT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) 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.
Dividends
WBA vs. IYT - Dividend Comparison
WBA's dividend yield for the trailing twelve months is around 13.56%, more than IYT's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | 13.56% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
IYT iShares Transportation Average ETF | 1.07% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% | 0.70% | 0.86% |
Drawdowns
WBA vs. IYT - Drawdown Comparison
The maximum WBA drawdown since its inception was -87.93%, smaller than the maximum IYT drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WBA and IYT. For additional features, visit the drawdowns tool.
Volatility
WBA vs. IYT - Volatility Comparison
Walgreens Boots Alliance, Inc. (WBA) has a higher volatility of 20.47% compared to iShares Transportation Average ETF (IYT) at 7.71%. This indicates that WBA'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.