WPRT vs. ITOT
WPRT (Westport Fuel Systems Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, WPRT returned -21.13%/yr vs 14.67%/yr for ITOT. At a 0.40 correlation, their price movements are largely independent.
Performance
WPRT vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, WPRT achieves a 21.02% return, which is significantly higher than ITOT's 8.76% return. Over the past 10 years, WPRT has underperformed ITOT with an annualized return of -21.13%, while ITOT has yielded a comparatively higher 14.67% annualized return.
WPRT
- 1D
- -2.56%
- 1M
- -4.04%
- YTD
- 21.02%
- 6M
- 13.77%
- 1Y
- -32.86%
- 3Y*
- -36.09%
- 5Y*
- -49.01%
- 10Y*
- -21.13%
ITOT
- 1D
- -2.71%
- 1M
- 0.38%
- YTD
- 8.76%
- 6M
- 8.31%
- 1Y
- 25.86%
- 3Y*
- 21.07%
- 5Y*
- 12.18%
- 10Y*
- 14.67%
WPRT vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPRT Westport Fuel Systems Inc. | 21.02% | -56.15% | -45.92% | -14.56% | -67.31% | -55.53% | 124.89% | 78.20% | -64.63% | 232.74% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 8.76% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between WPRT and ITOT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2008 | 0.40 |
The correlation between WPRT and ITOT shifts across timeframes, from 0.28 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WPRT vs. ITOT — Risk / Return Rank
WPRT
ITOT
WPRT vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westport Fuel Systems Inc. (WPRT) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| WPRT | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.37 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.92 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.74 | 13.34 | -14.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WPRT | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 2.08 | -2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.71 | 0.70 | -1.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.27 | 0.80 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.57 | -0.84 |
Drawdowns
WPRT vs. ITOT - Drawdown Comparison
The maximum WPRT drawdown since its inception was -99.68%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WPRT and ITOT.
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Drawdown Indicators
| WPRT | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.68% | -55.20% | -44.48% |
Max Drawdown (1Y)Largest decline over 1 year | -61.69% | -8.90% | -52.79% |
Max Drawdown (3Y)Largest decline over 3 years | -86.75% | -19.44% | -67.31% |
Max Drawdown (5Y)Largest decline over 5 years | -97.44% | -25.36% | -72.08% |
Max Drawdown (10Y)Largest decline over 10 years | -98.73% | -35.00% | -63.73% |
Current DrawdownCurrent decline from peak | -99.61% | -2.95% | -96.66% |
Average DrawdownAverage peak-to-trough decline | -74.04% | -6.97% | -67.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.61% | 1.94% | +42.67% |
Volatility
WPRT vs. ITOT - Volatility Comparison
Westport Fuel Systems Inc. (WPRT) has a higher volatility of 8.59% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.93%. This indicates that WPRT's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPRT | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.59% | 3.93% | +4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 33.03% | 9.56% | +23.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.55% | 12.51% | +36.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.03% | 17.39% | +51.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.07% | 18.28% | +60.79% |
Dividends
WPRT vs. ITOT - Dividend Comparison
WPRT has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
WPRT Westport Fuel Systems 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
WPRT and ITOT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPRT has higher volatility (8.59%) compared to ITOT (3.93%). In terms of maximum drawdown, WPRT dropped -99.68% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.08 vs -0.68), 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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