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WSO-B vs. IXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSO-B vs. IXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco Inc (WSO-B) and iShares Global Tech ETF (IXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSO-B achieves a 5.06% return, which is significantly lower than IXN's 41.18% return. Over the past 10 years, WSO-B has underperformed IXN with an annualized return of 13.66%, while IXN has yielded a comparatively higher 25.57% annualized return.


WSO-B

1D
0.00%
1M
-22.22%
YTD
5.06%
6M
3.08%
1Y
-19.74%
3Y*
5.89%
5Y*
6.66%
10Y*
13.66%

IXN

1D
-1.00%
1M
21.36%
YTD
41.18%
6M
41.72%
1Y
74.57%
3Y*
36.05%
5Y*
23.25%
10Y*
25.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSO-B vs. IXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSO-B
Watsco Inc
5.06%-34.99%29.78%72.27%-15.13%35.54%33.36%39.97%-17.38%17.15%
IXN
iShares Global Tech ETF
41.18%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%

Correlation

The correlation between WSO-B and IXN is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.07

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2001

0.23

The correlation between WSO-B and IXN shifts across timeframes, from 0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WSO-B vs. IXN — Risk / Return Rank

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

WSO-B
WSO-B Risk / Return Rank: 1010
Overall Rank
WSO-B Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WSO-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
WSO-B Omega Ratio Rank: 44
Omega Ratio Rank
WSO-B Calmar Ratio Rank: 99
Calmar Ratio Rank
WSO-B Martin Ratio Rank: 44
Martin Ratio Rank

IXN
IXN Risk / Return Rank: 8888
Overall Rank
IXN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXN Omega Ratio Rank: 8686
Omega Ratio Rank
IXN Calmar Ratio Rank: 8989
Calmar Ratio Rank
IXN Martin Ratio Rank: 8686
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.

WSO-B vs. IXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco Inc (WSO-B) and iShares Global Tech ETF (IXN). 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.


WSO-BIXNDifference
Sharpe ratioReturn per unit of total volatility

-3.97

Sortino ratioReturn per unit of downside risk

-4.81

Omega ratioGain probability vs. loss probability

0.77

1.54

-0.77

Calmar ratioReturn relative to maximum drawdown

-0.84

5.43

-6.27

Martin ratioReturn relative to average drawdown

-1.55

18.73

-20.28

WSO-B vs. IXN - Sharpe Ratio Comparison

The current WSO-B Sharpe Ratio is -0.55, which is lower than the IXN Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of WSO-B and IXN, 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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Sharpe Ratios by Period


WSO-BIXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

3.41

-3.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.94

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.05

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.54

+0.02

Drawdowns

WSO-B vs. IXN - Drawdown Comparison

The maximum WSO-B drawdown since its inception was -61.67%, which is greater than IXN's maximum drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for WSO-B and IXN.


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Drawdown Indicators


WSO-BIXNDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-55.67%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.61%

-13.80%

-9.81%

Max Drawdown (3Y)

Largest decline over 3 years

-34.99%

-25.55%

-9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.99%

-36.30%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.99%

-36.30%

+1.31%

Current Drawdown

Current decline from peak

-31.70%

-1.00%

-30.70%

Average Drawdown

Average peak-to-trough decline

-14.18%

-11.27%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.73%

3.99%

+8.74%

Volatility

WSO-B vs. IXN - Volatility Comparison

Watsco Inc (WSO-B) has a higher volatility of 18.01% compared to iShares Global Tech ETF (IXN) at 7.95%. This indicates that WSO-B's price experiences larger fluctuations and is considered to be riskier than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSO-BIXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.01%

7.95%

+10.06%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

17.85%

+15.38%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

21.98%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.05%

24.84%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

24.40%

+3.66%

Dividends

WSO-B vs. IXN - Dividend Comparison

WSO-B's dividend yield for the trailing twelve months is around 3.51%, more than IXN's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.74%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
WSO-B
Watsco Inc
3.51%3.45%1.97%2.32%3.39%2.49%2.97%3.53%4.14%2.73%2.42%2.36%

Frequently Asked Questions


WSO-B and IXN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WSO-B has higher volatility (18.01%) compared to IXN (7.95%). In terms of maximum drawdown, WSO-B dropped -61.67% vs IXN's -55.67%.

IXN currently has the higher Sharpe Ratio (3.41 vs -0.55), 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.

Portfolio Optimizer

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