PortfoliosLab logoPortfoliosLab logo
YARIY vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YARIY vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yara International ASA (YARIY) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, YARIY achieves a 33.32% return, which is significantly higher than IXC's 29.38% return. Both investments have delivered pretty close results over the past 10 years, with YARIY having a 9.96% annualized return and IXC not far behind at 9.60%.


YARIY

1D
-3.00%
1M
-4.94%
YTD
33.32%
6M
41.65%
1Y
47.65%
3Y*
18.95%
5Y*
6.05%
10Y*
9.96%

IXC

1D
-2.08%
1M
-0.39%
YTD
29.38%
6M
28.04%
1Y
47.24%
3Y*
17.99%
5Y*
19.12%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YARIY vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YARIY
Yara International ASA
33.32%57.35%-24.66%-7.15%-5.03%33.25%9.83%9.63%-14.26%27.25%
IXC
iShares Global Energy ETF
29.38%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between YARIY and IXC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.39

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

0.43

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

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2004

0.46

The correlation between YARIY and IXC shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

YARIY vs. IXC — Risk / Return Rank

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

YARIY
YARIY Risk / Return Rank: 8181
Overall Rank
YARIY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
YARIY Sortino Ratio Rank: 7676
Sortino Ratio Rank
YARIY Omega Ratio Rank: 7777
Omega Ratio Rank
YARIY Calmar Ratio Rank: 8686
Calmar Ratio Rank
YARIY Martin Ratio Rank: 8383
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 7878
Overall Rank
IXC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7272
Sortino Ratio Rank
IXC Omega Ratio Rank: 7272
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7878
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.

YARIY vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yara International ASA (YARIY) and iShares Global Energy ETF (IXC). 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.


YARIYIXCDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

3.61

4.91

-1.30

Martin ratioReturn relative to average drawdown

7.65

14.62

-6.98

YARIY vs. IXC - Sharpe Ratio Comparison

The current YARIY Sharpe Ratio is 1.48, which is lower than the IXC Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of YARIY and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


YARIYIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.53

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.82

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.36

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

0.00

Drawdowns

YARIY vs. IXC - Drawdown Comparison

The maximum YARIY drawdown since its inception was -86.18%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for YARIY and IXC.


Loading charts...

Drawdown Indicators


YARIYIXCDifference

Max Drawdown

Largest peak-to-trough decline

-86.18%

-67.88%

-18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-9.66%

-3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-35.12%

-19.06%

-16.06%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-24.93%

-16.80%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-64.16%

+14.57%

Current Drawdown

Current decline from peak

-12.04%

-6.88%

-5.16%

Average Drawdown

Average peak-to-trough decline

-29.42%

-17.48%

-11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

3.24%

+3.01%

Volatility

YARIY vs. IXC - Volatility Comparison

Yara International ASA (YARIY) has a higher volatility of 8.59% compared to iShares Global Energy ETF (IXC) at 6.83%. This indicates that YARIY's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


YARIYIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

6.83%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

27.96%

15.49%

+12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

32.36%

18.79%

+13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.12%

23.51%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.24%

26.85%

+4.39%

Dividends

YARIY vs. IXC - Dividend Comparison

YARIY's dividend yield for the trailing twelve months is around 4.49%, more than IXC's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.85%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
YARIY
Yara International ASA
4.49%1.18%1.79%14.57%10.07%9.09%8.17%1.81%2.14%6.95%9.08%4.00%

Frequently Asked Questions


YARIY and IXC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YARIY has higher volatility (8.59%) compared to IXC (6.83%). In terms of maximum drawdown, YARIY dropped -86.18% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.53 vs 1.48), 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

Find the right allocation for YARIY and IXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer