YARIY vs. IXC
YARIY (Yara International ASA) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, YARIY returned 9.96%/yr vs 9.60%/yr for IXC. At a 0.46 correlation, their price movements are largely independent.
Performance
YARIY vs. IXC - Performance Comparison
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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%
YARIY vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
YARIY vs. IXC — Risk / Return Rank
YARIY
IXC
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.
| YARIY | IXC | Difference | |
|---|---|---|---|
| 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 |
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
| YARIY | IXC | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| YARIY | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.04% | -6.88% | -5.16% |
Average DrawdownAverage peak-to-trough decline | -29.42% | -17.48% | -11.94% |
Ulcer IndexDepth 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.
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Volatility by Period
| YARIY | IXC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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