IShares Real Coefficient Of Variation
| IYR ETF | | | USD 103.27 -0.01 -0.01% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is IShares Real's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
IShares Real carries a Coefficient Of Variation of 757.31, consistent with high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 757.31 | |
Coefficient Of Variation Peers Comparison
IShares Real falls above the -205.08 peer average for Coefficient Of Variation. WisdomTree MidCap Dividend leads at 1394.64 while iShares Financials ETF registers the lowest at -5165.219. Relative to peers, IShares Real's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares Real and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares Real's Coefficient Of Variation reads
757.31 while Maximum Drawdown reads
4.72 , a
0.01 ratio between the two. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for IShares Real. Coefficient Of Variation runs about
160.58 times Maximum Drawdown for iShares Real Estate
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for IShares Real is 757.31. This Coefficient Of Variation reading for IShares Real results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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