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^SPNY vs. IVV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SPNY and IVV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

^SPNY vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Energy Index (^SPNY) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
165.33%
536.16%
^SPNY
IVV

Key characteristics

Sharpe Ratio

^SPNY:

-0.54

IVV:

0.55

Sortino Ratio

^SPNY:

-0.61

IVV:

0.90

Omega Ratio

^SPNY:

0.91

IVV:

1.13

Calmar Ratio

^SPNY:

-0.64

IVV:

0.57

Martin Ratio

^SPNY:

-1.77

IVV:

2.23

Ulcer Index

^SPNY:

7.77%

IVV:

4.83%

Daily Std Dev

^SPNY:

24.17%

IVV:

19.30%

Max Drawdown

^SPNY:

-75.59%

IVV:

-55.25%

Current Drawdown

^SPNY:

-17.71%

IVV:

-7.59%

Returns By Period

In the year-to-date period, ^SPNY achieves a -5.83% return, which is significantly lower than IVV's -3.33% return. Over the past 10 years, ^SPNY has underperformed IVV with an annualized return of 0.52%, while IVV has yielded a comparatively higher 12.38% annualized return.


^SPNY

YTD

-5.83%

1M

4.94%

6M

-13.72%

1Y

-13.24%

5Y*

15.90%

10Y*

0.52%

IVV

YTD

-3.33%

1M

13.74%

6M

-4.58%

1Y

10.62%

5Y*

15.86%

10Y*

12.38%

*Annualized

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Risk-Adjusted Performance

^SPNY vs. IVV — Risk-Adjusted Performance Rank

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

^SPNY
The Risk-Adjusted Performance Rank of ^SPNY is 44
Overall Rank
The Sharpe Ratio Rank of ^SPNY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPNY is 77
Sortino Ratio Rank
The Omega Ratio Rank of ^SPNY is 44
Omega Ratio Rank
The Calmar Ratio Rank of ^SPNY is 11
Calmar Ratio Rank
The Martin Ratio Rank of ^SPNY is 11
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SPNY vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Energy Index (^SPNY) and iShares Core S&P 500 ETF (IVV). 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.


The current ^SPNY Sharpe Ratio is -0.54, which is lower than the IVV Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ^SPNY and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.54
0.55
^SPNY
IVV

Drawdowns

^SPNY vs. IVV - Drawdown Comparison

The maximum ^SPNY drawdown since its inception was -75.59%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^SPNY and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.71%
-7.59%
^SPNY
IVV

Volatility

^SPNY vs. IVV - Volatility Comparison

S&P 500 Energy Index (^SPNY) has a higher volatility of 11.93% compared to iShares Core S&P 500 ETF (IVV) at 11.24%. This indicates that ^SPNY's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.93%
11.24%
^SPNY
IVV