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

Correlation

The correlation between ^SPXHC and IVV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

^SPXHC vs. IVV - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
306.81%
632.72%
^SPXHC
IVV

Key characteristics

Sharpe Ratio

^SPXHC:

-0.07

IVV:

0.54

Sortino Ratio

^SPXHC:

0.00

IVV:

0.88

Omega Ratio

^SPXHC:

1.00

IVV:

1.13

Calmar Ratio

^SPXHC:

-0.06

IVV:

0.56

Martin Ratio

^SPXHC:

-0.15

IVV:

2.27

Ulcer Index

^SPXHC:

6.49%

IVV:

4.60%

Daily Std Dev

^SPXHC:

14.24%

IVV:

19.38%

Max Drawdown

^SPXHC:

-40.78%

IVV:

-55.25%

Current Drawdown

^SPXHC:

-11.75%

IVV:

-9.86%

Returns By Period

In the year-to-date period, ^SPXHC achieves a 0.62% return, which is significantly higher than IVV's -5.70% return. Over the past 10 years, ^SPXHC has underperformed IVV with an annualized return of 6.78%, while IVV has yielded a comparatively higher 12.11% annualized return.


^SPXHC

YTD

0.62%

1M

-4.29%

6M

-6.86%

1Y

-0.99%

5Y*

6.73%

10Y*

6.78%

IVV

YTD

-5.70%

1M

-0.84%

6M

-4.55%

1Y

9.82%

5Y*

15.25%

10Y*

12.11%

*Annualized

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Risk-Adjusted Performance

^SPXHC vs. IVV — Risk-Adjusted Performance Rank

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

^SPXHC
The Risk-Adjusted Performance Rank of ^SPXHC is 2424
Overall Rank
The Sharpe Ratio Rank of ^SPXHC is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXHC is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXHC is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXHC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXHC is 2626
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6464
Overall Rank
The Sharpe Ratio Rank of IVV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6767
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.

^SPXHC vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Health Care Index (^SPXHC) 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 chart of Sharpe ratio for ^SPXHC, currently valued at -0.07, compared to the broader market-0.500.000.501.001.50
^SPXHC: -0.07
IVV: 0.56
The chart of Sortino ratio for ^SPXHC, currently valued at 0.00, compared to the broader market-1.00-0.500.000.501.001.502.00
^SPXHC: 0.00
IVV: 0.91
The chart of Omega ratio for ^SPXHC, currently valued at 1.00, compared to the broader market0.901.001.101.201.30
^SPXHC: 1.00
IVV: 1.13
The chart of Calmar ratio for ^SPXHC, currently valued at -0.06, compared to the broader market-0.500.000.501.00
^SPXHC: -0.06
IVV: 0.58
The chart of Martin ratio for ^SPXHC, currently valued at -0.15, compared to the broader market0.002.004.006.00
^SPXHC: -0.15
IVV: 2.37

The current ^SPXHC Sharpe Ratio is -0.07, which is lower than the IVV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ^SPXHC 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.07
0.56
^SPXHC
IVV

Drawdowns

^SPXHC vs. IVV - Drawdown Comparison

The maximum ^SPXHC drawdown since its inception was -40.78%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^SPXHC and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.75%
-9.86%
^SPXHC
IVV

Volatility

^SPXHC vs. IVV - Volatility Comparison

The current volatility for S&P 500 Health Care Index (^SPXHC) is 9.10%, while iShares Core S&P 500 ETF (IVV) has a volatility of 14.25%. This indicates that ^SPXHC experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.10%
14.25%
^SPXHC
IVV