ABEV vs. IVV

In the year-to-date period, ABEV achieves a 29.34% return, which is significantly higher than IVV's 7.08% return. Over the past 10 years, ABEV has underperformed IVV with an annualized return of -5.70%, while IVV has yielded a comparatively higher 13.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ambev S.A. (ABEV) 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 ABEV Sharpe Ratio is 0.64, which is comparable to the IVV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ABEV 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.

The correlation between ABEV and IVV is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

ABEV's dividend yield for the trailing twelve months is around 6.57%, more than IVV's 1.28% yield.

The maximum ABEV drawdown since its inception was -73.73%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ABEV and IVV.

Ambev S.A. (ABEV) has a higher volatility of 7.60% compared to iShares Core S&P 500 ETF (IVV) at 2.86%. This indicates that ABEV'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.