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ABM vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABM and IVV is 0.53, 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.


-0.50.00.51.00.5

Performance

ABM vs. IVV - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.69%
10.13%
ABM
IVV

Key characteristics

Sharpe Ratio

ABM:

1.10

IVV:

1.96

Sortino Ratio

ABM:

1.55

IVV:

2.62

Omega Ratio

ABM:

1.22

IVV:

1.36

Calmar Ratio

ABM:

1.21

IVV:

2.99

Martin Ratio

ABM:

4.96

IVV:

12.47

Ulcer Index

ABM:

5.72%

IVV:

2.02%

Daily Std Dev

ABM:

25.74%

IVV:

12.87%

Max Drawdown

ABM:

-59.61%

IVV:

-55.25%

Current Drawdown

ABM:

-9.10%

IVV:

-1.27%

Returns By Period

In the year-to-date period, ABM achieves a 4.10% return, which is significantly higher than IVV's 2.76% return. Over the past 10 years, ABM has underperformed IVV with an annualized return of 8.39%, while IVV has yielded a comparatively higher 13.74% annualized return.


ABM

YTD

4.10%

1M

3.69%

6M

-3.69%

1Y

28.87%

5Y*

8.96%

10Y*

8.39%

IVV

YTD

2.76%

1M

2.36%

6M

10.13%

1Y

24.30%

5Y*

15.20%

10Y*

13.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABM vs. IVV — Risk-Adjusted Performance Rank

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

ABM
The Risk-Adjusted Performance Rank of ABM is 7878
Overall Rank
The Sharpe Ratio Rank of ABM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ABM is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ABM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ABM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ABM is 8181
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8181
Overall Rank
The Sharpe Ratio Rank of IVV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8484
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.

ABM vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) 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.


Sharpe ratio
The chart of Sharpe ratio for ABM, currently valued at 1.10, compared to the broader market-2.000.002.001.101.96
The chart of Sortino ratio for ABM, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.552.62
The chart of Omega ratio for ABM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.36
The chart of Calmar ratio for ABM, currently valued at 1.21, compared to the broader market0.002.004.006.001.212.99
The chart of Martin ratio for ABM, currently valued at 4.96, compared to the broader market0.0010.0020.004.9612.47
ABM
IVV

The current ABM Sharpe Ratio is 1.10, which is lower than the IVV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ABM 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.10
1.96
ABM
IVV

Dividends

ABM vs. IVV - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.77%, more than IVV's 1.26% yield.


TTM20242023202220212020201920182017201620152014
ABM
ABM Industries Incorporated
1.77%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%
IVV
iShares Core S&P 500 ETF
1.26%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

ABM vs. IVV - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ABM and IVV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.10%
-1.27%
ABM
IVV

Volatility

ABM vs. IVV - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 6.09% compared to iShares Core S&P 500 ETF (IVV) at 4.18%. This indicates that ABM'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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.09%
4.18%
ABM
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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