ABM vs. IVV

In the year-to-date period, ABM achieves a 3.95% return, which is significantly higher than IVV's 1.74% return. Over the past 10 years, ABM has underperformed IVV with an annualized return of 7.03%, while IVV has yielded a comparatively higher 12.83% annualized return.

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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.

The current ABM Sharpe Ratio is 0.51, which is comparable to the IVV Sharpe Ratio of 0.72. 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.

ABM's dividend yield for the trailing twelve months is around 1.86%, more than IVV's 1.30% yield.

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.

ABM Industries Incorporated (ABM) and iShares Core S&P 500 ETF (IVV) have volatilities of 5.29% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.