ABM vs. IVV
ABM (ABM Industries Incorporated) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ABM returned 4.07%/yr vs 15.14%/yr for IVV. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ABM vs. IVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ABM achieves a 9.47% return, which is significantly lower than IVV's 10.46% return. Over the past 10 years, ABM has underperformed IVV with an annualized return of 4.07%, while IVV has yielded a comparatively higher 15.14% annualized return.
ABM
- 1D
- 1.70%
- 1M
- -0.59%
- 6M
- 4.10%
- YTD
- 9.47%
- 1Y
- -4.41%
- 3Y*
- 4.53%
- 5Y*
- 2.24%
- 10Y*
- 4.07%
IVV
- 1D
- -0.73%
- 1M
- 1.27%
- 6M
- 8.36%
- YTD
- 10.46%
- 1Y
- 21.57%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.14%
ABM vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABM ABM Industries Incorporated | 9.47% | -15.53% | 16.35% | 3.04% | 10.73% | 9.81% | 2.14% | 20.39% | -13.05% | -6.13% |
IVV iShares Core S&P 500 ETF | 10.46% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between ABM and IVV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.52 |
Over the past year, the correlation between ABM and IVV has dropped to 0.26 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABM vs. IVV — Risk / Return Rank
ABM
IVV
ABM vs. IVV - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABM | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.44 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.36 | 10.60 | -10.96 |
Loading charts...
Drawdowns
ABM vs. IVV - Drawdown Comparison
The maximum ABM drawdown since its inception was -59.64%, 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.
Loading charts...
Drawdown Indicators
| ABM | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.64% | -55.25% | -4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -23.78% | -8.89% | -14.89% |
Max Drawdown (3Y)Largest decline over 3 years | -34.37% | -18.75% | -15.62% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -24.53% | -9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -52.00% | -33.90% | -18.10% |
Current DrawdownCurrent decline from peak | -19.25% | -1.11% | -18.14% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -10.74% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 2.04% | +10.32% |
Volatility
ABM vs. IVV - Volatility Comparison
ABM Industries Incorporated (ABM) has a higher volatility of 7.13% compared to iShares Core S&P 500 ETF (IVV) at 4.32%. 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.
Loading charts...
Volatility by Period
| ABM | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.32% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 10.05% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.59% | 12.60% | +14.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.04% | 17.01% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.86% | 18.05% | +15.81% |
Dividends
ABM vs. IVV - Dividend Comparison
ABM's dividend yield for the trailing twelve months is around 2.50%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABM ABM Industries Incorporated | 2.50% | 2.51% | 1.76% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% |
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
ABM and IVV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABM has higher volatility (7.13%) compared to IVV (4.32%). In terms of maximum drawdown, ABM dropped -59.64% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.72 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ABM and IVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer