ADBE vs. IVR
ADBE (Adobe Inc) and IVR (Invesco Mortgage Capital Inc.) are both stocks. ADBE operates in Software - Infrastructure (Technology), while IVR operates in REIT - Mortgage (Real Estate). Over the past 10 years, ADBE returned 7.72%/yr vs -11.54%/yr for IVR. At a 0.26 correlation, their price movements are largely independent.
Performance
ADBE vs. IVR - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than IVR's 1.55% return. Over the past 10 years, ADBE has outperformed IVR with an annualized return of 7.72%, while IVR has yielded a comparatively lower -11.54% annualized return.
ADBE
- 1D
- -6.76%
- 1M
- -17.60%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
IVR
- 1D
- -0.75%
- 1M
- 1.04%
- YTD
- 1.55%
- 6M
- 10.30%
- 1Y
- 26.54%
- 3Y*
- 7.30%
- 5Y*
- -14.67%
- 10Y*
- -11.54%
ADBE vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe Inc | -41.71% | -21.29% | -25.46% | 77.28% | -40.65% | 13.38% | 51.64% | 45.78% | 29.10% | 70.22% |
IVR Invesco Mortgage Capital Inc. | 1.55% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
Correlation
The correlation between ADBE and IVR is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2009 | 0.26 |
The correlation between ADBE and IVR shifts across timeframes, from 0.07 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADBE:
$17.42
IVR:
$1.64
ADBE:
11.71
IVR:
4.84
ADBE:
0.83
IVR:
0.32
ADBE:
3.36
IVR:
1.83
ADBE:
$25.20B
IVR:
$215.91M
ADBE:
$22.46B
IVR:
$138.51M
ADBE:
$9.68B
IVR:
$246.65M
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Return for Risk
ADBE vs. IVR — Risk / Return Rank
ADBE
IVR
ADBE vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and Invesco Mortgage Capital Inc. (IVR). 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.
| ADBE | IVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.21 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | 1.52 | -2.56 |
| Martin ratioReturn relative to average drawdown | -1.99 | 4.11 | -6.10 |
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Drawdowns
ADBE vs. IVR - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for ADBE and IVR.
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Drawdown Indicators
| ADBE | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -92.55% | +12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -16.54% | -32.67% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -45.38% | -22.48% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -76.67% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | -92.55% | +22.19% |
Current DrawdownCurrent decline from peak | -70.36% | -85.09% | +14.73% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -35.89% | +9.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 6.12% | +21.19% |
Volatility
ADBE vs. IVR - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 16.64% compared to Invesco Mortgage Capital Inc. (IVR) at 4.65%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADBE | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 4.65% | +11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 17.33% | +11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 22.57% | +12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 35.46% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 56.14% | -21.66% |
Dividends
ADBE vs. IVR - Dividend Comparison
ADBE has not paid dividends to shareholders, while IVR's dividend yield for the trailing twelve months is around 20.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVR Invesco Mortgage Capital Inc. | 20.65% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
Financials
ADBE vs. IVR - Financials Comparison
This section allows you to compare key financial metrics between Adobe Inc and Invesco Mortgage Capital Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADBE and IVR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (16.64%) compared to IVR (4.65%). In terms of maximum drawdown, ADBE dropped -79.89% vs IVR's -92.55%.
IVR currently has the higher Sharpe Ratio (1.12 vs -1.45), 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.
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