AIR.PA vs. IVV
Compare and contrast key facts about Airbus SE (AIR.PA) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIR.PA or IVV.
Key characteristics
| AIR.PA | IVV | |
|---|---|---|
| YTD Return | 3.63% | 25.60% |
| 1Y Return | 12.12% | 37.26% |
| 3Y Return (Ann) | 9.19% | 9.74% |
| 5Y Return (Ann) | 2.27% | 15.74% |
| 10Y Return (Ann) | 12.78% | 13.32% |
| Sharpe Ratio | 0.57 | 3.06 |
| Sortino Ratio | 0.90 | 4.09 |
| Omega Ratio | 1.13 | 1.57 |
| Calmar Ratio | 0.51 | 4.47 |
| Martin Ratio | 0.96 | 20.26 |
| Ulcer Index | 13.29% | 1.86% |
| Daily Std Dev | 22.23% | 12.29% |
| Max Drawdown | -75.05% | -55.25% |
| Current Drawdown | -15.58% | 0.00% |
Correlation
The correlation between AIR.PA and IVV is 0.36, 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.
Performance
AIR.PA vs. IVV - Performance Comparison
In the year-to-date period, AIR.PA achieves a 3.63% return, which is significantly lower than IVV's 25.60% return. Both investments have delivered pretty close results over the past 10 years, with AIR.PA having a 12.78% annualized return and IVV not far ahead at 13.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AIR.PA vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Airbus SE (AIR.PA) 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.
Dividends
AIR.PA vs. IVV - Dividend Comparison
AIR.PA's dividend yield for the trailing twelve months is around 1.97%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIR.PA Airbus SE | 1.97% | 1.29% | 1.35% | 0.00% | 0.00% | 1.26% | 1.79% | 1.63% | 2.07% | 1.94% | 1.81% | 1.08% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
AIR.PA vs. IVV - Drawdown Comparison
The maximum AIR.PA drawdown since its inception was -75.05%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AIR.PA and IVV. For additional features, visit the drawdowns tool.
Volatility
AIR.PA vs. IVV - Volatility Comparison
Airbus SE (AIR.PA) has a higher volatility of 6.20% compared to iShares Core S&P 500 ETF (IVV) at 3.94%. This indicates that AIR.PA'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.