PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ASH vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASH and IVW 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

ASH vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashland Global Holdings Inc. (ASH) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-26.60%
10.61%
ASH
IVW

Key characteristics

Sharpe Ratio

ASH:

-0.43

IVW:

2.06

Sortino Ratio

ASH:

-0.47

IVW:

2.69

Omega Ratio

ASH:

0.94

IVW:

1.37

Calmar Ratio

ASH:

-0.32

IVW:

2.87

Martin Ratio

ASH:

-0.88

IVW:

11.12

Ulcer Index

ASH:

13.60%

IVW:

3.29%

Daily Std Dev

ASH:

28.03%

IVW:

17.77%

Max Drawdown

ASH:

-91.64%

IVW:

-57.33%

Current Drawdown

ASH:

-35.90%

IVW:

-2.30%

Returns By Period

In the year-to-date period, ASH achieves a -1.62% return, which is significantly lower than IVW's 1.36% return. Over the past 10 years, ASH has underperformed IVW with an annualized return of 3.25%, while IVW has yielded a comparatively higher 15.40% annualized return.


ASH

YTD

-1.62%

1M

-4.68%

6M

-26.60%

1Y

-9.82%

5Y*

-0.18%

10Y*

3.25%

IVW

YTD

1.36%

1M

-2.30%

6M

10.61%

1Y

36.68%

5Y*

16.18%

10Y*

15.40%

*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

ASH vs. IVW — Risk-Adjusted Performance Rank

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

ASH
The Risk-Adjusted Performance Rank of ASH is 2626
Overall Rank
The Sharpe Ratio Rank of ASH is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ASH is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ASH is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ASH is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ASH is 2929
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 8282
Overall Rank
The Sharpe Ratio Rank of IVW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 8080
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.

ASH vs. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashland Global Holdings Inc. (ASH) and iShares S&P 500 Growth ETF (IVW). 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 ASH, currently valued at -0.43, compared to the broader market-2.000.002.00-0.432.06
The chart of Sortino ratio for ASH, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.472.69
The chart of Omega ratio for ASH, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.37
The chart of Calmar ratio for ASH, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.87
The chart of Martin ratio for ASH, currently valued at -0.88, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.8811.12
ASH
IVW

The current ASH Sharpe Ratio is -0.43, which is lower than the IVW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ASH and IVW, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.43
2.06
ASH
IVW

Dividends

ASH vs. IVW - Dividend Comparison

ASH's dividend yield for the trailing twelve months is around 2.28%, more than IVW's 0.42% yield.


TTM20242023202220212020201920182017201620152014
ASH
Ashland Global Holdings Inc.
2.28%2.24%1.77%1.21%1.09%1.39%1.40%1.37%1.22%1.43%1.47%1.14%
IVW
iShares S&P 500 Growth ETF
0.42%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%

Drawdowns

ASH vs. IVW - Drawdown Comparison

The maximum ASH drawdown since its inception was -91.64%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for ASH and IVW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.90%
-2.30%
ASH
IVW

Volatility

ASH vs. IVW - Volatility Comparison

The current volatility for Ashland Global Holdings Inc. (ASH) is 4.92%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 6.11%. This indicates that ASH experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.92%
6.11%
ASH
IVW
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab