AVD vs. IVZ

In the year-to-date period, AVD achieves a -3.89% return, which is significantly higher than IVZ's -9.81% return. Over the past 10 years, AVD has underperformed IVZ with an annualized return of -10.47%, while IVZ has yielded a comparatively higher -5.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for American Vanguard Corporation (AVD) and Invesco Ltd. (IVZ). 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 AVD Sharpe Ratio is -0.82, which is lower than the IVZ Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of AVD and IVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVD's dividend yield for the trailing twelve months is around 0.67%, less than IVZ's 5.26% yield.

The maximum AVD drawdown since its inception was -89.90%, which is greater than IVZ's maximum drawdown of -83.87%. Use the drawdown chart below to compare losses from any high point for AVD and IVZ. For additional features, visit the drawdowns tool.

American Vanguard Corporation (AVD) has a higher volatility of 14.68% compared to Invesco Ltd. (IVZ) at 11.80%. This indicates that AVD's price experiences larger fluctuations and is considered to be riskier than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between American Vanguard Corporation and Invesco Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.