BATS.L vs. IVV
Compare and contrast key facts about British American Tobacco plc (BATS.L) 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: BATS.L or IVV.
Key characteristics
| BATS.L | IVV | |
|---|---|---|
| YTD Return | 27.96% | 27.23% |
| 1Y Return | 21.59% | 37.83% |
| 3Y Return (Ann) | 10.22% | 10.34% |
| 5Y Return (Ann) | 6.93% | 16.03% |
| 10Y Return (Ann) | 3.41% | 13.44% |
| Sharpe Ratio | 0.95 | 3.26 |
| Sortino Ratio | 1.41 | 4.32 |
| Omega Ratio | 1.21 | 1.61 |
| Calmar Ratio | 0.49 | 4.75 |
| Martin Ratio | 3.74 | 21.54 |
| Ulcer Index | 4.93% | 1.86% |
| Daily Std Dev | 19.56% | 12.22% |
| Max Drawdown | -64.53% | -55.25% |
| Current Drawdown | -17.92% | 0.00% |
Correlation
The correlation between BATS.L and IVV is 0.24, 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
BATS.L vs. IVV - Performance Comparison
The year-to-date returns for both stocks are quite close, with BATS.L having a 27.96% return and IVV slightly lower at 27.23%. Over the past 10 years, BATS.L has underperformed IVV with an annualized return of 3.41%, while IVV has yielded a comparatively higher 13.44% annualized return. 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
BATS.L vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.L) 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
BATS.L vs. IVV - Dividend Comparison
BATS.L's dividend yield for the trailing twelve months is around 8.55%, more than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BATS.L British American Tobacco plc | 8.55% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 3.37% | 3.98% | 4.14% | 4.25% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
BATS.L vs. IVV - Drawdown Comparison
The maximum BATS.L drawdown since its inception was -64.53%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BATS.L and IVV. For additional features, visit the drawdowns tool.
Volatility
BATS.L vs. IVV - Volatility Comparison
British American Tobacco plc (BATS.L) has a higher volatility of 4.65% compared to iShares Core S&P 500 ETF (IVV) at 3.93%. This indicates that BATS.L'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.