BMW.DE vs. IVV
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) 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: BMW.DE or IVV.
Performance
BMW.DE vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, BMW.DE achieves a -27.59% return, which is significantly lower than IVV's 25.01% return. Over the past 10 years, BMW.DE has underperformed IVV with an annualized return of 2.52%, while IVV has yielded a comparatively higher 13.10% annualized return.
BMW.DE
-27.59%
-8.50%
-27.66%
-23.35%
4.62%
2.52%
IVV
25.01%
0.62%
11.72%
32.40%
15.50%
13.10%
Key characteristics
| BMW.DE | IVV | |
|---|---|---|
| Sharpe Ratio | -0.86 | 2.67 |
| Sortino Ratio | -1.08 | 3.57 |
| Omega Ratio | 0.86 | 1.50 |
| Calmar Ratio | -0.58 | 3.87 |
| Martin Ratio | -1.22 | 17.44 |
| Ulcer Index | 18.49% | 1.87% |
| Daily Std Dev | 26.07% | 12.20% |
| Max Drawdown | -62.33% | -55.25% |
| Current Drawdown | -36.41% | -1.74% |
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Correlation
The correlation between BMW.DE and IVV is 0.39, 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.
Risk-Adjusted Performance
BMW.DE vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) 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
BMW.DE vs. IVV - Dividend Comparison
BMW.DE's dividend yield for the trailing twelve months is around 8.73%, more than IVV's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.73% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
IVV iShares Core S&P 500 ETF | 1.26% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
BMW.DE vs. IVV - Drawdown Comparison
The maximum BMW.DE drawdown since its inception was -62.33%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BMW.DE and IVV. For additional features, visit the drawdowns tool.
Volatility
BMW.DE vs. IVV - Volatility Comparison
Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a higher volatility of 11.44% compared to iShares Core S&P 500 ETF (IVV) at 4.08%. This indicates that BMW.DE'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.