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.
Key characteristics
BMW.DE | IVV | |
---|---|---|
YTD Return | 4.24% | 6.24% |
1Y Return | 12.86% | 26.40% |
3Y Return (Ann) | 12.86% | 8.07% |
5Y Return (Ann) | 12.74% | 13.28% |
10Y Return (Ann) | 6.41% | 12.49% |
Sharpe Ratio | 0.62 | 2.21 |
Daily Std Dev | 21.46% | 11.69% |
Max Drawdown | -64.55% | -55.25% |
Current Drawdown | -8.45% | -3.79% |
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.
Performance
BMW.DE vs. IVV - Performance Comparison
In the year-to-date period, BMW.DE achieves a 4.24% return, which is significantly lower than IVV's 6.24% return. Over the past 10 years, BMW.DE has underperformed IVV with an annualized return of 6.41%, while IVV has yielded a comparatively higher 12.49% 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
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 8.09%, more than IVV's 1.37% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bayerische Motoren Werke Aktiengesellschaft | 8.09% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
iShares Core S&P 500 ETF | 1.37% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
BMW.DE vs. IVV - Drawdown Comparison
The maximum BMW.DE drawdown since its inception was -64.55%, 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 8.94% compared to iShares Core S&P 500 ETF (IVV) at 3.57%. 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.