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CAMT vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CAMT vs. IVV

Last updated Jun 24, 2026

CAMT (Camtek Ltd) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CAMT returned 56.44%/yr vs 15.58%/yr for IVV. At a 0.31 correlation, their price movements are largely independent.

Performance

CAMT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camtek Ltd (CAMT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAMT achieves a 59.28% return, which is significantly higher than IVV's 8.20% return. Over the past 10 years, CAMT has outperformed IVV with an annualized return of 56.44%, while IVV has yielded a comparatively lower 15.58% annualized return.

CAMT

1D
-13.45%
1M
1.21%
YTD
59.28%
6M
55.70%
1Y
126.31%
3Y*
75.58%
5Y*
35.72%
10Y*
56.44%

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMT vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CAMT
Camtek Ltd		59.28%31.66%18.33%215.94%-52.30%110.13%102.31%63.19%20.41%77.72%
IVV
iShares Core S&P 500 ETF		8.20%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between CAMT and IVV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2000

0.31

The correlation between CAMT and IVV shifts across timeframes, from 0.31 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Camtek Ltd

iShares Core S&P 500 ETF

Often compared with CAMT:
CAMT vs. ONTOCAMT vs. MODCAMT vs. RACECAMT vs. NVDACAMT vs. POOLCAMT vs. SITECAMT vs. CANE
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

CAMT vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAMT
CAMT Risk / Return Rank: 8686
Overall Rank
CAMT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CAMT Sortino Ratio Rank: 8282
Sortino Ratio Rank
CAMT Omega Ratio Rank: 8181
Omega Ratio Rank
CAMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
CAMT Martin Ratio Rank: 9090
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAMT vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CAMTIVVDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.91

+0.02

Sortino ratioReturn per unit of downside risk
2.37
2.60

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

4.69

2.68

+2.01

Martin ratioReturn relative to average drawdown

11.34

11.98

-0.64

CAMT vs. IVV - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 1.93, which is comparable to the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of CAMT and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CAMT vs. IVV - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.71%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CAMT and IVV.

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Drawdown Indicators

CAMTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-97.71%

-55.25%

-42.46%

Max Drawdown (1Y)

Largest decline over 1 year

-27.07%

-8.89%

-18.18%

Max Drawdown (3Y)

Largest decline over 3 years

-63.16%

-18.75%

-44.41%

Max Drawdown (5Y)

Largest decline over 5 years

-63.16%

-24.53%

-38.63%

Max Drawdown (10Y)

Largest decline over 10 years

-63.16%

-33.90%

-29.26%

Current Drawdown

Current decline from peak

-18.35%

-3.14%

-15.21%

Average Drawdown

Average peak-to-trough decline

-55.66%

-10.76%

-44.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

1.99%

+9.19%

Volatility

CAMT vs. IVV - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 30.38% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. This indicates that CAMT'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.

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Volatility by Period

CAMTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.38%

4.88%

+25.50%

Volatility (6M)

Calculated over the trailing 6-month period

52.85%

9.85%

+43.00%

Volatility (1Y)

Calculated over the trailing 1-year period

65.72%

12.48%

+53.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.35%

16.98%

+39.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.29%

18.07%

+34.22%

Dividends

CAMT vs. IVV - Dividend Comparison

CAMT has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.11%.

PositionTTM20252024202320222021202020192018201720162015
CAMT
Camtek Ltd		0.00%0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%
IVV
iShares Core S&P 500 ETF		1.11%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions

CAMT and IVV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAMT has higher volatility (30.38%) compared to IVV (4.88%). In terms of maximum drawdown, CAMT dropped -97.71% vs IVV's -55.25%.

CAMT currently has the higher Sharpe Ratio (1.93 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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