CE vs. IVV
CE (Celanese Corporation) 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, CE returned -2.47%/yr vs 15.13%/yr for IVV. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
CE vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, CE achieves a 8.39% return, which is significantly lower than IVV's 10.73% return. Over the past 10 years, CE has underperformed IVV with an annualized return of -2.47%, while IVV has yielded a comparatively higher 15.13% annualized return.
CE
- 1D
- -3.03%
- 1M
- -11.84%
- 6M
- -2.78%
- YTD
- 8.39%
- 1Y
- -19.39%
- 3Y*
- -26.84%
- 5Y*
- -20.13%
- 10Y*
- -2.47%
IVV
- 1D
- -0.52%
- 1M
- 0.32%
- 6M
- 9.08%
- YTD
- 10.73%
- 1Y
- 21.71%
- 3Y*
- 20.11%
- 5Y*
- 13.31%
- 10Y*
- 15.13%
CE vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CE Celanese Corporation | 8.39% | -38.76% | -54.57% | 55.69% | -37.77% | 31.75% | 8.25% | 39.85% | -14.31% | 38.52% |
IVV iShares Core S&P 500 ETF | 10.73% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between CE and IVV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2005 | 0.57 |
Over the past year, the correlation between CE and IVV has dropped to 0.19 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
CE vs. IVV — Risk / Return Rank
CE
IVV
CE vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) 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.
| CE | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.45 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.82 | 10.67 | -11.49 |
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Drawdowns
CE vs. IVV - Drawdown Comparison
The maximum CE drawdown since its inception was -84.87%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CE and IVV.
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Drawdown Indicators
| CE | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.87% | -55.25% | -29.62% |
Max Drawdown (1Y)Largest decline over 1 year | -40.46% | -8.89% | -31.57% |
Max Drawdown (3Y)Largest decline over 3 years | -78.96% | -18.75% | -60.21% |
Max Drawdown (5Y)Largest decline over 5 years | -78.96% | -24.53% | -54.43% |
Max Drawdown (10Y)Largest decline over 10 years | -78.96% | -33.90% | -45.06% |
Current DrawdownCurrent decline from peak | -72.86% | -0.87% | -71.99% |
Average DrawdownAverage peak-to-trough decline | -20.90% | -10.74% | -10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.61% | 2.04% | +21.57% |
Volatility
CE vs. IVV - Volatility Comparison
Celanese Corporation (CE) has a higher volatility of 12.15% compared to iShares Core S&P 500 ETF (IVV) at 3.66%. This indicates that CE'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
| CE | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.15% | 3.66% | +8.49% |
Volatility (6M)Calculated over the trailing 6-month period | 40.53% | 10.06% | +30.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.12% | 12.59% | +43.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.38% | 17.00% | +28.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.30% | 18.04% | +21.26% |
Dividends
CE vs. IVV - Dividend Comparison
CE's dividend yield for the trailing twelve months is around 0.26%, less than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CE Celanese Corporation | 0.26% | 0.28% | 4.05% | 1.80% | 2.68% | 1.62% | 1.91% | 1.95% | 2.31% | 1.62% | 1.75% | 1.71% |
IVV iShares Core S&P 500 ETF | 1.09% | 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
CE and IVV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CE has higher volatility (12.15%) compared to IVV (3.66%). In terms of maximum drawdown, CE dropped -84.87% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.73 vs -0.35), 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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