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CEZ.PR vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CEZ.PR vs. IVV

Last updated Jun 5, 2026

CEZ.PR (Cez A.S.) 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, CEZ.PR returned 19.20%/yr vs 13.99%/yr for IVV. At a 0.09 correlation, their price movements are largely independent.

Performance

CEZ.PR vs. IVV - Performance Comparison

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

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Different Trading Currencies

CEZ.PR is traded in CZK, while IVV is traded in USD. To make them comparable, the IVV values have been converted to CZK using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEZ.PR achieves a -0.62% return, which is significantly lower than IVV's 12.70% return. Over the past 10 years, CEZ.PR has outperformed IVV with an annualized return of 19.20%, while IVV has yielded a comparatively lower 13.99% annualized return.

CEZ.PR

1D
-0.23%
1M
7.25%
YTD
-0.62%
6M
0.63%
1Y
11.33%
3Y*
17.10%
5Y*
24.01%
10Y*
19.20%

IVV

1D
0.20%
1M
4.46%
YTD
12.70%
6M
11.45%
1Y
23.20%
3Y*
20.50%
5Y*
13.91%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEZ.PR vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CEZ.PR
Cez A.S.		-0.62%40.70%5.78%45.23%-2.49%74.83%8.41%-0.34%14.53%24.87%
IVV
iShares Core S&P 500 ETF		12.70%-0.40%35.90%25.34%-15.66%31.14%12.20%32.50%0.64%0.88%

Correlation

The correlation between CEZ.PR and IVV is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.06

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

0.04

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cez A.S.

iShares Core S&P 500 ETF

Often compared with CEZ.PR:
CEZ.PR vs. KOMB.PRCEZ.PR vs. POWERGRID.NSCEZ.PR vs. EMBCEZ.PR vs. DBMFCEZ.PR vs. HYGCEZ.PR vs. IEMGCEZ.PR vs. NOBL
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

CEZ.PR vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CEZ.PR
CEZ.PR Risk / Return Rank: 5656
Overall Rank
CEZ.PR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CEZ.PR Sortino Ratio Rank: 5050
Sortino Ratio Rank
CEZ.PR Omega Ratio Rank: 5757
Omega Ratio Rank
CEZ.PR Calmar Ratio Rank: 5656
Calmar Ratio Rank
CEZ.PR Martin Ratio Rank: 5656
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7474
Overall Rank
IVV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVV Omega Ratio Rank: 7575
Omega Ratio Rank
IVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
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.

CEZ.PR vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cez A.S. (CEZ.PR) 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.

CEZ.PRIVVDifference
Sharpe ratioReturn per unit of total volatility
0.55
1.93

-1.38

Sortino ratioReturn per unit of downside risk
0.83
2.49

-1.66

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratioReturn relative to maximum drawdown

0.66

3.62

-2.96

Martin ratioReturn relative to average drawdown

1.47

12.19

-10.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CEZ.PR vs. IVV - Sharpe Ratio Comparison

The current CEZ.PR Sharpe Ratio is 0.55, which is lower than the IVV Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CEZ.PR 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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Sharpe Ratios by Period

CEZ.PRIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.93

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.83

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.77

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Drawdowns

CEZ.PR vs. IVV - Drawdown Comparison

The maximum CEZ.PR drawdown since its inception was -68.97%, which is greater than IVV's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for CEZ.PR and IVV.

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Drawdown Indicators

CEZ.PRIVVDifference

Max Drawdown

Largest peak-to-trough decline

-68.97%

-51.75%

-17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-6.43%

-10.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.08%

-24.20%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-24.20%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

-26.00%

-10.27%

Current Drawdown

Current decline from peak

-6.13%

-0.39%

-5.74%

Average Drawdown

Average peak-to-trough decline

-23.55%

-10.45%

-13.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

1.91%

+5.82%

Volatility

CEZ.PR vs. IVV - Volatility Comparison

Cez A.S. (CEZ.PR) has a higher volatility of 6.41% compared to iShares Core S&P 500 ETF (IVV) at 2.09%. This indicates that CEZ.PR'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

CEZ.PRIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

2.09%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.60%

8.22%

+11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

12.12%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

16.90%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

18.12%

+3.55%

Dividends

CEZ.PR vs. IVV - Dividend Comparison

CEZ.PR's dividend yield for the trailing twelve months is around 3.65%, more than IVV's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
CEZ.PR
Cez A.S.		3.65%3.63%5.43%15.13%6.23%6.29%6.60%4.71%6.17%6.65%9.30%9.00%
IVV
iShares Core S&P 500 ETF		1.06%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

CEZ.PR and IVV have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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