CFG vs. IVV
Compare and contrast key facts about Citizens Financial Group, Inc. (CFG) 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: CFG or IVV.
Key characteristics
| CFG | IVV | |
|---|---|---|
| YTD Return | 46.90% | 26.09% |
| 1Y Return | 78.20% | 33.86% |
| 3Y Return (Ann) | 2.33% | 9.97% |
| 5Y Return (Ann) | 9.14% | 15.60% |
| 10Y Return (Ann) | 10.66% | 13.32% |
| Sharpe Ratio | 2.54 | 2.82 |
| Sortino Ratio | 3.52 | 3.77 |
| Omega Ratio | 1.44 | 1.53 |
| Calmar Ratio | 1.71 | 4.06 |
| Martin Ratio | 17.06 | 18.37 |
| Ulcer Index | 4.88% | 1.86% |
| Daily Std Dev | 32.77% | 12.09% |
| Max Drawdown | -65.60% | -55.25% |
| Current Drawdown | -5.03% | -0.89% |
Correlation
The correlation between CFG and IVV is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CFG vs. IVV - Performance Comparison
In the year-to-date period, CFG achieves a 46.90% return, which is significantly higher than IVV's 26.09% return. Over the past 10 years, CFG has underperformed IVV with an annualized return of 10.66%, while IVV has yielded a comparatively higher 13.32% 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
CFG vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Citizens Financial Group, Inc. (CFG) 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
CFG vs. IVV - Dividend Comparison
CFG's dividend yield for the trailing twelve months is around 3.61%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFG Citizens Financial Group, Inc. | 3.61% | 5.07% | 4.11% | 3.30% | 4.36% | 3.35% | 3.30% | 1.52% | 1.29% | 1.53% | 0.40% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
CFG vs. IVV - Drawdown Comparison
The maximum CFG drawdown since its inception was -65.60%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CFG and IVV. For additional features, visit the drawdowns tool.
Volatility
CFG vs. IVV - Volatility Comparison
Citizens Financial Group, Inc. (CFG) has a higher volatility of 15.77% compared to iShares Core S&P 500 ETF (IVV) at 3.84%. This indicates that CFG'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.