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CXW vs. IVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CXW vs. IVE

Last updated Jun 5, 2026

CXW (CoreCivic, Inc.) is a stock, while IVE (iShares S&P 500 Value ETF) is Large Cap Value Equities fund tracking the S&P 500 Value Index. Over the past 10 years, CXW returned -0.49%/yr vs 11.78%/yr for IVE. At a 0.41 correlation, their price movements are largely independent.

Performance

CXW vs. IVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoreCivic, Inc. (CXW) and iShares S&P 500 Value ETF (IVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CXW achieves a 20.67% return, which is significantly higher than IVE's 8.46% return. Over the past 10 years, CXW has underperformed IVE with an annualized return of -0.49%, while IVE has yielded a comparatively higher 11.78% annualized return.

CXW

1D
6.22%
1M
18.74%
YTD
20.67%
6M
23.91%
1Y
4.82%
3Y*
38.82%
5Y*
20.62%
10Y*
-0.49%

IVE

1D
0.93%
1M
2.40%
YTD
8.46%
6M
8.92%
1Y
22.63%
3Y*
16.04%
5Y*
10.74%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CXW vs. IVE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CXW
CoreCivic, Inc.		20.67%-12.10%49.62%25.69%15.95%52.21%-59.85%4.44%-13.99%-1.98%
IVE
iShares S&P 500 Value ETF		8.46%13.02%12.03%22.07%-5.41%24.72%1.22%31.62%-9.22%15.24%

Correlation

The correlation between CXW and IVE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.33

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

0.37

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

0.39

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.41

Compare stocks, funds, or ETFs

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

CoreCivic, Inc.

iShares S&P 500 Value ETF

Often compared with CXW:
CXW vs. GEOCXW vs. SPYCXW vs. VOOCXW vs. IRMCXW vs. MACCXW vs. TLTWCXW vs. AMZN
Often compared with IVE:
IVE vs. IVWIVE vs. IVVIVE vs. SPYIVE vs. VTVIVE vs. QQQIVE vs. VOOIVE vs. VOOV

Return for Risk

CXW vs. IVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CXW
CXW Risk / Return Rank: 4444
Overall Rank
CXW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CXW Sortino Ratio Rank: 4141
Sortino Ratio Rank
CXW Omega Ratio Rank: 4242
Omega Ratio Rank
CXW Calmar Ratio Rank: 4646
Calmar Ratio Rank
CXW Martin Ratio Rank: 4646
Martin Ratio Rank
IVE
IVE Risk / Return Rank: 7373
Overall Rank
IVE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 7373
Sortino Ratio Rank
IVE Omega Ratio Rank: 7171
Omega Ratio Rank
IVE Calmar Ratio Rank: 7474
Calmar Ratio Rank
IVE Martin Ratio Rank: 7575
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.

CXW vs. IVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoreCivic, Inc. (CXW) and iShares S&P 500 Value ETF (IVE). 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.

CXWIVEDifference
Sharpe ratioReturn per unit of total volatility
0.13
2.32

-2.19

Sortino ratioReturn per unit of downside risk
0.44
3.22

-2.78

Omega ratioGain probability vs. loss probability

1.06

1.42

-0.36

Calmar ratioReturn relative to maximum drawdown

0.17

3.67

-3.50

Martin ratioReturn relative to average drawdown

0.34

14.01

-13.67

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

CXW vs. IVE - Sharpe Ratio Comparison

The current CXW Sharpe Ratio is 0.13, which is lower than the IVE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CXW and IVE, 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

CXWIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

2.32

-2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.75

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.70

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.40

-0.38

Drawdowns

CXW vs. IVE - Drawdown Comparison

The maximum CXW drawdown since its inception was -98.54%, which is greater than IVE's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for CXW and IVE.

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Drawdown Indicators

CXWIVEDifference

Max Drawdown

Largest peak-to-trough decline

-98.54%

-61.32%

-37.22%

Max Drawdown (1Y)

Largest decline over 1 year

-28.41%

-6.19%

-22.22%

Max Drawdown (3Y)

Largest decline over 3 years

-32.62%

-17.58%

-15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-18.04%

-21.64%

Max Drawdown (10Y)

Largest decline over 10 years

-77.93%

-37.04%

-40.89%

Current Drawdown

Current decline from peak

-21.43%

0.00%

-21.43%

Average Drawdown

Average peak-to-trough decline

-56.73%

-10.10%

-46.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.06%

1.62%

+12.44%

Volatility

CXW vs. IVE - Volatility Comparison

CoreCivic, Inc. (CXW) has a higher volatility of 15.76% compared to iShares S&P 500 Value ETF (IVE) at 2.06%. This indicates that CXW's price experiences larger fluctuations and is considered to be riskier than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CXWIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.76%

2.06%

+13.70%

Volatility (6M)

Calculated over the trailing 6-month period

28.68%

7.08%

+21.60%

Volatility (1Y)

Calculated over the trailing 1-year period

37.25%

9.81%

+27.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.14%

14.41%

+29.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.23%

16.96%

+32.27%

Dividends

CXW vs. IVE - Dividend Comparison

CXW has not paid dividends to shareholders, while IVE's dividend yield for the trailing twelve months is around 1.51%.

PositionTTM20252024202320222021202020192018201720162015
CXW
CoreCivic, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%13.44%7.59%9.65%7.47%8.34%8.15%
IVE
iShares S&P 500 Value ETF		1.51%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%

Frequently Asked Questions

CXW and IVE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXW has higher volatility (15.76%) compared to IVE (2.06%). In terms of maximum drawdown, CXW dropped -98.54% vs IVE's -61.32%.

IVE currently has the higher Sharpe Ratio (2.32 vs 0.13), 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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