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DRD vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRD and IVV is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

DRD vs. IVV - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.35%
16.01%
DRD
IVV

Key characteristics

Sharpe Ratio

DRD:

0.72

IVV:

1.94

Sortino Ratio

DRD:

1.28

IVV:

2.60

Omega Ratio

DRD:

1.16

IVV:

1.35

Calmar Ratio

DRD:

0.41

IVV:

2.93

Martin Ratio

DRD:

2.43

IVV:

12.19

Ulcer Index

DRD:

14.62%

IVV:

2.02%

Daily Std Dev

DRD:

49.20%

IVV:

12.72%

Max Drawdown

DRD:

-98.54%

IVV:

-55.25%

Current Drawdown

DRD:

-77.86%

IVV:

-1.31%

Returns By Period

In the year-to-date period, DRD achieves a 25.38% return, which is significantly higher than IVV's 2.72% return. Over the past 10 years, DRD has outperformed IVV with an annualized return of 22.47%, while IVV has yielded a comparatively lower 13.40% annualized return.


DRD

YTD

25.38%

1M

21.71%

6M

21.35%

1Y

43.87%

5Y*

18.48%

10Y*

22.47%

IVV

YTD

2.72%

1M

1.70%

6M

16.01%

1Y

23.82%

5Y*

14.33%

10Y*

13.40%

*Annualized

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Risk-Adjusted Performance

DRD vs. IVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRD
The Risk-Adjusted Performance Rank of DRD is 6767
Overall Rank
The Sharpe Ratio Rank of DRD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DRD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of DRD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DRD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DRD is 7070
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8080
Overall Rank
The Sharpe Ratio Rank of IVV is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DRD vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) 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.


Sharpe ratio
The chart of Sharpe ratio for DRD, currently valued at 0.72, compared to the broader market-2.000.002.004.000.721.94
The chart of Sortino ratio for DRD, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.006.001.282.60
The chart of Omega ratio for DRD, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.35
The chart of Calmar ratio for DRD, currently valued at 0.45, compared to the broader market0.002.004.006.000.452.93
The chart of Martin ratio for DRD, currently valued at 2.43, compared to the broader market-10.000.0010.0020.002.4312.19
DRD
IVV

The current DRD Sharpe Ratio is 0.72, which is lower than the IVV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DRD and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.72
1.94
DRD
IVV

Dividends

DRD vs. IVV - Dividend Comparison

DRD's dividend yield for the trailing twelve months is around 2.02%, more than IVV's 1.26% yield.


TTM20242023202220212020201920182017201620152014
DRD
DRDGOLD Limited
2.02%2.54%5.75%5.01%6.53%4.47%2.65%2.07%1.20%7.60%4.50%1.17%
IVV
iShares Core S&P 500 ETF
1.26%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

DRD vs. IVV - Drawdown Comparison

The maximum DRD drawdown since its inception was -98.54%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DRD and IVV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-65.10%
-1.31%
DRD
IVV

Volatility

DRD vs. IVV - Volatility Comparison

DRDGOLD Limited (DRD) has a higher volatility of 15.26% compared to iShares Core S&P 500 ETF (IVV) at 3.98%. This indicates that DRD'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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.26%
3.98%
DRD
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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