EMBC vs. IVV

Last updated Jun 4, 2026

EMBC (Embecta Corp) 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 3 years, EMBC returned -48.42%/yr vs 22.43%/yr for IVV. At a 0.35 correlation, their price movements are largely independent.

Performance

EMBC vs. IVV - Performance Comparison

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

Returns By Period

In the year-to-date period, EMBC achieves a -71.56% return, which is significantly lower than IVV's 10.85% return.

EMBC

• 1D: -4.87%
• 1M: -64.00%
• YTD: -71.56%
• 6M: -71.36%
• 1Y: -67.41%
• 3Y*: -48.42%
• 5Y*: —
• 10Y*: —

IVV

• 1D: -0.76%
• 1M: 4.97%
• YTD: 10.85%
• 6M: 10.87%
• 1Y: 28.00%
• 3Y*: 22.43%
• 5Y*: 13.88%
• 10Y*: 15.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBC vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EMBC Embecta Corp	-71.56%	-39.64%	13.56%	-23.11%	-16.21%
IVV iShares Core S&P 500 ETF	10.85%	17.85%	24.93%	26.31%	-14.45%

Correlation

The correlation between EMBC and IVV 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	0.35
Correlation (All Time) Calculated using the full available price history since Apr 4, 2022	0.35

Return for Risk

EMBC vs. IVV — Risk / Return Rank

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

EMBC

EMBC Risk / Return Rank: 6
EMBC Sharpe Ratio Rank: 7
EMBC Sortino Ratio Rank: 10
EMBC Omega Ratio Rank: 5
EMBC Calmar Ratio Rank: 9
EMBC Martin Ratio Rank: 0

IVV

IVV Risk / Return Rank: 70
IVV Sharpe Ratio Rank: 71
IVV Sortino Ratio Rank: 70
IVV Omega Ratio Rank: 70
IVV Calmar Ratio Rank: 62
IVV Martin Ratio Rank: 75

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.

EMBC vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Embecta Corp (EMBC) 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.

	EMBC	IVV	Difference
Sharpe ratio: Return per unit of total volatility	-0.89	2.39	-3.27
Sortino ratio: Return per unit of downside risk	-1.07	3.25	-4.32
Omega ratio: Gain probability vs. loss probability	0.79	1.43	-0.64
Calmar ratio: Return relative to maximum drawdown	-0.84	3.17	-4.00
Martin ratio: Return relative to average drawdown	-2.18	14.71	-16.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMBC vs. IVV - Sharpe Ratio Comparison

The current EMBC Sharpe Ratio is -0.89, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EMBC 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.

Sharpe Ratios by Period

	EMBC	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.89	2.39	-3.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.63	0.45	-1.08

Drawdowns

EMBC vs. IVV - Drawdown Comparison

The maximum EMBC drawdown since its inception was -90.64%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EMBC and IVV.

Drawdown Indicators

	EMBC	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-90.64%	-55.25%	-35.39%
Max Drawdown (1Y) Largest decline over 1 year	-80.53%	-8.89%	-71.64%
Max Drawdown (3Y) Largest decline over 3 years	-88.42%	-18.75%	-69.67%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-89.26%	-0.76%	-88.50%
Average Drawdown Average peak-to-trough decline	-45.43%	-10.78%	-34.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.90%	1.91%	+28.99%

Volatility

EMBC vs. IVV - Volatility Comparison

Embecta Corp (EMBC) has a higher volatility of 88.11% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that EMBC'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.

Volatility by Period

	EMBC	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	88.11%	2.87%	+85.24%
Volatility (6M) Calculated over the trailing 6-month period	92.04%	8.90%	+83.14%
Volatility (1Y) Calculated over the trailing 1-year period	76.10%	11.80%	+64.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.83%	16.88%	+45.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.83%	18.05%	+44.78%

Dividends

EMBC vs. IVV - Dividend Comparison

EMBC's dividend yield for the trailing twelve months is around 13.86%, more than IVV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EMBC Embecta Corp	13.86%	5.05%	2.91%	3.17%	1.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both EMBC and IVV in my portfolio?

EMBC and IVV 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.

Which is riskier, EMBC or IVV?

EMBC has higher volatility (88.11%) compared to IVV (2.87%). In terms of maximum drawdown, EMBC dropped -90.64% vs IVV's -55.25%.

Which has better risk-adjusted returns?

IVV currently has the higher Sharpe Ratio (2.39 vs -0.89), 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.