EMBC vs. IVV
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 -44.60%/yr vs 20.16%/yr for IVV. At a 0.33 correlation, their price movements are largely independent.
Performance
EMBC vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, EMBC achieves a -72.50% return, which is significantly lower than IVV's 10.46% return.
EMBC
- 1D
- -0.93%
- 1M
- 3.55%
- 6M
- -74.58%
- YTD
- -72.50%
- 1Y
- -68.06%
- 3Y*
- -44.60%
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- -0.73%
- 1M
- 1.27%
- 6M
- 8.36%
- YTD
- 10.46%
- 1Y
- 21.57%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.14%
EMBC vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EMBC Embecta Corp | -72.50% | -39.64% | 13.56% | -23.11% | -21.02% |
IVV iShares Core S&P 500 ETF | 10.46% | 17.85% | 24.93% | 26.31% | -14.24% |
Correlation
The correlation between EMBC and IVV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022 | 0.33 |
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Return for Risk
EMBC vs. IVV — Risk / Return Rank
EMBC
IVV
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMBC | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.31 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 2.44 | -3.29 |
| Martin ratioReturn relative to average drawdown | -1.71 | 10.60 | -12.31 |
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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.
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Drawdown Indicators
| EMBC | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -85.26% | -18.75% | -66.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -89.61% | -1.11% | -88.50% |
Average DrawdownAverage peak-to-trough decline | -46.47% | -10.74% | -35.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.78% | 2.04% | +37.74% |
Volatility
EMBC vs. IVV - Volatility Comparison
Embecta Corp (EMBC) has a higher volatility of 16.45% compared to iShares Core S&P 500 ETF (IVV) at 4.32%. 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.
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Volatility by Period
| EMBC | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.45% | 4.32% | +12.13% |
Volatility (6M)Calculated over the trailing 6-month period | 92.69% | 10.05% | +82.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.59% | 12.60% | +63.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.64% | 17.01% | +45.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.64% | 18.05% | +44.59% |
Dividends
EMBC vs. IVV - Dividend Comparison
EMBC's dividend yield for the trailing twelve months is around 14.33%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBC Embecta Corp | 14.33% | 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 | 1.09% | 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
EMBC and IVV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMBC has higher volatility (16.45%) compared to IVV (4.32%). In terms of maximum drawdown, EMBC dropped -90.64% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.72 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.
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