EMBC vs. IVV

In the year-to-date period, EMBC achieves a -47.73% return, which is significantly lower than IVV's 0.90% return.

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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.

The current EMBC Sharpe Ratio is -0.19, which is lower than the IVV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EMBC 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.

EMBC's dividend yield for the trailing twelve months is around 5.70%, more than IVV's 1.31% yield.

The maximum EMBC drawdown since its inception was -70.19%, 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.

Embecta Corp (EMBC) has a higher volatility of 25.39% compared to iShares Core S&P 500 ETF (IVV) at 4.82%. 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.