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EMBC vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, EMBC achieves a -73.19% return, which is significantly lower than IVV's 8.20% return.


EMBC

1D
3.30%
1M
-5.44%
YTD
-73.19%
6M
-73.28%
1Y
-66.80%
3Y*
-47.15%
5Y*
10Y*

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBC vs. IVV - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMBC
Embecta Corp
-73.19%-39.64%13.56%-23.11%-21.02%
IVV
iShares Core S&P 500 ETF
8.20%17.85%24.93%26.31%-14.24%

Correlation

The correlation between EMBC and IVV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.34

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Embecta Corp

iShares Core S&P 500 ETF

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: 77
Overall Rank
EMBC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EMBC Sortino Ratio Rank: 1111
Sortino Ratio Rank
EMBC Omega Ratio Rank: 66
Omega Ratio Rank
EMBC Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMBC Martin Ratio Rank: 22
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
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.

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.


EMBCIVVDifference
Sharpe ratioReturn per unit of total volatility

-2.80

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.79

1.35

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.83

2.68

-3.51

Martin ratioReturn relative to average drawdown

-1.87

11.98

-13.85

EMBC vs. IVV - Sharpe Ratio Comparison

The current EMBC Sharpe Ratio is -0.88, which is lower than the IVV Sharpe Ratio of 1.91. 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.


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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


EMBCIVVDifference

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

-86.37%

-18.75%

-67.62%

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

-89.87%

-3.14%

-86.73%

Average Drawdown

Average peak-to-trough decline

-45.95%

-10.76%

-35.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.64%

1.99%

+33.65%

Volatility

EMBC vs. IVV - Volatility Comparison

Embecta Corp (EMBC) has a higher volatility of 11.61% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. 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


EMBCIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

4.88%

+6.73%

Volatility (6M)

Calculated over the trailing 6-month period

91.90%

9.85%

+82.05%

Volatility (1Y)

Calculated over the trailing 1-year period

75.91%

12.48%

+63.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.58%

16.98%

+45.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.58%

18.07%

+44.51%

Dividends

EMBC vs. IVV - Dividend Comparison

EMBC's dividend yield for the trailing twelve months is around 14.70%, more than IVV's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
EMBC
Embecta Corp
14.70%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
1.11%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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMBC has higher volatility (11.61%) compared to IVV (4.88%). In terms of maximum drawdown, EMBC dropped -90.64% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.91 vs -0.88), 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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