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 -42.08%/yr vs 19.40%/yr for IVV. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
EMBC vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, EMBC achieves a -68.82% return, which is significantly lower than IVV's 10.13% return.
EMBC
- 1D
- -0.55%
- 1M
- 8.66%
- 6M
- -65.09%
- YTD
- -68.82%
- 1Y
- -61.93%
- 3Y*
- -42.08%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -37.59%
IVV
- 1D
- 0.69%
- 1M
- 0.25%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.55%
- 3Y*
- 19.40%
- 5Y*
- 12.82%
- 10Y*
- 15.11%
- ALL TIME*
- 8.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EMBC Embecta Corp | $3.82M | $4.36M | $8.73M |
| $3.36B | $3.31B | $5.91B |
EMBC vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EMBC Embecta Corp | -68.82% | -39.64% | 13.56% | -23.11% | -21.02% |
IVV iShares Core S&P 500 ETF | 10.13% | 17.85% | 24.93% | 26.31% | -14.24% |
Correlation
The correlation between EMBC and IVV is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022 | 0.33 |
The correlation between EMBC and IVV shifts across timeframes, from 0.21 (1 year) to 0.33 (3 years), reflecting how their relationship changes across market environments.
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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 | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.27 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.21 | -2.99 |
| Martin ratioReturn relative to average drawdown | -1.44 | 9.43 | -10.87 |
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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 | -88.22% | -1.41% | -86.81% |
Average DrawdownAverage peak-to-trough decline | -47.02% | -10.72% | -36.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.66% | 2.09% | +41.57% |
Volatility
EMBC vs. IVV - Volatility Comparison
Embecta Corp (EMBC) has a higher volatility of 14.15% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. 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 | 14.15% | 3.52% | +10.63% |
Volatility (6M)Calculated over the trailing 6-month period | 93.14% | 10.18% | +82.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.87% | 12.89% | +62.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.52% | 17.01% | +45.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.52% | 18.06% | +44.46% |
Dividends
EMBC vs. IVV - Dividend Comparison
EMBC's dividend yield for the trailing twelve months is around 12.64%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBC Embecta Corp | 12.64% | 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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMBC has higher volatility (14.15%) compared to IVV (3.52%). In terms of maximum drawdown, EMBC dropped -90.64% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.53 vs -0.83), 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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