EVLV vs. IAGG
EVLV (Evolv Technologies Holdings Inc) is a stock, while IAGG (iShares Core International Aggregate Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. Over the past 5 years, EVLV returned -8.53%/yr vs 1.11%/yr for IAGG. At a 0.11 correlation, their price movements are largely independent.
Performance
EVLV vs. IAGG - Performance Comparison
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Returns By Period
In the year-to-date period, EVLV achieves a -10.47% return, which is significantly lower than IAGG's 0.92% return.
EVLV
- 1D
- -4.75%
- 1M
- -10.22%
- YTD
- -10.47%
- 6M
- -1.99%
- 1Y
- 16.76%
- 3Y*
- 2.57%
- 5Y*
- -8.53%
- 10Y*
- —
IAGG
- 1D
- -0.20%
- 1M
- 0.66%
- YTD
- 0.92%
- 6M
- 0.72%
- 1Y
- 2.30%
- 3Y*
- 4.59%
- 5Y*
- 1.11%
- 10Y*
- 2.17%
EVLV vs. IAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EVLV Evolv Technologies Holdings Inc | -10.47% | 81.27% | -16.31% | 82.24% | -41.93% | -55.44% | 2.88% |
IAGG iShares Core International Aggregate Bond ETF | 0.92% | 3.26% | 4.51% | 8.49% | -10.86% | -1.87% | 1.10% |
Correlation
The correlation between EVLV and IAGG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2020 | 0.11 |
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Return for Risk
EVLV vs. IAGG — Risk / Return Rank
EVLV
IAGG
EVLV vs. IAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolv Technologies Holdings Inc (EVLV) and iShares Core International Aggregate Bond ETF (IAGG). 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.
| EVLV | IAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.00 | -0.61 |
| Martin ratioReturn relative to average drawdown | 0.74 | 2.99 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVLV | IAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.81 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.25 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.62 | -0.70 |
Drawdowns
EVLV vs. IAGG - Drawdown Comparison
The maximum EVLV drawdown since its inception was -84.50%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for EVLV and IAGG.
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Drawdown Indicators
| EVLV | IAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.50% | -13.88% | -70.62% |
Max Drawdown (1Y)Largest decline over 1 year | -44.06% | -2.32% | -41.74% |
Max Drawdown (3Y)Largest decline over 3 years | -72.92% | -2.32% | -70.60% |
Max Drawdown (5Y)Largest decline over 5 years | -84.21% | -13.57% | -70.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.88% | — |
Current DrawdownCurrent decline from peak | -41.19% | -0.98% | -40.21% |
Average DrawdownAverage peak-to-trough decline | -50.35% | -2.85% | -47.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.80% | 0.77% | +22.03% |
Volatility
EVLV vs. IAGG - Volatility Comparison
Evolv Technologies Holdings Inc (EVLV) has a higher volatility of 18.81% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that EVLV's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLV | IAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.81% | 1.18% | +17.63% |
Volatility (6M)Calculated over the trailing 6-month period | 37.97% | 2.40% | +35.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.76% | 2.84% | +48.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.92% | 4.51% | +81.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.68% | 4.05% | +76.63% |
Dividends
EVLV vs. IAGG - Dividend Comparison
EVLV has not paid dividends to shareholders, while IAGG's dividend yield for the trailing twelve months is around 3.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLV Evolv Technologies Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAGG iShares Core International Aggregate Bond ETF | 3.66% | 3.08% | 4.28% | 3.55% | 2.27% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% |
Frequently Asked Questions
EVLV and IAGG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVLV has higher volatility (18.81%) compared to IAGG (1.18%). In terms of maximum drawdown, EVLV dropped -84.50% vs IAGG's -13.88%.
IAGG currently has the higher Sharpe Ratio (0.81 vs 0.33), 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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