FNV vs. XVV
Compare and contrast key facts about Franco-Nevada Corporation (FNV) and iShares ESG Screened S&P 500 ETF (XVV).
XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNV or XVV.
Key characteristics
| FNV | XVV | |
|---|---|---|
| YTD Return | 3.15% | 27.71% |
| 1Y Return | -5.43% | 36.08% |
| 3Y Return (Ann) | -7.89% | 9.95% |
| Sharpe Ratio | -0.10 | 2.89 |
| Sortino Ratio | 0.05 | 3.81 |
| Omega Ratio | 1.01 | 1.53 |
| Calmar Ratio | -0.07 | 4.22 |
| Martin Ratio | -0.39 | 18.55 |
| Ulcer Index | 7.02% | 2.09% |
| Daily Std Dev | 27.47% | 13.40% |
| Max Drawdown | -58.76% | -27.20% |
| Current Drawdown | -30.76% | -0.12% |
Correlation
The correlation between FNV and XVV is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FNV vs. XVV - Performance Comparison
In the year-to-date period, FNV achieves a 3.15% return, which is significantly lower than XVV's 27.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FNV vs. XVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV) and iShares ESG Screened S&P 500 ETF (XVV). 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.
Dividends
FNV vs. XVV - Dividend Comparison
FNV's dividend yield for the trailing twelve months is around 1.25%, more than XVV's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNV Franco-Nevada Corporation | 1.25% | 1.23% | 0.94% | 0.84% | 0.82% | 0.72% | 1.35% | 1.14% | 1.46% | 1.81% | 1.59% | 1.77% |
XVV iShares ESG Screened S&P 500 ETF | 0.99% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNV vs. XVV - Drawdown Comparison
The maximum FNV drawdown since its inception was -58.76%, which is greater than XVV's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for FNV and XVV. For additional features, visit the drawdowns tool.
Volatility
FNV vs. XVV - Volatility Comparison
Franco-Nevada Corporation (FNV) has a higher volatility of 9.43% compared to iShares ESG Screened S&P 500 ETF (XVV) at 3.96%. This indicates that FNV's price experiences larger fluctuations and is considered to be riskier than XVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.