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FNV vs. XVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FNV vs. XVV

Last updated Jun 5, 2026

FNV (Franco-Nevada Corporation) is a stock, while XVV (iShares ESG Screened S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Sustainablility Screened Index. Over the past 5 years, FNV returned 10.28%/yr vs 13.66%/yr for XVV. At a 0.27 correlation, their price movements are largely independent.

Performance

FNV vs. XVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franco-Nevada Corporation (FNV) and iShares ESG Screened S&P 500 ETF (XVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNV achieves a 14.03% return, which is significantly higher than XVV's 9.90% return.

FNV

1D
2.99%
1M
4.85%
YTD
14.03%
6M
16.48%
1Y
34.31%
3Y*
18.11%
5Y*
10.28%
10Y*
14.28%

XVV

1D
0.49%
1M
4.58%
YTD
9.90%
6M
9.74%
1Y
27.18%
3Y*
22.58%
5Y*
13.66%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNV vs. XVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
FNV
Franco-Nevada Corporation		14.03%77.81%7.41%-17.96%-0.39%11.57%-9.88%
XVV
iShares ESG Screened S&P 500 ETF		9.90%17.53%25.87%29.78%-21.46%29.19%16.13%

Correlation

The correlation between FNV and XVV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.27

Compare stocks, funds, or ETFs

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Franco-Nevada Corporation

iShares ESG Screened S&P 500 ETF

Often compared with FNV:
FNV vs. RGLDFNV vs. WPMFNV vs. GOLDFNV vs. AEMFNV vs. NEMFNV vs. GDXFNV vs. FSM
Often compared with XVV:
XVV vs. VOOXVV vs. IVVXVV vs. ESGUXVV vs. POSKXXVV vs. JHEQXXVV vs. SDGXVV vs. VTSAX

Return for Risk

FNV vs. XVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FNV
FNV Risk / Return Rank: 6868
Overall Rank
FNV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FNV Sortino Ratio Rank: 6363
Sortino Ratio Rank
FNV Omega Ratio Rank: 6565
Omega Ratio Rank
FNV Calmar Ratio Rank: 7272
Calmar Ratio Rank
FNV Martin Ratio Rank: 7070
Martin Ratio Rank
XVV
XVV Risk / Return Rank: 6363
Overall Rank
XVV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 6464
Sortino Ratio Rank
XVV Omega Ratio Rank: 6565
Omega Ratio Rank
XVV Calmar Ratio Rank: 5353
Calmar Ratio Rank
XVV Martin Ratio Rank: 6464
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.

FNV vs. XVV - Risk-Adjusted Trends 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.

FNVXVVDifference
Sharpe ratioReturn per unit of total volatility
0.98
2.15

-1.18

Sortino ratioReturn per unit of downside risk
1.39
2.94

-1.55

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.67

2.58

-0.91

Martin ratioReturn relative to average drawdown

3.56

11.40

-7.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNV vs. XVV - Sharpe Ratio Comparison

The current FNV Sharpe Ratio is 0.98, which is lower than the XVV Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FNV and XVV, 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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Sharpe Ratios by Period

FNVXVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.15

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.78

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.01

-0.54

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.

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Drawdown Indicators

FNVXVVDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-27.20%

-31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-20.62%

-10.59%

-10.03%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-19.59%

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-37.12%

-27.20%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.12%

—

—

Current Drawdown

Current decline from peak

-15.83%

-0.38%

-15.45%

Average Drawdown

Average peak-to-trough decline

-13.96%

-5.87%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.92%

2.39%

+7.53%

Volatility

FNV vs. XVV - Volatility Comparison

Franco-Nevada Corporation (FNV) has a higher volatility of 10.89% compared to iShares ESG Screened S&P 500 ETF (XVV) at 3.06%. 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.

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Volatility by Period

FNVXVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.89%

3.06%

+7.83%

Volatility (6M)

Calculated over the trailing 6-month period

29.04%

9.62%

+19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

12.67%

+22.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.15%

17.60%

+12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.08%

17.34%

+12.74%

Dividends

FNV vs. XVV - Dividend Comparison

FNV's dividend yield for the trailing twelve months is around 0.67%, less than XVV's 0.88% yield.

PositionTTM20252024202320222021202020192018201720162015
FNV
Franco-Nevada Corporation		0.67%0.73%1.22%1.23%0.94%1.10%0.82%0.96%1.35%1.14%1.46%1.81%
XVV
iShares ESG Screened S&P 500 ETF		0.88%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FNV and XVV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNV has higher volatility (10.89%) compared to XVV (3.06%). In terms of maximum drawdown, FNV dropped -58.76% vs XVV's -27.20%.

XVV currently has the higher Sharpe Ratio (2.15 vs 0.98), 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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