GNRC vs. IVV
Compare and contrast key facts about Generac Holdings Inc. (GNRC) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GNRC or IVV.
Key characteristics
| GNRC | IVV | |
|---|---|---|
| YTD Return | 30.35% | 23.77% |
| 1Y Return | 76.40% | 37.30% |
| 3Y Return (Ann) | -29.03% | 10.92% |
| 5Y Return (Ann) | 14.08% | 16.23% |
| 10Y Return (Ann) | 14.82% | 13.91% |
| Sharpe Ratio | 1.74 | 2.86 |
| Sortino Ratio | 2.40 | 3.81 |
| Omega Ratio | 1.30 | 1.52 |
| Calmar Ratio | 0.82 | 3.06 |
| Martin Ratio | 8.51 | 18.51 |
| Ulcer Index | 8.05% | 1.92% |
| Daily Std Dev | 39.32% | 12.43% |
| Max Drawdown | -83.75% | -55.25% |
| Current Drawdown | -66.69% | -0.32% |
Correlation
The correlation between GNRC and IVV is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GNRC vs. IVV - Performance Comparison
In the year-to-date period, GNRC achieves a 30.35% return, which is significantly higher than IVV's 23.77% return. Over the past 10 years, GNRC has outperformed IVV with an annualized return of 14.82%, while IVV has yielded a comparatively lower 13.91% annualized 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
GNRC vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Generac Holdings Inc. (GNRC) 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.
Dividends
GNRC vs. IVV - Dividend Comparison
GNRC has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNRC Generac Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.83% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
GNRC vs. IVV - Drawdown Comparison
The maximum GNRC drawdown since its inception was -83.75%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for GNRC and IVV. For additional features, visit the drawdowns tool.
Volatility
GNRC vs. IVV - Volatility Comparison
Generac Holdings Inc. (GNRC) has a higher volatility of 13.20% compared to iShares Core S&P 500 ETF (IVV) at 3.01%. This indicates that GNRC'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.