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IAC vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IAC and ^SP500TR is 0.47, 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.


-0.50.00.51.00.5

Performance

IAC vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IAC/InterActiveCorp (IAC) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%AugustSeptemberOctoberNovemberDecember2025
19,101.09%
2,452.81%
IAC
^SP500TR

Key characteristics

Sharpe Ratio

IAC:

-0.38

^SP500TR:

2.20

Sortino Ratio

IAC:

-0.31

^SP500TR:

2.91

Omega Ratio

IAC:

0.96

^SP500TR:

1.40

Calmar Ratio

IAC:

-0.17

^SP500TR:

3.35

Martin Ratio

IAC:

-0.93

^SP500TR:

13.96

Ulcer Index

IAC:

14.00%

^SP500TR:

2.03%

Daily Std Dev

IAC:

34.27%

^SP500TR:

12.88%

Max Drawdown

IAC:

-76.48%

^SP500TR:

-55.25%

Current Drawdown

IAC:

-75.85%

^SP500TR:

-1.40%

Returns By Period

In the year-to-date period, IAC achieves a -1.95% return, which is significantly lower than ^SP500TR's 2.01% return. Over the past 10 years, IAC has underperformed ^SP500TR with an annualized return of 12.38%, while ^SP500TR has yielded a comparatively higher 13.50% annualized return.


IAC

YTD

-1.95%

1M

1.32%

6M

-18.12%

1Y

-16.22%

5Y*

-6.79%

10Y*

12.38%

^SP500TR

YTD

2.01%

1M

2.30%

6M

9.66%

1Y

25.61%

5Y*

14.31%

10Y*

13.50%

*Annualized

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Risk-Adjusted Performance

IAC vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAC
The Risk-Adjusted Performance Rank of IAC is 2727
Overall Rank
The Sharpe Ratio Rank of IAC is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of IAC is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IAC is 2424
Omega Ratio Rank
The Calmar Ratio Rank of IAC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of IAC is 2525
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9696
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAC vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IAC/InterActiveCorp (IAC) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for IAC, currently valued at -0.38, compared to the broader market-2.000.002.004.00-0.382.20
The chart of Sortino ratio for IAC, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.312.91
The chart of Omega ratio for IAC, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.40
The chart of Calmar ratio for IAC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.173.35
The chart of Martin ratio for IAC, currently valued at -0.93, compared to the broader market-10.000.0010.0020.0030.00-0.9313.96
IAC
^SP500TR

The current IAC Sharpe Ratio is -0.38, which is lower than the ^SP500TR Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IAC and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.38
2.20
IAC
^SP500TR

Drawdowns

IAC vs. ^SP500TR - Drawdown Comparison

The maximum IAC drawdown since its inception was -76.48%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IAC and ^SP500TR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-75.85%
-1.40%
IAC
^SP500TR

Volatility

IAC vs. ^SP500TR - Volatility Comparison

IAC/InterActiveCorp (IAC) has a higher volatility of 7.33% compared to S&P 500 Total Return (^SP500TR) at 5.07%. This indicates that IAC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.33%
5.07%
IAC
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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