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IFF vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFF and SPY 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.


-0.50.00.51.00.5

Performance

IFF vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Flavors & Fragrances Inc. (IFF) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-12.81%
9.96%
IFF
SPY

Key characteristics

Sharpe Ratio

IFF:

0.25

SPY:

1.95

Sortino Ratio

IFF:

0.50

SPY:

2.60

Omega Ratio

IFF:

1.07

SPY:

1.36

Calmar Ratio

IFF:

0.13

SPY:

2.98

Martin Ratio

IFF:

0.72

SPY:

12.42

Ulcer Index

IFF:

8.91%

SPY:

2.02%

Daily Std Dev

IFF:

25.62%

SPY:

12.88%

Max Drawdown

IFF:

-67.63%

SPY:

-55.19%

Current Drawdown

IFF:

-39.38%

SPY:

-1.30%

Returns By Period

In the year-to-date period, IFF achieves a 1.71% return, which is significantly lower than SPY's 2.68% return. Over the past 10 years, IFF has underperformed SPY with an annualized return of 0.28%, while SPY has yielded a comparatively higher 13.67% annualized return.


IFF

YTD

1.71%

1M

2.43%

6M

-12.81%

1Y

8.05%

5Y*

-5.54%

10Y*

0.28%

SPY

YTD

2.68%

1M

2.31%

6M

9.96%

1Y

24.17%

5Y*

15.14%

10Y*

13.67%

*Annualized

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Risk-Adjusted Performance

IFF vs. SPY — Risk-Adjusted Performance Rank

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

IFF
The Risk-Adjusted Performance Rank of IFF is 5252
Overall Rank
The Sharpe Ratio Rank of IFF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IFF is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IFF is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IFF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of IFF is 5656
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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.

IFF vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) and SPDR S&P 500 ETF (SPY). 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 IFF, currently valued at 0.25, compared to the broader market-2.000.002.000.251.95
The chart of Sortino ratio for IFF, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.502.60
The chart of Omega ratio for IFF, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.36
The chart of Calmar ratio for IFF, currently valued at 0.13, compared to the broader market0.002.004.006.000.132.98
The chart of Martin ratio for IFF, currently valued at 0.72, compared to the broader market0.0010.0020.000.7212.42
IFF
SPY

The current IFF Sharpe Ratio is 0.25, which is lower than the SPY Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IFF and SPY, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.25
1.95
IFF
SPY

Dividends

IFF vs. SPY - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 1.86%, more than SPY's 1.17% yield.


TTM20242023202220212020201920182017201620152014
IFF
International Flavors & Fragrances Inc.
1.86%1.89%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

IFF vs. SPY - Drawdown Comparison

The maximum IFF drawdown since its inception was -67.63%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IFF and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-39.38%
-1.30%
IFF
SPY

Volatility

IFF vs. SPY - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 4.73% compared to SPDR S&P 500 ETF (SPY) at 4.23%. This indicates that IFF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.73%
4.23%
IFF
SPY
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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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