INDV vs. PSCE
INDV (Indivior PLC Ordinary Shares) is a stock, while PSCE (Invesco S&P SmallCap Energy ETF) is Energy Equities fund tracking the S&P SmallCap 600 Energy Index. Over the past 10 years, INDV returned 27.99%/yr vs -2.42%/yr for PSCE. At a 0.06 correlation, their price movements are largely independent.
Performance
INDV vs. PSCE - Performance Comparison
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Returns By Period
In the year-to-date period, INDV achieves a 13.13% return, which is significantly lower than PSCE's 32.92% return. Over the past 10 years, INDV has outperformed PSCE with an annualized return of 27.99%, while PSCE has yielded a comparatively lower -2.42% annualized return.
INDV
- 1D
- -0.83%
- 1M
- 6.79%
- 6M
- 23.43%
- YTD
- 13.13%
- 1Y
- 160.19%
- 3Y*
- 21.22%
- 5Y*
- 80.47%
- 10Y*
- 27.99%
PSCE
- 1D
- -1.13%
- 1M
- -0.50%
- 6M
- 22.03%
- YTD
- 32.92%
- 1Y
- 48.59%
- 3Y*
- 6.63%
- 5Y*
- 12.95%
- 10Y*
- -2.42%
INDV vs. PSCE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDV Indivior PLC Ordinary Shares | 13.13% | 188.66% | -18.60% | -29.79% | 530.43% | 135.49% | 181.73% | -61.48% | -75.45% | 54.91% |
PSCE Invesco S&P SmallCap Energy ETF | 32.92% | -9.00% | -5.47% | 5.07% | 48.45% | 59.85% | -40.31% | -14.93% | -42.98% | -26.70% |
Correlation
The correlation between INDV and PSCE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2014 | 0.06 |
The correlation between INDV and PSCE shifts across timeframes, from -0.03 (1 year) to 0.15 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
INDV vs. PSCE — Risk / Return Rank
INDV
PSCE
INDV vs. PSCE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indivior PLC Ordinary Shares (INDV) and Invesco S&P SmallCap Energy ETF (PSCE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| INDV | PSCE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.29 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 7.54 | 3.02 | +4.53 |
| Martin ratioReturn relative to average drawdown | 21.45 | 9.37 | +12.08 |
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Drawdowns
INDV vs. PSCE - Drawdown Comparison
The maximum INDV drawdown since its inception was -93.82%, roughly equal to the maximum PSCE drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for INDV and PSCE.
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Drawdown Indicators
| INDV | PSCE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.82% | -96.21% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -16.17% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -69.89% | -44.57% | -25.32% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -45.42% | -24.47% |
Max Drawdown (10Y)Largest decline over 10 years | -93.82% | -90.70% | -3.12% |
Current DrawdownCurrent decline from peak | -2.96% | -76.38% | +73.42% |
Average DrawdownAverage peak-to-trough decline | -37.83% | -58.94% | +21.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 5.20% | +2.30% |
Volatility
INDV vs. PSCE - Volatility Comparison
Indivior PLC Ordinary Shares (INDV) and Invesco S&P SmallCap Energy ETF (PSCE) have volatilities of 7.56% and 7.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INDV | PSCE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 7.64% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 25.73% | 19.71% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 27.26% | +12.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 186.80% | 37.16% | +149.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.28% | 43.03% | +106.25% |
Dividends
INDV vs. PSCE - Dividend Comparison
INDV has not paid dividends to shareholders, while PSCE's dividend yield for the trailing twelve months is around 2.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDV Indivior PLC Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.68% | 1.18% |
PSCE Invesco S&P SmallCap Energy ETF | 2.27% | 2.39% | 1.70% | 2.57% | 1.70% | 0.46% | 0.87% | 0.14% | 0.22% | 0.04% | 0.22% | 0.82% |
Frequently Asked Questions
INDV and PSCE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSCE has higher volatility (7.64%) compared to INDV (7.56%). In terms of maximum drawdown, INDV dropped -93.82% vs PSCE's -96.21%.
INDV currently has the higher Sharpe Ratio (4.09 vs 1.79), 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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