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IP vs. DVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IP vs. DVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Paper Company (IP) and iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IP achieves a -5.93% return, which is significantly lower than DVY's 13.40% return. Over the past 10 years, IP has underperformed DVY with an annualized return of 3.48%, while DVY has yielded a comparatively higher 10.49% annualized return.


IP

1D
3.43%
1M
16.10%
YTD
-5.93%
6M
-3.85%
1Y
-17.46%
3Y*
9.44%
5Y*
-5.62%
10Y*
3.48%

DVY

1D
1.18%
1M
4.16%
YTD
13.40%
6M
12.29%
1Y
25.66%
3Y*
15.86%
5Y*
9.31%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IP vs. DVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IP
International Paper Company
-5.93%-23.83%55.31%10.20%-23.05%3.48%13.83%19.47%-27.72%13.13%
DVY
iShares Select Dividend ETF
13.40%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%

Correlation

The correlation between IP and DVY is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.55

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2003

0.63

The correlation between IP and DVY shifts across timeframes, from 0.55 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IP vs. DVY — Risk / Return Rank

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

IP
IP Risk / Return Rank: 2525
Overall Rank
IP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IP Sortino Ratio Rank: 2323
Sortino Ratio Rank
IP Omega Ratio Rank: 2222
Omega Ratio Rank
IP Calmar Ratio Rank: 2828
Calmar Ratio Rank
IP Martin Ratio Rank: 2828
Martin Ratio Rank

DVY
DVY Risk / Return Rank: 7878
Overall Rank
DVY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 8282
Sortino Ratio Rank
DVY Omega Ratio Rank: 7474
Omega Ratio Rank
DVY Calmar Ratio Rank: 7878
Calmar Ratio Rank
DVY Martin Ratio Rank: 7676
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.

IP vs. DVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Paper Company (IP) and iShares Select Dividend ETF (DVY). 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.


IPDVYDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.59

Omega ratioGain probability vs. loss probability

0.95

1.37

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.43

3.54

-3.98

Martin ratioReturn relative to average drawdown

-0.78

12.51

-13.29

IP vs. DVY - Sharpe Ratio Comparison

The current IP Sharpe Ratio is -0.46, which is lower than the DVY Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IP and DVY, 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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Drawdowns

IP vs. DVY - Drawdown Comparison

The maximum IP drawdown since its inception was -90.62%, which is greater than DVY's maximum drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for IP and DVY.


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Drawdown Indicators


IPDVYDifference

Max Drawdown

Largest peak-to-trough decline

-90.62%

-62.59%

-28.03%

Max Drawdown (1Y)

Largest decline over 1 year

-45.52%

-6.89%

-38.63%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-16.00%

-32.61%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

-17.54%

-31.07%

Max Drawdown (10Y)

Largest decline over 10 years

-55.27%

-41.59%

-13.68%

Current Drawdown

Current decline from peak

-35.82%

0.00%

-35.82%

Average Drawdown

Average peak-to-trough decline

-20.89%

-8.78%

-12.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.34%

1.95%

+23.39%

Volatility

IP vs. DVY - Volatility Comparison

International Paper Company (IP) has a higher volatility of 15.74% compared to iShares Select Dividend ETF (DVY) at 2.94%. This indicates that IP's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

2.94%

+12.80%

Volatility (6M)

Calculated over the trailing 6-month period

32.96%

7.54%

+25.42%

Volatility (1Y)

Calculated over the trailing 1-year period

42.63%

11.16%

+31.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.86%

15.22%

+17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

18.01%

+14.34%

Dividends

IP vs. DVY - Dividend Comparison

IP's dividend yield for the trailing twelve months is around 5.12%, more than DVY's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF
3.30%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
IP
International Paper Company
5.12%4.70%3.44%5.12%5.34%4.08%4.12%4.37%4.77%3.21%3.36%4.35%

Frequently Asked Questions


IP and DVY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IP has higher volatility (15.74%) compared to DVY (2.94%). In terms of maximum drawdown, IP dropped -90.62% vs DVY's -62.59%.

DVY currently has the higher Sharpe Ratio (2.19 vs -0.46), 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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