PortfoliosLab logoPortfoliosLab logo
IPH.AX vs. SPKKY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IPH.AX vs. SPKKY - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in IPH Limited (IPH.AX) and Spark New Zealand Ltd ADR (SPKKY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IPH.AX is traded in AUD, while SPKKY is traded in USD. To make them comparable, the SPKKY values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IPH.AX achieves a 18.49% return, which is significantly higher than SPKKY's -19.54% return. Over the past 10 years, IPH.AX has outperformed SPKKY with an annualized return of -0.55%, while SPKKY has yielded a comparatively lower -1.07% annualized return.


IPH.AX

1D
1.80%
1M
3.39%
YTD
18.49%
6M
20.19%
1Y
-9.02%
3Y*
-14.28%
5Y*
-4.83%
10Y*
-0.55%

SPKKY

1D
0.70%
1M
-10.54%
YTD
-19.54%
6M
-18.76%
1Y
-20.39%
3Y*
-24.85%
5Y*
-12.35%
10Y*
-1.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPH.AX vs. SPKKY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPH.AX
IPH Limited
18.49%-24.40%-17.24%-23.47%2.79%42.17%-18.93%56.99%3.54%12.62%
SPKKY
Spark New Zealand Ltd ADR
-19.54%-16.21%-40.13%2.50%23.61%3.19%13.33%10.42%26.85%7.99%

Correlation

The correlation between IPH.AX and SPKKY is 0.04, 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

0.04

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

0.08

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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2014

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IPH Limited

Spark New Zealand Ltd ADR

Often compared with SPKKY:
SPKKY vs. VOO

Return for Risk

IPH.AX vs. SPKKY — Risk / Return Rank

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

IPH.AX
IPH.AX Risk / Return Rank: 3131
Overall Rank
IPH.AX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IPH.AX Sortino Ratio Rank: 2727
Sortino Ratio Rank
IPH.AX Omega Ratio Rank: 2727
Omega Ratio Rank
IPH.AX Calmar Ratio Rank: 3434
Calmar Ratio Rank
IPH.AX Martin Ratio Rank: 3535
Martin Ratio Rank

SPKKY
SPKKY Risk / Return Rank: 1515
Overall Rank
SPKKY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPKKY Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPKKY Omega Ratio Rank: 1515
Omega Ratio Rank
SPKKY Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPKKY Martin Ratio Rank: 1212
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.

IPH.AX vs. SPKKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IPH Limited (IPH.AX) and Spark New Zealand Ltd ADR (SPKKY). 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.


IPH.AXSPKKYDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

0.98

0.83

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.67

+0.43

Martin ratioReturn relative to average drawdown

-0.32

-1.45

+1.13

IPH.AX vs. SPKKY - Sharpe Ratio Comparison

The current IPH.AX Sharpe Ratio is -0.26, which is higher than the SPKKY Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of IPH.AX and SPKKY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IPH.AXSPKKYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

-1.12

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.60

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.05

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.25

-0.04

Drawdowns

IPH.AX vs. SPKKY - Drawdown Comparison

The maximum IPH.AX drawdown since its inception was -61.24%, roughly equal to the maximum SPKKY drawdown of -61.37%. Use the drawdown chart below to compare losses from any high point for IPH.AX and SPKKY.


Loading charts...

Drawdown Indicators


IPH.AXSPKKYDifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-61.37%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-39.07%

-30.69%

-8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-53.57%

-61.37%

+7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-61.24%

-61.37%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-61.24%

-61.37%

+0.13%

Current Drawdown

Current decline from peak

-50.87%

-61.10%

+10.23%

Average Drawdown

Average peak-to-trough decline

-27.56%

-11.72%

-15.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.32%

14.07%

+14.25%

Volatility

IPH.AX vs. SPKKY - Volatility Comparison

IPH Limited (IPH.AX) has a higher volatility of 9.12% compared to Spark New Zealand Ltd ADR (SPKKY) at 6.61%. This indicates that IPH.AX's price experiences larger fluctuations and is considered to be riskier than SPKKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IPH.AXSPKKYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.12%

6.61%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

23.76%

12.59%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

35.15%

18.32%

+16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

20.52%

+8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.06%

21.32%

+9.74%

Dividends

IPH.AX vs. SPKKY - Dividend Comparison

IPH.AX's dividend yield for the trailing twelve months is around 9.72%, less than SPKKY's 12.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IPH.AX
IPH Limited
9.72%10.37%6.96%5.15%3.49%3.36%4.43%3.05%4.16%4.00%4.10%1.52%
SPKKY
Spark New Zealand Ltd ADR
12.63%12.50%12.16%5.92%5.58%6.06%5.17%4.93%5.39%6.66%7.42%6.36%

Financials

IPH.AX vs. SPKKY - Financials Comparison

This section allows you to compare key financial metrics between IPH Limited and Spark New Zealand Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. IPH.AX values in AUD, SPKKY values in USD

Frequently Asked Questions


IPH.AX and SPKKY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IPH.AX and SPKKY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer