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IRS vs. IVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IRS vs. IVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Invesco Mortgage Capital Inc. (IVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRS achieves a -1.45% return, which is significantly lower than IVR's 1.17% return. Over the past 10 years, IRS has outperformed IVR with an annualized return of 6.13%, while IVR has yielded a comparatively lower -11.51% annualized return.


IRS

1D
-1.93%
1M
16.26%
YTD
-1.45%
6M
6.19%
1Y
28.90%
3Y*
39.66%
5Y*
43.67%
10Y*
6.13%

IVR

1D
-1.12%
1M
2.06%
YTD
1.17%
6M
-0.01%
1Y
27.39%
3Y*
7.49%
5Y*
-13.82%
10Y*
-11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRS vs. IVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
-1.45%21.60%103.74%99.57%17.65%-5.54%-33.08%-45.90%-53.72%76.69%
IVR
Invesco Mortgage Capital Inc.
1.17%24.87%9.03%-14.30%-44.56%-9.34%-72.54%28.97%-6.81%34.61%

Correlation

The correlation between IRS and IVR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.21

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

0.22

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2009

0.20

Fundamentals

EPS

IRS:

ARS 4.63K

IVR:

$1.64

PE Ratio

IRS:

5.15

IVR:

4.82

PEG Ratio

IRS:

0.00

IVR:

0.32

PS Ratio

IRS:

2.76

IVR:

1.82

Total Revenue (TTM)

IRS:

ARS 541.69B

IVR:

$215.91M

Gross Profit (TTM)

IRS:

ARS 354.67B

IVR:

$138.51M

EBITDA (TTM)

IRS:

ARS 470.65B

IVR:

$246.65M

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Return for Risk

IRS vs. IVR — Risk / Return Rank

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

IRS
IRS Risk / Return Rank: 6161
Overall Rank
IRS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IRS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IRS Omega Ratio Rank: 5858
Omega Ratio Rank
IRS Calmar Ratio Rank: 6262
Calmar Ratio Rank
IRS Martin Ratio Rank: 6161
Martin Ratio Rank

IVR
IVR Risk / Return Rank: 7474
Overall Rank
IVR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IVR Sortino Ratio Rank: 7474
Sortino Ratio Rank
IVR Omega Ratio Rank: 7171
Omega Ratio Rank
IVR Calmar Ratio Rank: 7272
Calmar Ratio Rank
IVR Martin Ratio Rank: 7474
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.

IRS vs. IVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and Invesco Mortgage Capital Inc. (IVR). 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.


IRSIVRDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.08

Calmar ratioReturn relative to maximum drawdown

0.95

1.66

-0.72

Martin ratioReturn relative to average drawdown

1.89

4.42

-2.53

IRS vs. IVR - Sharpe Ratio Comparison

The current IRS Sharpe Ratio is 0.54, which is lower than the IVR Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IRS and IVR, 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

IRS vs. IVR - Drawdown Comparison

The maximum IRS drawdown since its inception was -92.99%, roughly equal to the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for IRS and IVR.


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Drawdown Indicators


IRSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-92.99%

-92.55%

-0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-16.54%

-14.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.01%

-45.38%

+10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-76.67%

+38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-91.24%

-92.55%

+1.31%

Current Drawdown

Current decline from peak

-16.52%

-85.14%

+68.62%

Average Drawdown

Average peak-to-trough decline

-57.38%

-35.95%

-21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.34%

6.22%

+9.12%

Volatility

IRS vs. IVR - Volatility Comparison

IRSA Inversiones y Representaciones Sociedad Anónima (IRS) has a higher volatility of 15.60% compared to Invesco Mortgage Capital Inc. (IVR) at 4.99%. This indicates that IRS's price experiences larger fluctuations and is considered to be riskier than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.60%

4.99%

+10.61%

Volatility (6M)

Calculated over the trailing 6-month period

31.01%

17.51%

+13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

54.24%

22.62%

+31.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.03%

35.35%

+14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.78%

56.18%

-2.40%

Dividends

IRS vs. IVR - Dividend Comparison

IRS's dividend yield for the trailing twelve months is around 8.68%, less than IVR's 20.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
8.68%8.56%10.79%18.63%3.91%0.00%1.25%0.00%0.00%9.27%0.00%0.00%
IVR
Invesco Mortgage Capital Inc.
20.73%16.41%19.88%25.40%26.32%12.59%31.66%11.11%14.95%9.14%10.96%13.72%

Financials

IRS vs. IVR - Financials Comparison

This section allows you to compare key financial metrics between IRSA Inversiones y Representaciones Sociedad Anónima and Invesco Mortgage Capital Inc.. 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


0.0050.00B100.00B150.00B20222023202420252026
144.71B
0
(IRS) Total Revenue
(IVR) Total Revenue
Please note, different currencies. IRS values in ARS, IVR values in USD

Frequently Asked Questions


IRS and IVR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRS has higher volatility (15.60%) compared to IVR (4.99%). In terms of maximum drawdown, IRS dropped -92.99% vs IVR's -92.55%.

IVR currently has the higher Sharpe Ratio (1.22 vs 0.54), 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.

Portfolio Optimizer

Find the right allocation for IRS and IVR

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