IVR vs. SPGI
IVR (Invesco Mortgage Capital Inc.) and SPGI (S&P Global Inc.) are both stocks. IVR operates in REIT - Mortgage (Real Estate), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, IVR returned -11.54%/yr vs 15.70%/yr for SPGI. At a 0.28 correlation, their price movements are largely independent.
Performance
IVR vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, IVR achieves a 1.55% return, which is significantly higher than SPGI's -19.47% return. Over the past 10 years, IVR has underperformed SPGI with an annualized return of -11.54%, while SPGI has yielded a comparatively higher 15.70% annualized return.
IVR
- 1D
- -0.75%
- 1M
- 1.04%
- YTD
- 1.55%
- 6M
- 10.30%
- 1Y
- 26.54%
- 3Y*
- 7.30%
- 5Y*
- -14.67%
- 10Y*
- -11.54%
SPGI
- 1D
- 1.35%
- 1M
- 4.15%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -15.77%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
IVR vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 1.55% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between IVR and SPGI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2009 | 0.28 |
The correlation between IVR and SPGI shifts across timeframes, from 0.13 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IVR:
$1.64
SPGI:
$15.79
IVR:
4.84
SPGI:
26.53
IVR:
0.32
SPGI:
3.47
IVR:
1.83
SPGI:
8.06
IVR:
$215.91M
SPGI:
$15.73B
IVR:
$138.51M
SPGI:
$8.15B
IVR:
$246.65M
SPGI:
$7.83B
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Return for Risk
IVR vs. SPGI — Risk / Return Rank
IVR
SPGI
IVR vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) and S&P Global Inc. (SPGI). 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.
| IVR | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.91 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.54 | +2.07 |
| Martin ratioReturn relative to average drawdown | 4.11 | -1.03 | +5.14 |
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Drawdowns
IVR vs. SPGI - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for IVR and SPGI.
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Drawdown Indicators
| IVR | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -74.67% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -30.48% | +13.94% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -30.48% | -14.90% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -39.76% | -36.91% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -39.76% | -52.79% |
Current DrawdownCurrent decline from peak | -85.09% | -25.12% | -59.97% |
Average DrawdownAverage peak-to-trough decline | -35.89% | -15.23% | -20.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 16.07% | -9.95% |
Volatility
IVR vs. SPGI - Volatility Comparison
The current volatility for Invesco Mortgage Capital Inc. (IVR) is 4.65%, while S&P Global Inc. (SPGI) has a volatility of 7.62%. This indicates that IVR experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVR | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 7.62% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 17.33% | 24.13% | -6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.57% | 27.63% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.46% | 24.51% | +10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.14% | 26.03% | +30.11% |
Dividends
IVR vs. SPGI - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 20.65%, more than SPGI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 20.65% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
IVR vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Invesco Mortgage Capital Inc. and S&P Global 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IVR and SPGI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (7.62%) compared to IVR (4.65%). In terms of maximum drawdown, IVR dropped -92.55% vs SPGI's -74.67%.
IVR currently has the higher Sharpe Ratio (1.12 vs -0.60), 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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