IVT vs. SPY
Compare and contrast key facts about Inventrust Properties Corp (IVT) and State Street SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
IVT vs. SPY - Performance Comparison
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IVT vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVT Inventrust Properties Corp | 8.86% | -3.19% | 23.02% | 11.01% | -10.31% | 2,399.18% | -28.43% | 3.60% | 3.33% | -26.47% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, IVT achieves a 8.86% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, IVT has outperformed SPY with an annualized return of 34.33%, while SPY has yielded a comparatively lower 13.98% annualized return.
IVT
- 1D
- -0.13%
- 1M
- -1.57%
- YTD
- 8.86%
- 6M
- 8.20%
- 1Y
- 7.24%
- 3Y*
- 12.98%
- 5Y*
- 94.96%
- 10Y*
- 34.33%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
IVT vs. SPY — Risk / Return Rank
IVT
SPY
IVT vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) and State Street SPDR S&P 500 ETF (SPY). 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.
| IVT | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.93 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.45 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.53 | -0.84 |
Martin ratioReturn relative to average drawdown | 1.62 | 7.30 | -5.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVT | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.93 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.69 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.78 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.56 | -0.56 |
Correlation
The correlation between IVT and SPY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IVT vs. SPY - Dividend Comparison
IVT's dividend yield for the trailing twelve months is around 3.16%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVT Inventrust Properties Corp | 3.16% | 3.37% | 3.00% | 3.40% | 3.47% | 0.82% | 1.72% | 3.51% | 0.00% | 1.13% | 4.18% | 0.77% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
IVT vs. SPY - Drawdown Comparison
The maximum IVT drawdown since its inception was -100.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IVT and SPY.
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Drawdown Indicators
| IVT | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -55.19% | -44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.05% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -74.53% | -24.50% | -50.03% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -33.72% | -66.27% |
Current DrawdownCurrent decline from peak | -3.34% | -6.24% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -41.75% | -9.09% | -32.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 2.52% | +2.83% |
Volatility
IVT vs. SPY - Volatility Comparison
The current volatility for Inventrust Properties Corp (IVT) is 4.23%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that IVT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVT | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.31% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 9.47% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 19.05% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 424.08% | 17.06% | +407.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 297,860.16% | 17.92% | +297,842.24% |