PortfoliosLab logoPortfoliosLab logo
IVV vs. IIPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IVV achieves a 8.72% return, which is significantly lower than IIPR's 29.84% return.


IVV

1D
0.24%
1M
0.23%
YTD
8.72%
6M
8.76%
1Y
24.89%
3Y*
21.44%
5Y*
13.50%
10Y*
15.32%

IIPR

1D
1.08%
1M
3.32%
YTD
29.84%
6M
28.01%
1Y
23.77%
3Y*
4.89%
5Y*
-13.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. IIPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
8.72%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
IIPR
Innovative Industrial Properties, Inc.
29.84%-18.40%-28.55%8.78%-59.02%47.49%151.33%72.52%43.88%82.30%

Correlation

The correlation between IVV and IIPR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.40

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

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2016

0.41

The correlation between IVV and IIPR shifts across timeframes, from 0.30 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IVV vs. IIPR — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 6969
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6868
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank

IIPR
IIPR Risk / Return Rank: 6262
Overall Rank
IIPR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IIPR Sortino Ratio Rank: 5959
Sortino Ratio Rank
IIPR Omega Ratio Rank: 5858
Omega Ratio Rank
IIPR Calmar Ratio Rank: 6565
Calmar Ratio Rank
IIPR Martin Ratio Rank: 6666
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.

IVV vs. IIPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and Innovative Industrial Properties, Inc. (IIPR). 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.


IVVIIPRDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.38

1.15

+0.23

Calmar ratioReturn relative to maximum drawdown

2.81

1.12

+1.69

Martin ratioReturn relative to average drawdown

12.97

2.73

+10.24

IVV vs. IIPR - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.07, which is higher than the IIPR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IVV and IIPR, 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


IVVIIPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.58

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

-0.33

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Drawdowns

IVV vs. IIPR - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum IIPR drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for IVV and IIPR.


Loading charts...

Drawdown Indicators


IVVIIPRDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-78.42%

+23.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-21.29%

+12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-62.92%

+44.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-78.42%

+53.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-2.67%

-68.82%

+66.15%

Average Drawdown

Average peak-to-trough decline

-10.77%

-37.04%

+26.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

8.72%

-6.80%

Volatility

IVV vs. IIPR - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 3.77%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 5.83%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IVVIIPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

5.83%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

29.58%

-20.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

40.99%

-28.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

41.59%

-24.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

48.41%

-30.34%

Dividends

IVV vs. IIPR - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.09%, less than IIPR's 12.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IIPR
Innovative Industrial Properties, Inc.
12.84%16.05%11.28%7.16%7.01%2.18%2.44%3.73%1.87%1.70%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.09%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


IVV and IIPR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIPR has higher volatility (5.83%) compared to IVV (3.77%). In terms of maximum drawdown, IVV dropped -55.25% vs IIPR's -78.42%.

IVV currently has the higher Sharpe Ratio (2.07 vs 0.58), 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 IVV and IIPR

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