IVVD vs. IVV

In the year-to-date period, IVVD achieves a 111.01% return, which is significantly higher than IVV's 0.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Invivyd Inc. (IVVD) and iShares Core S&P 500 ETF (IVV). 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.

The current IVVD Sharpe Ratio is -0.20, which is lower than the IVV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IVVD and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVVD has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.31%.

The maximum IVVD drawdown since its inception was -99.36%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IVVD and IVV.

Invivyd Inc. (IVVD) has a higher volatility of 44.49% compared to iShares Core S&P 500 ETF (IVV) at 4.82%. This indicates that IVVD's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.