PortfoliosLab logoPortfoliosLab logo
IVZ vs. DD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IVZ vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Ltd. (IVZ) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IVZ achieves a 11.84% return, which is significantly lower than DD's 21.91% return.


IVZ

1D
2.23%
1M
6.64%
YTD
11.84%
6M
11.89%
1Y
106.01%
3Y*
26.94%
5Y*
4.41%
10Y*
5.38%

DD

1D
3.03%
1M
-1.41%
YTD
21.91%
6M
19.73%
1Y
77.05%
3Y*
20.30%
5Y*
9.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVZ vs. DD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IVZ
Invesco Ltd.
11.84%56.94%3.02%6.05%-18.71%35.56%3.06%-4.56%
DD
DuPont de Nemours, Inc.
21.91%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%

Correlation

The correlation between IVZ and DD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.56

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.60

The correlation between IVZ and DD has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.

Fundamentals

EPS

IVZ:

-$0.62

DD:

-$0.10

PS Ratio

IVZ:

2.06

DD:

2.07

Total Revenue (TTM)

IVZ:

$6.38B

DD:

$9.70B

Gross Profit (TTM)

IVZ:

$2.75B

DD:

$2.68B

EBITDA (TTM)

IVZ:

$1.38B

DD:

$1.54B

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

IVZ vs. DD — Risk / Return Rank

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

IVZ
IVZ Risk / Return Rank: 9393
Overall Rank
IVZ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IVZ Sortino Ratio Rank: 9494
Sortino Ratio Rank
IVZ Omega Ratio Rank: 9393
Omega Ratio Rank
IVZ Calmar Ratio Rank: 9191
Calmar Ratio Rank
IVZ Martin Ratio Rank: 9191
Martin Ratio Rank

DD
DD Risk / Return Rank: 9191
Overall Rank
DD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9191
Sortino Ratio Rank
DD Omega Ratio Rank: 8888
Omega Ratio Rank
DD Calmar Ratio Rank: 9090
Calmar Ratio Rank
DD Martin Ratio Rank: 9292
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.

IVZ vs. DD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) and DuPont de Nemours, Inc. (DD). 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.


IVZDDDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.47

1.38

+0.08

Calmar ratioReturn relative to maximum drawdown

4.57

4.24

+0.34

Martin ratioReturn relative to average drawdown

12.34

13.16

-0.82

IVZ vs. DD - Sharpe Ratio Comparison

The current IVZ Sharpe Ratio is 2.87, which is comparable to the DD Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IVZ and DD, 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...

Drawdowns

IVZ vs. DD - Drawdown Comparison

The maximum IVZ drawdown since its inception was -83.91%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for IVZ and DD.


Loading charts...

Drawdown Indicators


IVZDDDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

-62.03%

-21.88%

Max Drawdown (1Y)

Largest decline over 1 year

-22.03%

-17.31%

-4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-36.52%

-37.84%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-52.44%

-40.22%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-79.72%

Current Drawdown

Current decline from peak

-0.20%

-4.90%

+4.70%

Average Drawdown

Average peak-to-trough decline

-35.98%

-14.56%

-21.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

5.57%

+2.58%

Volatility

IVZ vs. DD - Volatility Comparison

The current volatility for Invesco Ltd. (IVZ) is 9.80%, while DuPont de Nemours, Inc. (DD) has a volatility of 10.87%. This indicates that IVZ experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IVZDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

10.87%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.28%

23.72%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

35.17%

31.19%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.60%

30.07%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.41%

34.33%

+5.08%

Dividends

IVZ vs. DD - Dividend Comparison

IVZ's dividend yield for the trailing twelve months is around 2.92%, less than DD's 101.24% yield.


PositionTTM20252024202320222021202020192018201720162015
DD
DuPont de Nemours, Inc.
101.24%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%
IVZ
Invesco Ltd.
2.92%3.18%4.66%6.15%4.07%2.89%4.45%6.84%7.11%3.15%3.66%3.17%

Financials

IVZ vs. DD - Financials Comparison

This section allows you to compare key financial metrics between Invesco Ltd. and DuPont de Nemours, 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


1.50B2.00B2.50B3.00B20222023202420252026
1.69B
1.68B
(IVZ) Total Revenue
(DD) Total Revenue
Values in USD except per share items

IVZ vs. DD - Profitability Comparison

The chart below illustrates the profitability comparison between Invesco Ltd. and DuPont de Nemours, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.0%
0
Portfolio components
IVZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.68B. Therefore, the gross margin over that period was 0.0%.

IVZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported an operating income of 14.00M and revenue of 1.68B, resulting in an operating margin of 0.8%.

IVZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a net income of 150.00M and revenue of 1.68B, resulting in a net margin of 8.9%.


Frequently Asked Questions


IVZ and DD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DD has higher volatility (10.87%) compared to IVZ (9.80%). In terms of maximum drawdown, IVZ dropped -83.91% vs DD's -62.03%.

IVZ currently has the higher Sharpe Ratio (2.87 vs 2.36), 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 IVZ and DD

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