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IVZ vs. RMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IVZ vs. RMD - Performance Comparison

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

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Returns By Period

In the year-to-date period, IVZ achieves a 6.54% return, which is significantly higher than RMD's -19.39% return. Over the past 10 years, IVZ has underperformed RMD with an annualized return of 4.48%, while RMD has yielded a comparatively higher 13.71% annualized return.


IVZ

1D
0.73%
1M
0.64%
YTD
6.54%
6M
8.44%
1Y
98.16%
3Y*
25.82%
5Y*
3.83%
10Y*
4.48%

RMD

1D
-1.48%
1M
-6.31%
YTD
-19.39%
6M
-22.35%
1Y
-22.67%
3Y*
-2.34%
5Y*
-0.97%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVZ vs. RMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVZ
Invesco Ltd.
6.54%56.94%3.02%6.05%-18.71%35.56%3.06%14.91%-52.05%24.67%
RMD
ResMed Inc.
-19.39%6.26%34.18%-16.55%-19.47%23.41%38.33%37.85%36.38%39.06%

Correlation

The correlation between IVZ and RMD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.29

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 25, 1995

0.29

Fundamentals

EPS

IVZ:

-$0.62

RMD:

$13.78

PS Ratio

IVZ:

1.96

RMD:

3.85

Total Revenue (TTM)

IVZ:

$6.38B

RMD:

$5.54B

Gross Profit (TTM)

IVZ:

$2.75B

RMD:

$3.42B

EBITDA (TTM)

IVZ:

$1.38B

RMD:

$2.10B

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Return for Risk

IVZ vs. RMD — Risk / Return Rank

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

IVZ
IVZ Risk / Return Rank: 9292
Overall Rank
IVZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IVZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
IVZ Omega Ratio Rank: 9292
Omega Ratio Rank
IVZ Calmar Ratio Rank: 9090
Calmar Ratio Rank
IVZ Martin Ratio Rank: 9191
Martin Ratio Rank

RMD
RMD Risk / Return Rank: 1010
Overall Rank
RMD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RMD Sortino Ratio Rank: 88
Sortino Ratio Rank
RMD Omega Ratio Rank: 1010
Omega Ratio Rank
RMD Calmar Ratio Rank: 2020
Calmar Ratio Rank
RMD Martin Ratio Rank: 88
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. RMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) and ResMed Inc. (RMD). 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.


IVZRMDDifference
Sharpe ratioReturn per unit of total volatility

+3.77

Sortino ratioReturn per unit of downside risk

+4.73

Omega ratioGain probability vs. loss probability

1.46

0.85

+0.61

Calmar ratioReturn relative to maximum drawdown

4.48

-0.61

+5.09

Martin ratioReturn relative to average drawdown

12.09

-1.42

+13.52

IVZ vs. RMD - Sharpe Ratio Comparison

The current IVZ Sharpe Ratio is 2.82, which is higher than the RMD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of IVZ and RMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IVZRMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

-0.95

+3.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.03

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.44

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.52

-0.34

Drawdowns

IVZ vs. RMD - Drawdown Comparison

The maximum IVZ drawdown since its inception was -83.91%, which is greater than RMD's maximum drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for IVZ and RMD.


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Drawdown Indicators


IVZRMDDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

-61.61%

-22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-22.03%

-37.28%

+15.25%

Max Drawdown (3Y)

Largest decline over 3 years

-36.52%

-40.09%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-53.40%

-53.99%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-79.72%

-53.99%

-25.73%

Current Drawdown

Current decline from peak

-4.93%

-33.74%

+28.81%

Average Drawdown

Average peak-to-trough decline

-36.00%

-15.98%

-20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

15.95%

-7.80%

Volatility

IVZ vs. RMD - Volatility Comparison

The current volatility for Invesco Ltd. (IVZ) is 9.52%, while ResMed Inc. (RMD) has a volatility of 10.44%. This indicates that IVZ experiences smaller price fluctuations and is considered to be less risky than RMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVZRMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.52%

10.44%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

25.49%

19.50%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

35.09%

23.97%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.58%

31.12%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.41%

31.55%

+7.86%

Dividends

IVZ vs. RMD - Dividend Comparison

IVZ's dividend yield for the trailing twelve months is around 3.07%, more than RMD's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IVZ
Invesco Ltd.
3.07%3.18%4.66%6.15%4.07%2.89%4.45%6.84%7.11%3.15%3.66%3.17%
RMD
ResMed Inc.
1.24%0.94%0.88%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%

Financials

IVZ vs. RMD - Financials Comparison

This section allows you to compare key financial metrics between Invesco Ltd. and ResMed 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


800.00M1.00B1.20B1.40B1.60B1.80B20222023202420252026
1.69B
1.43B
(IVZ) Total Revenue
(RMD) Total Revenue
Values in USD except per share items

IVZ vs. RMD - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.0%
62.3%
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%.

RMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported a gross profit of 890.98M and revenue of 1.43B. Therefore, the gross margin over that period was 62.3%.

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%.

RMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported an operating income of 499.81M and revenue of 1.43B, resulting in an operating margin of 34.9%.

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%.

RMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported a net income of 398.73M and revenue of 1.43B, resulting in a net margin of 27.9%.


Frequently Asked Questions


IVZ and RMD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RMD has higher volatility (10.44%) compared to IVZ (9.52%). In terms of maximum drawdown, IVZ dropped -83.91% vs RMD's -61.61%.

IVZ currently has the higher Sharpe Ratio (2.82 vs -0.95), 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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