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KEEL vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KEEL vs. IVV

Last updated Jun 25, 2026

KEEL (Keel Infrastructure Corporation) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, KEEL returned 8.55%/yr vs 13.03%/yr for IVV. At a 0.36 correlation, their price movements are largely independent.

Performance

KEEL vs. IVV - Performance Comparison

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

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Returns By Period

In the year-to-date period, KEEL achieves a 160.43% return, which is significantly higher than IVV's 8.13% return.

KEEL

1D
-7.27%
1M
27.23%
YTD
160.43%
6M
129.21%
1Y
665.10%
3Y*
59.09%
5Y*
8.55%
10Y*
—

IVV

1D
-0.07%
1M
-1.40%
YTD
8.13%
6M
6.81%
1Y
22.31%
3Y*
20.76%
5Y*
13.03%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEEL vs. IVV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
KEEL
Keel Infrastructure Corporation		160.43%57.72%-48.80%561.36%-91.29%165.79%397.66%-27.96%-64.19%
IVV
iShares Core S&P 500 ETF		8.13%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-12.81%

Correlation

The correlation between KEEL and IVV is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.45

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

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.36

The correlation between KEEL and IVV shifts across timeframes, from 0.36 (all time) to 0.50 (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.

Keel Infrastructure Corporation

iShares Core S&P 500 ETF

Often compared with KEEL:
KEEL vs. IRENKEEL vs. APLDKEEL vs. RIOTKEEL vs. LITEKEEL vs. CORZKEEL vs. CRWVKEEL vs. TSEM
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

KEEL vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KEEL
KEEL Risk / Return Rank: 9696
Overall Rank
KEEL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KEEL Sortino Ratio Rank: 9696
Sortino Ratio Rank
KEEL Omega Ratio Rank: 9595
Omega Ratio Rank
KEEL Calmar Ratio Rank: 9797
Calmar Ratio Rank
KEEL Martin Ratio Rank: 9494
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6060
Overall Rank
IVV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
IVV Omega Ratio Rank: 5959
Omega Ratio Rank
IVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVV Martin Ratio Rank: 6868
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.

KEEL vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keel Infrastructure Corporation (KEEL) 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.

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.

KEELIVVDifference
Sharpe ratioReturn per unit of total volatility
6.09
1.81

+4.28

Sortino ratioReturn per unit of downside risk
4.30
2.46

+1.84

Omega ratioGain probability vs. loss probability

1.52

1.33

+0.19

Calmar ratioReturn relative to maximum drawdown

9.12

2.52

+6.59

Martin ratioReturn relative to average drawdown

15.19

11.21

+3.98

KEEL vs. IVV - Sharpe Ratio Comparison

The current KEEL Sharpe Ratio is 6.09, which is higher than the IVV Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of KEEL and IVV, 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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Drawdowns

KEEL vs. IVV - Drawdown Comparison

The maximum KEEL drawdown since its inception was -95.72%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for KEEL and IVV.

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Drawdown Indicators

KEELIVVDifference

Max Drawdown

Largest peak-to-trough decline

-95.72%

-55.25%

-40.47%

Max Drawdown (1Y)

Largest decline over 1 year

-73.65%

-8.89%

-64.76%

Max Drawdown (3Y)

Largest decline over 3 years

-81.04%

-18.75%

-62.29%

Max Drawdown (5Y)

Largest decline over 5 years

-95.72%

-24.53%

-71.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.90%

—

Current Drawdown

Current decline from peak

-31.00%

-3.20%

-27.80%

Average Drawdown

Average peak-to-trough decline

-67.36%

-10.76%

-56.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.11%

2.00%

+42.11%

Volatility

KEEL vs. IVV - Volatility Comparison

Keel Infrastructure Corporation (KEEL) has a higher volatility of 25.96% compared to iShares Core S&P 500 ETF (IVV) at 4.86%. This indicates that KEEL'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.

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Volatility by Period

KEELIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.96%

4.86%

+21.10%

Volatility (6M)

Calculated over the trailing 6-month period

69.32%

9.81%

+59.51%

Volatility (1Y)

Calculated over the trailing 1-year period

110.40%

12.44%

+97.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.95%

16.98%

+87.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

290.56%

18.06%

+272.50%

Dividends

KEEL vs. IVV - Dividend Comparison

KEEL has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.11%.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.11%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
KEEL
Keel Infrastructure Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KEEL and IVV have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEEL has higher volatility (25.96%) compared to IVV (4.86%). In terms of maximum drawdown, KEEL dropped -95.72% vs IVV's -55.25%.

KEEL currently has the higher Sharpe Ratio (6.09 vs 1.81), 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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