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KMTUY vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KMTUY vs. IVV

Last updated Jun 24, 2026

KMTUY (Komatsu Ltd.) 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 10 years, KMTUY returned 9.28%/yr vs 15.58%/yr for IVV. At a 0.46 correlation, their price movements are largely independent.

Performance

KMTUY vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Komatsu Ltd. (KMTUY) 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, KMTUY achieves a 27.94% return, which is significantly higher than IVV's 8.20% return. Over the past 10 years, KMTUY has underperformed IVV with an annualized return of 9.28%, while IVV has yielded a comparatively higher 15.58% annualized return.

KMTUY

1D
-0.90%
1M
3.49%
YTD
27.94%
6M
27.58%
1Y
33.40%
3Y*
17.79%
5Y*
10.76%
10Y*
9.28%

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMTUY vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
KMTUY
Komatsu Ltd.		27.94%19.17%7.41%20.24%-7.62%-15.58%15.15%11.61%-40.55%61.31%
IVV
iShares Core S&P 500 ETF		8.20%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between KMTUY and IVV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.46

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.46

Compare stocks, funds, or ETFs

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Komatsu Ltd.

iShares Core S&P 500 ETF

Often compared with KMTUY:
KMTUY vs. CATKMTUY vs. VOOKMTUY vs. KUBTY
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

KMTUY vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KMTUY
KMTUY Risk / Return Rank: 6767
Overall Rank
KMTUY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KMTUY Sortino Ratio Rank: 6767
Sortino Ratio Rank
KMTUY Omega Ratio Rank: 6565
Omega Ratio Rank
KMTUY Calmar Ratio Rank: 6868
Calmar Ratio Rank
KMTUY Martin Ratio Rank: 6666
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
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.

KMTUY vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Komatsu Ltd. (KMTUY) 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.

KMTUYIVVDifference
Sharpe ratioReturn per unit of total volatility
0.93
1.91

-0.99

Sortino ratioReturn per unit of downside risk
1.50
2.60

-1.10

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.31

2.68

-1.37

Martin ratioReturn relative to average drawdown

2.64

11.98

-9.34

KMTUY vs. IVV - Sharpe Ratio Comparison

The current KMTUY Sharpe Ratio is 0.93, which is lower than the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of KMTUY 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

KMTUY vs. IVV - Drawdown Comparison

The maximum KMTUY drawdown since its inception was -75.37%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for KMTUY and IVV.

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Drawdown Indicators

KMTUYIVVDifference

Max Drawdown

Largest peak-to-trough decline

-75.37%

-55.25%

-20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-25.52%

-8.89%

-16.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.52%

-18.75%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-24.53%

-11.34%

Max Drawdown (10Y)

Largest decline over 10 years

-64.68%

-33.90%

-30.78%

Current Drawdown

Current decline from peak

-20.49%

-3.14%

-17.35%

Average Drawdown

Average peak-to-trough decline

-32.47%

-10.76%

-21.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

1.99%

+10.70%

Volatility

KMTUY vs. IVV - Volatility Comparison

Komatsu Ltd. (KMTUY) has a higher volatility of 13.34% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. This indicates that KMTUY'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

KMTUYIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

4.88%

+8.46%

Volatility (6M)

Calculated over the trailing 6-month period

29.35%

9.85%

+19.50%

Volatility (1Y)

Calculated over the trailing 1-year period

36.26%

12.48%

+23.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.86%

16.98%

+12.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.12%

18.07%

+12.05%

Dividends

KMTUY vs. IVV - Dividend Comparison

KMTUY 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%
KMTUY
Komatsu Ltd.		0.00%2.31%2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.32%2.88%

Frequently Asked Questions

KMTUY and IVV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMTUY has higher volatility (13.34%) compared to IVV (4.88%). In terms of maximum drawdown, KMTUY dropped -75.37% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.91 vs 0.93), 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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