LOTBY vs. IVV

Last updated Jun 4, 2026

LOTBY (Lotus Bakeries NV) 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 3 years, LOTBY returned 17.44%/yr vs 22.43%/yr for IVV. At a correlation of -0.04, they often move in opposite directions.

Performance

LOTBY vs. IVV - Performance Comparison

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

Returns By Period

In the year-to-date period, LOTBY achieves a 17.22% return, which is significantly higher than IVV's 10.85% return.

LOTBY

• 1D: 0.00%
• 1M: -9.67%
• YTD: 17.22%
• 6M: 17.22%
• 1Y: 37.08%
• 3Y*: 17.44%
• 5Y*: —
• 10Y*: —

IVV

• 1D: -0.76%
• 1M: 4.97%
• YTD: 10.85%
• 6M: 10.87%
• 1Y: 28.00%
• 3Y*: 22.43%
• 5Y*: 13.88%
• 10Y*: 15.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOTBY vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LOTBY Lotus Bakeries NV	17.22%	-18.87%	70.33%	12.91%	-6.53%	-6.72%
IVV iShares Core S&P 500 ETF	10.85%	17.85%	24.93%	26.31%	-18.16%	3.18%

Correlation

The correlation between LOTBY and IVV is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021	-0.04

Return for Risk

LOTBY vs. IVV — Risk / Return Rank

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

LOTBY

LOTBY Risk / Return Rank: 79
LOTBY Sharpe Ratio Rank: 72
LOTBY Sortino Ratio Rank: 79
LOTBY Omega Ratio Rank: 98
LOTBY Calmar Ratio Rank: 75
LOTBY Martin Ratio Rank: 73

IVV

IVV Risk / Return Rank: 70
IVV Sharpe Ratio Rank: 71
IVV Sortino Ratio Rank: 70
IVV Omega Ratio Rank: 70
IVV Calmar Ratio Rank: 62
IVV Martin Ratio Rank: 75

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.

LOTBY vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lotus Bakeries NV (LOTBY) 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.

	LOTBY	IVV	Difference
Sharpe ratio Return per unit of total volatility	1.05	2.39	-1.34
Sortino ratio Return per unit of downside risk	2.30	3.25	-0.95
Omega ratio Gain probability vs. loss probability	1.86	1.43	+0.43
Calmar ratio Return relative to maximum drawdown	2.06	3.17	-1.11
Martin ratio Return relative to average drawdown	4.63	14.71	-10.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOTBY vs. IVV - Sharpe Ratio Comparison

The current LOTBY Sharpe Ratio is 1.05, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of LOTBY 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.

Sharpe Ratios by Period

	LOTBY	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.39	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.45	-0.16

Drawdowns

LOTBY vs. IVV - Drawdown Comparison

The maximum LOTBY drawdown since its inception was -47.12%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LOTBY and IVV.

Drawdown Indicators

	LOTBY	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-47.12%	-55.25%	+8.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.21%	-8.89%	-9.32%
Max Drawdown (3Y) Largest decline over 3 years	-47.12%	-18.75%	-28.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-27.22%	-0.76%	-26.46%
Average Drawdown Average peak-to-trough decline	-14.47%	-10.78%	-3.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	1.91%	+6.15%

Volatility

LOTBY vs. IVV - Volatility Comparison

Lotus Bakeries NV (LOTBY) has a higher volatility of 11.32% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that LOTBY'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.

Volatility by Period

	LOTBY	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.32%	2.87%	+8.45%
Volatility (6M) Calculated over the trailing 6-month period	25.78%	8.90%	+16.88%
Volatility (1Y) Calculated over the trailing 1-year period	35.79%	11.80%	+23.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.64%	16.88%	+20.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.64%	18.05%	+19.59%

Dividends

LOTBY vs. IVV - Dividend Comparison

LOTBY's dividend yield for the trailing twelve months is around 1.05%, which matches IVV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVV iShares Core S&P 500 ETF	1.06%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
LOTBY Lotus Bakeries NV	1.05%	0.97%	0.57%	0.75%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOTBY and IVV in my portfolio?

LOTBY and IVV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOTBY or IVV?

LOTBY has higher volatility (11.32%) compared to IVV (2.87%). In terms of maximum drawdown, LOTBY dropped -47.12% vs IVV's -55.25%.

Which has better risk-adjusted returns?

IVV currently has the higher Sharpe Ratio (2.39 vs 1.05), 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.