MRVL vs. SPHD
MRVL (Marvell Technology, Inc.) is a stock, while SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) is Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Over the past 10 years, MRVL returned 33.34%/yr vs 7.28%/yr for SPHD. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
MRVL vs. SPHD - Performance Comparison
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Returns By Period
In the year-to-date period, MRVL achieves a 121.03% return, which is significantly higher than SPHD's 12.28% return. Over the past 10 years, MRVL has outperformed SPHD with an annualized return of 33.34%, while SPHD has yielded a comparatively lower 7.28% annualized return.
MRVL
- 1D
- 2.32%
- 1M
- -23.52%
- 6M
- 137.84%
- YTD
- 121.03%
- 1Y
- 152.46%
- 3Y*
- 42.13%
- 5Y*
- 25.86%
- 10Y*
- 33.34%
- ALL TIME*
- 11.20%
SPHD
- 1D
- -0.19%
- 1M
- 0.89%
- 6M
- 6.75%
- YTD
- 12.28%
- 1Y
- 15.51%
- 3Y*
- 12.02%
- 5Y*
- 8.00%
- 10Y*
- 7.28%
- ALL TIME*
- 9.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.42B | $5.28B | $10.40B | |
| $45.09M | $45.47M | $42.29M |
MRVL vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRVL Marvell Technology, Inc. | 121.03% | -22.82% | 83.79% | 63.68% | -57.48% | 84.62% | 80.25% | 65.74% | -23.62% | 56.89% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 12.28% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Correlation
The correlation between MRVL and SPHD is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.26 |
The correlation between MRVL and SPHD shifts across timeframes, from -0.19 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRVL vs. SPHD — Risk / Return Rank
MRVL
SPHD
MRVL vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marvell Technology, Inc. (MRVL) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
| MRVL | SPHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.08 | +0.70 |
| Martin ratioReturn relative to average drawdown | 8.95 | 5.19 | +3.76 |
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Drawdowns
MRVL vs. SPHD - Drawdown Comparison
The maximum MRVL drawdown since its inception was -91.60%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for MRVL and SPHD.
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Drawdown Indicators
| MRVL | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.60% | -41.39% | -50.21% |
Max Drawdown (1Y)Largest decline over 1 year | -48.35% | -7.33% | -41.02% |
Max Drawdown (3Y)Largest decline over 3 years | -60.79% | -13.29% | -47.50% |
Max Drawdown (5Y)Largest decline over 5 years | -61.88% | -19.50% | -42.38% |
Max Drawdown (10Y)Largest decline over 10 years | -61.88% | -41.39% | -20.49% |
Current DrawdownCurrent decline from peak | -40.71% | -2.24% | -38.47% |
Average DrawdownAverage peak-to-trough decline | -46.63% | -4.66% | -41.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.14% | 2.93% | +12.21% |
Volatility
MRVL vs. SPHD - Volatility Comparison
Marvell Technology, Inc. (MRVL) has a higher volatility of 27.33% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 4.63%. This indicates that MRVL's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRVL | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.33% | 4.63% | +22.70% |
Volatility (6M)Calculated over the trailing 6-month period | 65.31% | 9.12% | +56.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.92% | 11.81% | +66.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.78% | 14.24% | +49.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.85% | 17.67% | +35.18% |
Dividends
MRVL vs. SPHD - Dividend Comparison
MRVL's dividend yield for the trailing twelve months is around 0.13%, less than SPHD's 4.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRVL Marvell Technology, Inc. | 0.13% | 0.28% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.56% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Frequently Asked Questions
MRVL and SPHD have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRVL has higher volatility (27.33%) compared to SPHD (4.63%). In terms of maximum drawdown, MRVL dropped -91.60% vs SPHD's -41.39%.
MRVL currently has the higher Sharpe Ratio (1.73 vs 1.30), 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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