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MSI vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSI and IVV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MSI vs. IVV - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.02%
6.62%
MSI
IVV

Key characteristics

Sharpe Ratio

MSI:

2.81

IVV:

2.18

Sortino Ratio

MSI:

4.11

IVV:

2.90

Omega Ratio

MSI:

1.54

IVV:

1.40

Calmar Ratio

MSI:

5.08

IVV:

3.28

Martin Ratio

MSI:

18.37

IVV:

14.15

Ulcer Index

MSI:

2.65%

IVV:

1.95%

Daily Std Dev

MSI:

17.35%

IVV:

12.64%

Max Drawdown

MSI:

-93.56%

IVV:

-55.25%

Current Drawdown

MSI:

-9.59%

IVV:

-2.81%

Returns By Period

In the year-to-date period, MSI achieves a -1.53% return, which is significantly lower than IVV's 0.49% return. Over the past 10 years, MSI has outperformed IVV with an annualized return of 23.57%, while IVV has yielded a comparatively lower 13.22% annualized return.


MSI

YTD

-1.53%

1M

-6.89%

6M

17.02%

1Y

46.94%

5Y*

23.69%

10Y*

23.57%

IVV

YTD

0.49%

1M

-2.81%

6M

6.62%

1Y

25.82%

5Y*

14.33%

10Y*

13.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MSI vs. IVV — Risk-Adjusted Performance Rank

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

MSI
The Risk-Adjusted Performance Rank of MSI is 9797
Overall Rank
The Sharpe Ratio Rank of MSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of MSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MSI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of MSI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MSI is 9797
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8383
Overall Rank
The Sharpe Ratio Rank of IVV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSI vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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.


Sharpe ratio
The chart of Sharpe ratio for MSI, currently valued at 2.81, compared to the broader market-4.00-2.000.002.002.812.18
The chart of Sortino ratio for MSI, currently valued at 4.11, compared to the broader market-4.00-2.000.002.004.004.112.90
The chart of Omega ratio for MSI, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.40
The chart of Calmar ratio for MSI, currently valued at 5.08, compared to the broader market0.002.004.006.005.083.28
The chart of Martin ratio for MSI, currently valued at 18.37, compared to the broader market-10.000.0010.0020.0018.3714.15
MSI
IVV

The current MSI Sharpe Ratio is 2.81, which is comparable to the IVV Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of MSI and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.81
2.18
MSI
IVV

Dividends

MSI vs. IVV - Dividend Comparison

MSI's dividend yield for the trailing twelve months is around 0.89%, less than IVV's 1.29% yield.


TTM20242023202220212020201920182017201620152014
MSI
Motorola Solutions, Inc.
0.89%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
IVV
iShares Core S&P 500 ETF
1.29%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

MSI vs. IVV - Drawdown Comparison

The maximum MSI drawdown since its inception was -93.56%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MSI and IVV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.59%
-2.81%
MSI
IVV

Volatility

MSI vs. IVV - Volatility Comparison

The current volatility for Motorola Solutions, Inc. (MSI) is 3.82%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.46%. This indicates that MSI experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.82%
4.46%
MSI
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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