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

Correlation

The correlation between MVBF and IVV is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MVBF vs. IVV - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.53%
7.15%
MVBF
IVV

Key characteristics

Sharpe Ratio

MVBF:

-0.19

IVV:

2.04

Sortino Ratio

MVBF:

0.02

IVV:

2.72

Omega Ratio

MVBF:

1.00

IVV:

1.38

Calmar Ratio

MVBF:

-0.15

IVV:

3.10

Martin Ratio

MVBF:

-0.55

IVV:

12.98

Ulcer Index

MVBF:

15.47%

IVV:

2.01%

Daily Std Dev

MVBF:

44.46%

IVV:

12.78%

Max Drawdown

MVBF:

-63.71%

IVV:

-55.25%

Current Drawdown

MVBF:

-51.20%

IVV:

-2.15%

Returns By Period

In the year-to-date period, MVBF achieves a -3.62% return, which is significantly lower than IVV's 1.18% return. Over the past 10 years, MVBF has underperformed IVV with an annualized return of 5.28%, while IVV has yielded a comparatively higher 13.44% annualized return.


MVBF

YTD

-3.62%

1M

-6.99%

6M

-11.53%

1Y

-7.35%

5Y*

0.24%

10Y*

5.28%

IVV

YTD

1.18%

1M

-1.99%

6M

7.15%

1Y

26.50%

5Y*

14.12%

10Y*

13.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MVBF vs. IVV — Risk-Adjusted Performance Rank

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

MVBF
The Risk-Adjusted Performance Rank of MVBF is 3737
Overall Rank
The Sharpe Ratio Rank of MVBF is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of MVBF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of MVBF is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MVBF is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MVBF is 3737
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8484
Overall Rank
The Sharpe Ratio Rank of IVV is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 8282
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8686
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.

MVBF vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MVB Financial Corp. (MVBF) 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 MVBF, currently valued at -0.19, compared to the broader market-2.000.002.00-0.192.04
The chart of Sortino ratio for MVBF, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.022.72
The chart of Omega ratio for MVBF, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.38
The chart of Calmar ratio for MVBF, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.153.10
The chart of Martin ratio for MVBF, currently valued at -0.55, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.5512.98
MVBF
IVV

The current MVBF Sharpe Ratio is -0.19, which is lower than the IVV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MVBF 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.19
2.04
MVBF
IVV

Dividends

MVBF vs. IVV - Dividend Comparison

MVBF's dividend yield for the trailing twelve months is around 3.41%, more than IVV's 1.28% yield.


TTM20242023202220212020201920182017201620152014
MVBF
MVB Financial Corp.
3.41%3.29%3.01%3.09%1.23%1.59%0.78%0.61%0.50%0.62%0.61%0.53%
IVV
iShares Core S&P 500 ETF
1.28%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

MVBF vs. IVV - Drawdown Comparison

The maximum MVBF drawdown since its inception was -63.71%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MVBF and IVV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-51.20%
-2.15%
MVBF
IVV

Volatility

MVBF vs. IVV - Volatility Comparison

MVB Financial Corp. (MVBF) has a higher volatility of 15.07% compared to iShares Core S&P 500 ETF (IVV) at 4.96%. This indicates that MVBF'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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.07%
4.96%
MVBF
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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