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MVBF vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MVBF vs. IVV

Last updated Jun 24, 2026

MVBF (MVB Financial Corp.) 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, MVBF returned 10.13%/yr vs 15.58%/yr for IVV. At a 0.21 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, MVBF achieves a 10.74% return, which is significantly higher than IVV's 8.20% return. Over the past 10 years, MVBF has underperformed IVV with an annualized return of 10.13%, while IVV has yielded a comparatively higher 15.58% annualized return.

MVBF

1D
1.77%
1M
10.28%
YTD
10.74%
6M
9.89%
1Y
38.12%
3Y*
12.74%
5Y*
-6.03%
10Y*
10.13%

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)

MVBF vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MVBF
MVB Financial Corp.		10.74%28.74%-5.15%5.68%-45.83%85.48%-7.02%39.64%-9.72%57.82%
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 MVBF and IVV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.34

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

0.39

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

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2008

0.21

The correlation between MVBF and IVV shifts across timeframes, from 0.21 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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MVB Financial Corp.

iShares Core S&P 500 ETF

Often compared with MVBF:
MVBF vs. MTNMVBF vs. COLBMVBF vs. VOOMVBF vs. VTMVBF vs. MRXMVBF vs. CVSMVBF vs. NFG
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

MVBF vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MVBF
MVBF Risk / Return Rank: 7878
Overall Rank
MVBF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MVBF Sortino Ratio Rank: 7777
Sortino Ratio Rank
MVBF Omega Ratio Rank: 7575
Omega Ratio Rank
MVBF Calmar Ratio Rank: 7979
Calmar Ratio Rank
MVBF Martin Ratio Rank: 7878
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.

MVBF vs. IVV - Risk-Adjusted Trends 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.

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.

MVBFIVVDifference
Sharpe ratioReturn per unit of total volatility
1.41
1.91

-0.51

Sortino ratioReturn per unit of downside risk
2.05
2.60

-0.54

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.32

2.68

-0.36

Martin ratioReturn relative to average drawdown

5.32

11.98

-6.66

MVBF vs. IVV - Sharpe Ratio Comparison

The current MVBF Sharpe Ratio is 1.41, which is comparable to the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MVBF 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

MVBF vs. IVV - Drawdown Comparison

The maximum MVBF drawdown since its inception was -75.98%, 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.

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Drawdown Indicators

MVBFIVVDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-55.25%

-20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-8.89%

-7.61%

Max Drawdown (3Y)

Largest decline over 3 years

-37.66%

-18.75%

-18.91%

Max Drawdown (5Y)

Largest decline over 5 years

-60.80%

-24.53%

-36.27%

Max Drawdown (10Y)

Largest decline over 10 years

-63.71%

-33.90%

-29.81%

Current Drawdown

Current decline from peak

-27.82%

-3.14%

-24.68%

Average Drawdown

Average peak-to-trough decline

-34.70%

-10.76%

-23.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.18%

1.99%

+5.19%

Volatility

MVBF vs. IVV - Volatility Comparison

MVB Financial Corp. (MVBF) has a higher volatility of 7.39% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. 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.

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Volatility by Period

MVBFIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

4.88%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.34%

9.85%

+10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

27.36%

12.48%

+14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.71%

16.98%

+17.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.07%

18.07%

+22.00%

Dividends

MVBF vs. IVV - Dividend Comparison

MVBF's dividend yield for the trailing twelve months is around 2.41%, more than IVV's 1.11% yield.

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%
MVBF
MVB Financial Corp.		2.41%2.63%3.29%3.01%3.09%1.23%1.59%0.78%0.61%0.37%0.62%0.31%

Frequently Asked Questions

MVBF and IVV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVBF has higher volatility (7.39%) compared to IVV (4.88%). In terms of maximum drawdown, MVBF dropped -75.98% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.91 vs 1.41), 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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