NSRGY vs. IVV
NSRGY (Nestlé S.A.) 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, NSRGY returned 5.88%/yr vs 15.53%/yr for IVV. At a 0.33 correlation, their price movements are largely independent.
Performance
NSRGY vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 2.03% return, which is significantly lower than IVV's 11.38% return. Over the past 10 years, NSRGY has underperformed IVV with an annualized return of 5.88%, while IVV has yielded a comparatively higher 15.53% annualized return.
NSRGY
- 1D
- -0.88%
- 1M
- -2.65%
- YTD
- 2.03%
- 6M
- 2.16%
- 1Y
- -5.11%
- 3Y*
- -3.52%
- 5Y*
- -2.14%
- 10Y*
- 5.88%
IVV
- 1D
- 0.47%
- 1M
- 4.66%
- YTD
- 11.38%
- 6M
- 11.30%
- 1Y
- 28.64%
- 3Y*
- 22.69%
- 5Y*
- 13.99%
- 10Y*
- 15.53%
NSRGY vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 2.03% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
IVV iShares Core S&P 500 ETF | 11.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between NSRGY and IVV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.33 |
Over the past year, the correlation between NSRGY and IVV has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
NSRGY vs. IVV — Risk / Return Rank
NSRGY
IVV
NSRGY vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.
| NSRGY | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.44 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 3.24 | -3.52 |
| Martin ratioReturn relative to average drawdown | -0.54 | 15.05 | -15.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSRGY | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 2.44 | -2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.83 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.86 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.45 | -0.33 |
Drawdowns
NSRGY vs. IVV - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for NSRGY and IVV.
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Drawdown Indicators
| NSRGY | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -55.25% | -20.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.94% | -8.89% | -9.05% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -18.75% | -14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -24.53% | -13.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -33.90% | -4.34% |
Current DrawdownCurrent decline from peak | -20.09% | -0.29% | -19.80% |
Average DrawdownAverage peak-to-trough decline | -24.17% | -10.78% | -13.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.59% | 1.91% | +7.68% |
Volatility
NSRGY vs. IVV - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 5.92% compared to iShares Core S&P 500 ETF (IVV) at 2.83%. This indicates that NSRGY'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
| NSRGY | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 2.83% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 8.90% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 11.80% | +10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 16.88% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 18.05% | +0.39% |
Dividends
NSRGY vs. IVV - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.14%, more than 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% |
NSRGY Nestlé S.A. | 4.14% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Frequently Asked Questions
NSRGY and IVV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSRGY has higher volatility (5.92%) compared to IVV (2.83%). In terms of maximum drawdown, NSRGY dropped -75.68% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.44 vs -0.23), 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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