NSRGY vs. IVV
Compare and contrast key facts about Nestlé S.A. (NSRGY) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRGY or IVV.
Key characteristics
| NSRGY | IVV | |
|---|---|---|
| YTD Return | -9.31% | 6.24% |
| 1Y Return | -18.53% | 26.40% |
| 3Y Return (Ann) | -2.55% | 8.07% |
| 5Y Return (Ann) | 3.89% | 13.28% |
| 10Y Return (Ann) | 5.84% | 12.49% |
| Sharpe Ratio | -1.15 | 2.21 |
| Daily Std Dev | 16.23% | 11.69% |
| Max Drawdown | -41.23% | -55.25% |
| Current Drawdown | -22.02% | -3.79% |
Correlation
The correlation between NSRGY and IVV is 0.35, 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.
Performance
NSRGY vs. IVV - Performance Comparison
In the year-to-date period, NSRGY achieves a -9.31% return, which is significantly lower than IVV's 6.24% return. Over the past 10 years, NSRGY has underperformed IVV with an annualized return of 5.84%, while IVV has yielded a comparatively higher 12.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NSRGY vs. IVV - Risk-Adjusted Performance 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.
Dividends
NSRGY vs. IVV - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.36%, more than IVV's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.36% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.31% | 2.96% |
IVV iShares Core S&P 500 ETF | 1.37% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
NSRGY vs. IVV - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for NSRGY and IVV. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. IVV - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 5.42% compared to iShares Core S&P 500 ETF (IVV) at 3.57%. 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.