NTTYY vs. IVV
NTTYY (Nippon Telegraph and Telephone Corp ADR) 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, NTTYY returned 1.94%/yr vs 15.54%/yr for IVV. At a 0.31 correlation, their price movements are largely independent.
Performance
NTTYY vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, NTTYY achieves a -8.45% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, NTTYY has underperformed IVV with an annualized return of 1.94%, while IVV has yielded a comparatively higher 15.54% annualized return.
NTTYY
- 1D
- -0.57%
- 1M
- -4.55%
- YTD
- -8.45%
- 6M
- -7.41%
- 1Y
- -16.62%
- 3Y*
- -6.35%
- 5Y*
- -2.15%
- 10Y*
- 1.94%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
NTTYY vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | -8.45% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 26.78% | -11.25% | 15.27% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between NTTYY and IVV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.31 |
The correlation between NTTYY and IVV shifts across timeframes, from 0.16 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTTYY vs. IVV — Risk / Return Rank
NTTYY
IVV
NTTYY vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) 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.
| NTTYY | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.37 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.43 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 3.17 | -4.11 |
| Martin ratioReturn relative to average drawdown | -1.62 | 14.71 | -16.33 |
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
| NTTYY | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 2.39 | -3.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.83 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.86 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.45 | -0.35 |
Drawdowns
NTTYY vs. IVV - Drawdown Comparison
The maximum NTTYY drawdown since its inception was -63.81%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for NTTYY and IVV.
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Drawdown Indicators
| NTTYY | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.81% | -55.25% | -8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -8.89% | -8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -29.20% | -18.75% | -10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -24.53% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -33.90% | +4.33% |
Current DrawdownCurrent decline from peak | -26.33% | -0.76% | -25.57% |
Average DrawdownAverage peak-to-trough decline | -23.02% | -10.78% | -12.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.30% | 1.91% | +8.39% |
Volatility
NTTYY vs. IVV - Volatility Comparison
Nippon Telegraph and Telephone Corp ADR (NTTYY) has a higher volatility of 4.84% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that NTTYY'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
| NTTYY | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 2.87% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 8.90% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 11.80% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 16.88% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 18.05% | +2.26% |
Dividends
NTTYY vs. IVV - Dividend Comparison
NTTYY has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.06%.
| 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% |
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 1.77% | 1.73% | 0.00% | 0.00% | 1.83% | 0.00% | 1.71% | 3.52% | 2.53% | 2.63% | 1.94% |
Frequently Asked Questions
NTTYY and IVV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTTYY has higher volatility (4.84%) compared to IVV (2.87%). In terms of maximum drawdown, NTTYY dropped -63.81% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs -0.99), 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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