ORGN vs. IVV

Last updated Apr 1, 2026

Compare and contrast key facts about Origin Materials, Inc. (ORGN) 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.

Performance

ORGN vs. IVV - Performance Comparison

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

ORGN vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ORGN Origin Materials, Inc.	-64.10%	-83.46%	53.07%	-81.86%	-28.53%	-39.32%	6.30%
IVV iShares Core S&P 500 ETF	-4.38%	17.85%	24.93%	26.31%	-18.16%	28.76%	10.11%

Returns By Period

In the year-to-date period, ORGN achieves a -64.10% return, which is significantly lower than IVV's -4.38% return.

ORGN

• 1D: -5.39%
• 1M: -50.29%
• YTD: -64.10%
• 6M: -85.35%
• 1Y: -88.55%
• 3Y*: -73.89%
• 5Y*: -62.55%
• 10Y*: —

IVV

• 1D: 2.88%
• 1M: -4.99%
• YTD: -4.38%
• 6M: -1.80%
• 1Y: 17.69%
• 3Y*: 18.29%
• 5Y*: 11.76%
• 10Y*: 14.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ORGN vs. IVV — Risk / Return Rank

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

ORGN

ORGN Risk / Return Rank: 5
ORGN Sharpe Ratio Rank: 9
ORGN Sortino Ratio Rank: 3
ORGN Omega Ratio Rank: 4
ORGN Calmar Ratio Rank: 4
ORGN Martin Ratio Rank: 5

IVV

IVV Risk / Return Rank: 65
IVV Sharpe Ratio Rank: 58
IVV Sortino Ratio Rank: 62
IVV Omega Ratio Rank: 66
IVV Calmar Ratio Rank: 65
IVV Martin Ratio Rank: 75

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.

ORGN vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Origin Materials, Inc. (ORGN) 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.

	ORGN	IVV	Difference
Sharpe ratio Return per unit of total volatility	-0.81	0.97	-1.78
Sortino ratio Return per unit of downside risk	-1.82	1.49	-3.31
Omega ratio Gain probability vs. loss probability	0.78	1.23	-0.45
Calmar ratio Return relative to maximum drawdown	-0.97	1.53	-2.51
Martin ratio Return relative to average drawdown	-1.69	7.32	-9.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORGN vs. IVV - Sharpe Ratio Comparison

The current ORGN Sharpe Ratio is -0.81, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ORGN 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.

Sharpe Ratios by Period

	ORGN	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	0.97	-1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.69	0.70	-1.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.68	0.42	-1.10

Correlation

The correlation between ORGN and IVV is 0.36, 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.

Dividends

ORGN vs. IVV - Dividend Comparison

ORGN has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.23%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORGN Origin Materials, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.23%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Drawdowns

ORGN vs. IVV - Drawdown Comparison

The maximum ORGN drawdown since its inception was -99.46%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ORGN and IVV.

Drawdown Indicators

	ORGN	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-99.46%	-55.25%	-44.21%
Max Drawdown (1Y) Largest decline over 1 year	-91.65%	-12.06%	-79.59%
Max Drawdown (5Y) Largest decline over 5 years	-99.27%	-24.53%	-74.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-99.46%	-6.26%	-93.20%
Average Drawdown Average peak-to-trough decline	-69.11%	-10.85%	-58.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.90%	2.53%	+50.37%

Volatility

ORGN vs. IVV - Volatility Comparison

Origin Materials, Inc. (ORGN) has a higher volatility of 49.58% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that ORGN'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.

Volatility by Period

	ORGN	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	49.58%	5.30%	+44.28%
Volatility (6M) Calculated over the trailing 6-month period	78.23%	9.45%	+68.78%
Volatility (1Y) Calculated over the trailing 1-year period	109.93%	18.31%	+91.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.40%	16.89%	+73.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.64%	18.04%	+68.60%