PG vs. IVV
PG (The Procter & Gamble Company) 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, PG returned 8.96%/yr vs 15.47%/yr for IVV. At a 0.43 correlation, their price movements are largely independent.
Performance
PG vs. IVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than IVV's 9.08% return. Over the past 10 years, PG has underperformed IVV with an annualized return of 8.96%, while IVV has yielded a comparatively higher 15.47% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
IVV
- 1D
- 0.55%
- 1M
- -0.08%
- YTD
- 9.08%
- 6M
- 9.43%
- 1Y
- 24.38%
- 3Y*
- 20.95%
- 5Y*
- 13.42%
- 10Y*
- 15.47%
PG vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
IVV iShares Core S&P 500 ETF | 9.08% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between PG and IVV is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.43 |
The correlation between PG and IVV shifts across timeframes, from -0.00 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PG vs. IVV — Risk / Return Rank
PG
IVV
PG vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.76 | -3.12 |
| Martin ratioReturn relative to average drawdown | -0.68 | 12.43 | -13.12 |
Loading charts...
Drawdowns
PG vs. IVV - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PG and IVV.
Loading charts...
Drawdown Indicators
| PG | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -55.25% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.89% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -18.75% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -24.53% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -33.90% | +10.13% |
Current DrawdownCurrent decline from peak | -13.29% | -2.35% | -10.94% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -10.77% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.97% | +6.83% |
Volatility
PG vs. IVV - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that PG'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.
Loading charts...
Volatility by Period
| PG | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.37% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.59% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 12.28% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 16.95% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.08% | +0.97% |
Dividends
PG vs. IVV - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than IVV's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and IVV have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to IVV (4.37%). In terms of maximum drawdown, PG dropped -54.25% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.00 vs -0.30), 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.
Find the right allocation for PG and IVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer