PSX vs. IVV
PSX (Phillips 66) 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, PSX returned 15.01%/yr vs 15.11%/yr for IVV. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
PSX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, PSX achieves a 66.59% return, which is significantly higher than IVV's 10.13% return. Both investments have delivered pretty close results over the past 10 years, with PSX having a 15.01% annualized return and IVV not far ahead at 15.11%.
PSX
- 1D
- 0.51%
- 1M
- 19.99%
- 6M
- 49.74%
- YTD
- 66.59%
- 1Y
- 83.06%
- 3Y*
- 27.91%
- 5Y*
- 28.34%
- 10Y*
- 15.01%
- ALL TIME*
- 17.61%
IVV
- 1D
- 0.69%
- 1M
- 0.25%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.55%
- 3Y*
- 19.40%
- 5Y*
- 12.82%
- 10Y*
- 15.11%
- ALL TIME*
- 8.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.36B | $3.31B | $5.91B | |
PSX Phillips 66 | $493.33M | $498.69M | $464.97M |
PSX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 66.59% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
IVV iShares Core S&P 500 ETF | 10.13% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between PSX and IVV is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.43 |
The correlation between PSX and IVV shifts across timeframes, from -0.07 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSX vs. IVV — Risk / Return Rank
PSX
IVV
PSX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) 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.
| PSX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 2.21 | +2.27 |
| Martin ratioReturn relative to average drawdown | 13.71 | 9.43 | +4.28 |
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Drawdowns
PSX vs. IVV - Drawdown Comparison
The maximum PSX drawdown since its inception was -64.21%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PSX and IVV.
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Drawdown Indicators
| PSX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -55.25% | -8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -8.89% | -8.39% |
Max Drawdown (3Y)Largest decline over 3 years | -44.37% | -18.75% | -25.62% |
Max Drawdown (5Y)Largest decline over 5 years | -44.37% | -24.53% | -19.84% |
Max Drawdown (10Y)Largest decline over 10 years | -64.21% | -33.90% | -30.31% |
Current DrawdownCurrent decline from peak | -0.28% | -1.41% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -10.72% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 2.09% | +3.57% |
Volatility
PSX vs. IVV - Volatility Comparison
Phillips 66 (PSX) has a higher volatility of 8.78% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. This indicates that PSX'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
| PSX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 3.52% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 23.04% | 10.18% | +12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.17% | 12.89% | +17.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 17.01% | +16.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.43% | 18.06% | +17.37% |
Dividends
PSX vs. IVV - Dividend Comparison
PSX's dividend yield for the trailing twelve months is around 2.33%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
PSX Phillips 66 | 2.33% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
Frequently Asked Questions
PSX and IVV have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (8.78%) compared to IVV (3.52%). In terms of maximum drawdown, PSX dropped -64.21% vs IVV's -55.25%.
PSX currently has the higher Sharpe Ratio (2.57 vs 1.53), 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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