REG vs. IVV
REG (Regency Centers Corporation) 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, REG returned 3.50%/yr vs 15.11%/yr for IVV. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
REG vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, REG achieves a 18.56% return, which is significantly higher than IVV's 10.13% return. Over the past 10 years, REG has underperformed IVV with an annualized return of 3.50%, while IVV has yielded a comparatively higher 15.11% annualized return.
REG
- 1D
- -0.09%
- 1M
- -0.83%
- 6M
- 12.31%
- YTD
- 18.56%
- 1Y
- 18.58%
- 3Y*
- 11.28%
- 5Y*
- 8.45%
- 10Y*
- 3.50%
- ALL TIME*
- 10.05%
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 | |
| $115.94M | $105.24M | $116.44M |
REG vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REG Regency Centers Corporation | 18.56% | -2.78% | 14.90% | 11.85% | -13.59% | 71.41% | -23.86% | 11.43% | -12.00% | 3.62% |
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 REG and IVV is 0.05, 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. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.49 |
Over the past year, the correlation between REG and IVV has dropped to 0.05 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
REG vs. IVV — Risk / Return Rank
REG
IVV
REG vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regency Centers Corporation (REG) 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.
| REG | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.21 | -0.12 |
| Martin ratioReturn relative to average drawdown | 5.18 | 9.43 | -4.25 |
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Drawdowns
REG vs. IVV - Drawdown Comparison
The maximum REG drawdown since its inception was -73.37%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for REG and IVV.
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Drawdown Indicators
| REG | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.37% | -55.25% | -18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.89% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -18.75% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -24.53% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -33.90% | -21.86% |
Current DrawdownCurrent decline from peak | -2.89% | -1.41% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -16.11% | -10.72% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.09% | +1.21% |
Volatility
REG vs. IVV - Volatility Comparison
Regency Centers Corporation (REG) has a higher volatility of 5.17% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. This indicates that REG'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
| REG | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.52% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 10.18% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 12.89% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.18% | 17.01% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 18.06% | +11.83% |
Dividends
REG vs. IVV - Dividend Comparison
REG's dividend yield for the trailing twelve months is around 3.70%, 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% |
REG Regency Centers Corporation | 3.70% | 4.16% | 3.67% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% |
Frequently Asked Questions
REG and IVV have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REG has higher volatility (5.17%) compared to IVV (3.52%). In terms of maximum drawdown, REG dropped -73.37% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.53 vs 1.06), 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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