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RSPT vs. IVN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPT vs. IVN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Technology ETF (RSPT) and Ivanhoe Mines Ltd. (IVN.TO). The values are adjusted to include any dividend payments, if applicable.

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RSPT vs. IVN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPT
Invesco S&P 500 Equal Weight Technology ETF
-0.46%22.15%15.16%35.18%-24.50%28.53%30.21%42.07%-0.61%32.98%
IVN.TO
Ivanhoe Mines Ltd.
-24.81%-4.11%22.28%22.83%-3.26%51.55%64.64%88.28%-48.44%78.45%
Different Trading Currencies

RSPT is traded in USD, while IVN.TO is traded in CAD. To make them comparable, the IVN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RSPT achieves a -0.46% return, which is significantly higher than IVN.TO's -24.81% return. Over the past 10 years, RSPT has underperformed IVN.TO with an annualized return of 17.92%, while IVN.TO has yielded a comparatively higher 29.47% annualized return.


RSPT

1D
4.02%
1M
-3.99%
YTD
-0.46%
6M
1.70%
1Y
32.86%
3Y*
18.49%
5Y*
11.01%
10Y*
17.92%

IVN.TO

1D
6.85%
1M
-25.20%
YTD
-24.81%
6M
-19.35%
1Y
0.67%
3Y*
-1.81%
5Y*
9.39%
10Y*
29.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RSPT vs. IVN.TO — Risk / Return Rank

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

RSPT
RSPT Risk / Return Rank: 7676
Overall Rank
RSPT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 7373
Sortino Ratio Rank
RSPT Omega Ratio Rank: 7070
Omega Ratio Rank
RSPT Calmar Ratio Rank: 8282
Calmar Ratio Rank
RSPT Martin Ratio Rank: 8383
Martin Ratio Rank

IVN.TO
IVN.TO Risk / Return Rank: 3737
Overall Rank
IVN.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IVN.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
IVN.TO Omega Ratio Rank: 3939
Omega Ratio Rank
IVN.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
IVN.TO Martin Ratio Rank: 3333
Martin Ratio Rank
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.

RSPT vs. IVN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Technology ETF (RSPT) and Ivanhoe Mines Ltd. (IVN.TO). 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.


RSPTIVN.TODifference

Sharpe ratio

Return per unit of total volatility

1.22

0.01

+1.20

Sortino ratio

Return per unit of downside risk

1.77

0.48

+1.30

Omega ratio

Gain probability vs. loss probability

1.25

1.06

+0.19

Calmar ratio

Return relative to maximum drawdown

2.20

-0.17

+2.37

Martin ratio

Return relative to average drawdown

8.94

-0.39

+9.33

RSPT vs. IVN.TO - Sharpe Ratio Comparison

The current RSPT Sharpe Ratio is 1.22, which is higher than the IVN.TO Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of RSPT and IVN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPTIVN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.01

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.18

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.53

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.07

+0.49

Correlation

The correlation between RSPT and IVN.TO is 0.31, 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

RSPT vs. IVN.TO - Dividend Comparison

RSPT's dividend yield for the trailing twelve months is around 0.38%, while IVN.TO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.38%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%
IVN.TO
Ivanhoe Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSPT vs. IVN.TO - Drawdown Comparison

The maximum RSPT drawdown since its inception was -58.91%, smaller than the maximum IVN.TO drawdown of -92.97%. Use the drawdown chart below to compare losses from any high point for RSPT and IVN.TO.


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Drawdown Indicators


RSPTIVN.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-89.81%

+30.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-42.05%

+27.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-53.57%

+21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-62.55%

+28.88%

Current Drawdown

Current decline from peak

-7.08%

-44.13%

+37.05%

Average Drawdown

Average peak-to-trough decline

-8.97%

-37.34%

+28.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

18.86%

-15.20%

Volatility

RSPT vs. IVN.TO - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Technology ETF (RSPT) is 8.45%, while Ivanhoe Mines Ltd. (IVN.TO) has a volatility of 18.89%. This indicates that RSPT experiences smaller price fluctuations and is considered to be less risky than IVN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPTIVN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

18.89%

-10.44%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

41.35%

-24.39%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

64.54%

-37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

53.00%

-29.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

56.27%

-32.68%