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RVSN vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RVSN and IVV is 0.09, 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.


-0.50.00.51.00.1

Performance

RVSN vs. IVV - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
4.37%
9.76%
RVSN
IVV

Key characteristics

Sharpe Ratio

RVSN:

-0.48

IVV:

1.92

Sortino Ratio

RVSN:

-0.94

IVV:

2.58

Omega Ratio

RVSN:

0.90

IVV:

1.35

Calmar Ratio

RVSN:

-0.90

IVV:

2.89

Martin Ratio

RVSN:

-1.06

IVV:

11.99

Ulcer Index

RVSN:

84.14%

IVV:

2.03%

Daily Std Dev

RVSN:

185.92%

IVV:

12.68%

Max Drawdown

RVSN:

-98.46%

IVV:

-55.25%

Current Drawdown

RVSN:

-97.37%

IVV:

0.00%

Returns By Period

In the year-to-date period, RVSN achieves a -69.19% return, which is significantly lower than IVV's 4.38% return.


RVSN

YTD

-69.19%

1M

-40.37%

6M

-0.31%

1Y

-89.09%

5Y*

N/A

10Y*

N/A

IVV

YTD

4.38%

1M

2.37%

6M

10.19%

1Y

24.09%

5Y*

14.50%

10Y*

13.27%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RVSN vs. IVV — Risk-Adjusted Performance Rank

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

RVSN
The Risk-Adjusted Performance Rank of RVSN is 1414
Overall Rank
The Sharpe Ratio Rank of RVSN is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of RVSN is 1111
Sortino Ratio Rank
The Omega Ratio Rank of RVSN is 1414
Omega Ratio Rank
The Calmar Ratio Rank of RVSN is 22
Calmar Ratio Rank
The Martin Ratio Rank of RVSN is 2020
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 7878
Overall Rank
The Sharpe Ratio Rank of IVV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RVSN vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rail Vision Ltd (RVSN) 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.


Sharpe ratio
The chart of Sharpe ratio for RVSN, currently valued at -0.48, compared to the broader market-2.000.002.004.00-0.481.92
The chart of Sortino ratio for RVSN, currently valued at -0.94, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.942.58
The chart of Omega ratio for RVSN, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.35
The chart of Calmar ratio for RVSN, currently valued at -0.90, compared to the broader market0.002.004.006.00-0.902.89
The chart of Martin ratio for RVSN, currently valued at -1.06, compared to the broader market0.0010.0020.0030.00-1.0611.99
RVSN
IVV

The current RVSN Sharpe Ratio is -0.48, which is lower than the IVV Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RVSN 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.48
1.92
RVSN
IVV

Dividends

RVSN vs. IVV - Dividend Comparison

RVSN has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
RVSN
Rail Vision 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%
IVV
iShares Core S&P 500 ETF
1.24%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

RVSN vs. IVV - Drawdown Comparison

The maximum RVSN drawdown since its inception was -98.46%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RVSN and IVV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.37%
0
RVSN
IVV

Volatility

RVSN vs. IVV - Volatility Comparison

Rail Vision Ltd (RVSN) has a higher volatility of 35.38% compared to iShares Core S&P 500 ETF (IVV) at 3.10%. This indicates that RVSN'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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
35.38%
3.10%
RVSN
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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