RVSN vs. IVV
Compare and contrast key facts about Rail Vision Ltd (RVSN) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RVSN or IVV.
Key characteristics
| RVSN | IVV | |
|---|---|---|
| YTD Return | -67.22% | 23.23% |
| 1Y Return | -78.47% | 40.72% |
| Sharpe Ratio | -0.31 | 3.45 |
| Sortino Ratio | 0.59 | 4.58 |
| Omega Ratio | 1.06 | 1.65 |
| Calmar Ratio | -0.80 | 4.15 |
| Martin Ratio | -0.98 | 22.66 |
| Ulcer Index | 80.99% | 1.83% |
| Daily Std Dev | 258.17% | 12.03% |
| Max Drawdown | -98.46% | -55.25% |
| Current Drawdown | -97.98% | -0.82% |
Correlation
The correlation between RVSN and IVV is 0.11, 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.
Performance
RVSN vs. IVV - Performance Comparison
In the year-to-date period, RVSN achieves a -67.22% return, which is significantly lower than IVV's 23.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.28% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
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.
Volatility
RVSN vs. IVV - Volatility Comparison
Rail Vision Ltd (RVSN) has a higher volatility of 21.09% compared to iShares Core S&P 500 ETF (IVV) at 2.51%. 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.