SBSW vs. IVV
SBSW (Sibanye Stillwater Limited) 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, SBSW returned -4.31%/yr vs 14.76%/yr for IVV. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
SBSW vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, SBSW achieves a -38.26% return, which is significantly lower than IVV's 7.61% return. Over the past 10 years, SBSW has underperformed IVV with an annualized return of -4.31%, while IVV has yielded a comparatively higher 14.76% annualized return.
SBSW
- 1D
- 2.03%
- 1M
- -0.81%
- 6M
- -58.34%
- YTD
- -38.26%
- 1Y
- -3.84%
- 3Y*
- 6.09%
- 5Y*
- -9.72%
- 10Y*
- -4.31%
- ALL TIME*
- 5.83%
IVV
- 1D
- -1.49%
- 1M
- -1.49%
- 6M
- 5.49%
- YTD
- 7.61%
- 1Y
- 16.21%
- 3Y*
- 18.45%
- 5Y*
- 12.30%
- 10Y*
- 14.76%
- ALL TIME*
- 8.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.56B | $3.73B | $5.95B | |
| $38.72M | $42.33M | $51.95M |
SBSW vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | -38.26% | 331.82% | -39.23% | -46.54% | -9.57% | -12.44% | 61.55% | 250.88% | -41.72% | -26.00% |
IVV iShares Core S&P 500 ETF | 7.61% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between SBSW and IVV is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2013 | 0.20 |
Over the past year, SBSW and IVV have become more correlated (0.40) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
SBSW vs. IVV — Risk / Return Rank
SBSW
IVV
SBSW vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) 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.
| SBSW | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.83 | -1.90 |
| Martin ratioReturn relative to average drawdown | -0.13 | 7.80 | -7.93 |
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Drawdowns
SBSW vs. IVV - Drawdown Comparison
The maximum SBSW drawdown since its inception was -89.24%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SBSW and IVV.
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Drawdown Indicators
| SBSW | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -55.25% | -33.99% |
Max Drawdown (1Y)Largest decline over 1 year | -61.02% | -8.89% | -52.13% |
Max Drawdown (3Y)Largest decline over 3 years | -61.02% | -18.75% | -42.27% |
Max Drawdown (5Y)Largest decline over 5 years | -82.53% | -24.53% | -58.00% |
Max Drawdown (10Y)Largest decline over 10 years | -89.24% | -33.90% | -55.34% |
Current DrawdownCurrent decline from peak | -58.34% | -3.67% | -54.67% |
Average DrawdownAverage peak-to-trough decline | -48.29% | -10.73% | -37.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.82% | 2.08% | +28.74% |
Volatility
SBSW vs. IVV - Volatility Comparison
Sibanye Stillwater Limited (SBSW) has a higher volatility of 14.22% compared to iShares Core S&P 500 ETF (IVV) at 3.07%. This indicates that SBSW'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
| SBSW | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 3.07% | +11.15% |
Volatility (6M)Calculated over the trailing 6-month period | 50.81% | 10.04% | +40.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.11% | 12.79% | +55.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.12% | 17.00% | +43.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.12% | 18.06% | +46.06% |
Dividends
SBSW vs. IVV - Dividend Comparison
SBSW's dividend yield for the trailing twelve months is around 3.84%, more than IVV's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.12% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
SBSW Sibanye Stillwater Limited | 3.84% | 0.00% | 0.00% | 6.98% | 7.68% | 13.34% | 0.75% | 0.00% | 0.00% | 2.68% | 5.12% | 3.05% |
Frequently Asked Questions
SBSW and IVV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBSW has higher volatility (14.22%) compared to IVV (3.07%). In terms of maximum drawdown, SBSW dropped -89.24% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.27 vs -0.06), 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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