SBSW vs. IVV
Compare and contrast key facts about Sibanye Stillwater Limited (SBSW) 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: SBSW or IVV.
Key characteristics
SBSW | IVV | |
---|---|---|
YTD Return | 0.74% | 11.58% |
1Y Return | -27.97% | 29.30% |
3Y Return (Ann) | -30.50% | 10.04% |
5Y Return (Ann) | 16.21% | 15.00% |
10Y Return (Ann) | 1.27% | 12.94% |
Sharpe Ratio | -0.49 | 2.67 |
Daily Std Dev | 59.23% | 11.57% |
Max Drawdown | -83.67% | -55.25% |
Current Drawdown | -69.95% | -0.23% |
Correlation
The correlation between SBSW and IVV is 0.18, 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
SBSW vs. IVV - Performance Comparison
In the year-to-date period, SBSW achieves a 0.74% return, which is significantly lower than IVV's 11.58% return. Over the past 10 years, SBSW has underperformed IVV with an annualized return of 1.27%, while IVV has yielded a comparatively higher 12.94% annualized 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
SBSW vs. IVV - Risk-Adjusted Performance 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.
Dividends
SBSW vs. IVV - Dividend Comparison
SBSW's dividend yield for the trailing twelve months is around 2.03%, more than IVV's 1.30% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sibanye Stillwater Limited | 2.03% | 6.95% | 7.68% | 13.31% | 0.75% | 0.00% | 0.00% | 3.76% | 10.25% | 6.12% | 9.44% | 4.88% |
iShares Core S&P 500 ETF | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
SBSW vs. IVV - Drawdown Comparison
The maximum SBSW drawdown since its inception was -83.67%, 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. For additional features, visit the drawdowns tool.
Volatility
SBSW vs. IVV - Volatility Comparison
Sibanye Stillwater Limited (SBSW) has a higher volatility of 17.17% compared to iShares Core S&P 500 ETF (IVV) at 3.43%. 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.