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 | -22.28% | 27.23% |
| 1Y Return | -10.78% | 37.83% |
| 3Y Return (Ann) | -31.30% | 10.34% |
| 5Y Return (Ann) | -6.82% | 16.03% |
| 10Y Return (Ann) | 2.94% | 13.44% |
| Sharpe Ratio | -0.21 | 3.26 |
| Sortino Ratio | 0.14 | 4.32 |
| Omega Ratio | 1.02 | 1.61 |
| Calmar Ratio | -0.17 | 4.75 |
| Martin Ratio | -0.71 | 21.54 |
| Ulcer Index | 20.09% | 1.86% |
| Daily Std Dev | 66.41% | 12.22% |
| Max Drawdown | -83.67% | -55.25% |
| Current Drawdown | -76.82% | 0.00% |
Correlation
The correlation between SBSW and IVV is 0.19, 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 -22.28% return, which is significantly lower than IVV's 27.23% return. Over the past 10 years, SBSW has underperformed IVV with an annualized return of 2.94%, while IVV has yielded a comparatively higher 13.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | 0.00% | 6.96% | 7.68% | 13.34% | 0.76% | 0.00% | 0.00% | 3.76% | 10.25% | 6.12% | 9.44% | 4.88% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 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 25.55% compared to iShares Core S&P 500 ETF (IVV) at 3.93%. 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.