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

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.


-0.50.00.51.0
Correlation: 0.2

Performance

SBSW vs. IVV - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
83.10%
353.75%
SBSW
IVV

Key characteristics

Sharpe Ratio

SBSW:

-0.10

IVV:

0.53

Sortino Ratio

SBSW:

0.33

IVV:

0.87

Omega Ratio

SBSW:

1.04

IVV:

1.13

Calmar Ratio

SBSW:

-0.08

IVV:

0.55

Martin Ratio

SBSW:

-0.25

IVV:

2.27

Ulcer Index

SBSW:

26.79%

IVV:

4.56%

Daily Std Dev

SBSW:

66.11%

IVV:

19.37%

Max Drawdown

SBSW:

-83.67%

IVV:

-55.25%

Current Drawdown

SBSW:

-75.11%

IVV:

-9.90%

Returns By Period

In the year-to-date period, SBSW achieves a 37.27% return, which is significantly higher than IVV's -5.74% return. Over the past 10 years, SBSW has underperformed IVV with an annualized return of 0.45%, while IVV has yielded a comparatively higher 12.05% annualized return.


SBSW

YTD

37.27%

1M

4.14%

6M

-8.11%

1Y

-6.60%

5Y*

-6.60%

10Y*

0.45%

IVV

YTD

-5.74%

1M

-3.19%

6M

-4.30%

1Y

10.85%

5Y*

16.03%

10Y*

12.05%

*Annualized

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Risk-Adjusted Performance

SBSW vs. IVV — Risk-Adjusted Performance Rank

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

SBSW
The Risk-Adjusted Performance Rank of SBSW is 4646
Overall Rank
The Sharpe Ratio Rank of SBSW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 4646
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6161
Overall Rank
The Sharpe Ratio Rank of IVV is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6363
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.

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.


The chart of Sharpe ratio for SBSW, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
SBSW: -0.10
IVV: 0.53
The chart of Sortino ratio for SBSW, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
SBSW: 0.33
IVV: 0.87
The chart of Omega ratio for SBSW, currently valued at 1.04, compared to the broader market0.501.001.502.00
SBSW: 1.04
IVV: 1.13
The chart of Calmar ratio for SBSW, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
SBSW: -0.08
IVV: 0.55
The chart of Martin ratio for SBSW, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.00
SBSW: -0.25
IVV: 2.27

The current SBSW Sharpe Ratio is -0.10, which is lower than the IVV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SBSW 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.10
0.53
SBSW
IVV

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 1.40%.


TTM20242023202220212020201920182017201620152014
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%
IVV
iShares Core S&P 500 ETF
1.40%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.11%
-9.90%
SBSW
IVV

Volatility

SBSW vs. IVV - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 33.16% compared to iShares Core S&P 500 ETF (IVV) at 14.25%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.16%
14.25%
SBSW
IVV