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SBSW vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SBSW vs. IVV

Last updated Jun 19, 2026

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 1.19%/yr vs 15.53%/yr for IVV. At a 0.20 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, SBSW achieves a -30.17% return, which is significantly lower than IVV's 10.10% return. Over the past 10 years, SBSW has underperformed IVV with an annualized return of 1.19%, while IVV has yielded a comparatively higher 15.53% annualized return.

SBSW

1D
-4.73%
1M
-15.18%
YTD
-30.17%
6M
-28.46%
1Y
42.56%
3Y*
11.08%
5Y*
-5.97%
10Y*
1.19%

IVV

1D
1.01%
1M
2.03%
YTD
10.10%
6M
11.31%
1Y
26.80%
3Y*
20.93%
5Y*
14.07%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBSW vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SBSW
Sibanye Stillwater Limited		-30.17%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		10.10%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 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2013

0.20

The correlation between SBSW and IVV shifts across timeframes, from 0.20 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Sibanye Stillwater Limited

iShares Core S&P 500 ETF

Often compared with SBSW:
SBSW vs. PAASSBSW vs. GOLDSBSW vs. NEMSBSW vs. AMBPSBSW vs. SCHDSBSW vs. VALESBSW vs. PEP
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

SBSW vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SBSW
SBSW Risk / Return Rank: 6060
Overall Rank
SBSW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SBSW Sortino Ratio Rank: 6161
Sortino Ratio Rank
SBSW Omega Ratio Rank: 6060
Omega Ratio Rank
SBSW Calmar Ratio Rank: 5959
Calmar Ratio Rank
SBSW Martin Ratio Rank: 6060
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7171
Overall Rank
IVV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7272
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

SBSWIVVDifference
Sharpe ratioReturn per unit of total volatility
0.62
2.17

-1.55

Sortino ratioReturn per unit of downside risk
1.23
2.93

-1.70

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.24

Calmar ratioReturn relative to maximum drawdown

0.77

3.03

-2.26

Martin ratioReturn relative to average drawdown

1.74

13.62

-11.88

SBSW vs. IVV - Sharpe Ratio Comparison

The current SBSW Sharpe Ratio is 0.62, which is lower than the IVV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SBSW and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

SBSWIVVDifference

Max Drawdown

Largest peak-to-trough decline

-89.24%

-55.25%

-33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-55.76%

-8.89%

-46.87%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-18.75%

-39.43%

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 Drawdown

Current decline from peak

-52.88%

-1.43%

-51.45%

Average Drawdown

Average peak-to-trough decline

-48.21%

-10.76%

-37.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.49%

1.97%

+22.52%

Volatility

SBSW vs. IVV - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 21.20% compared to iShares Core S&P 500 ETF (IVV) at 4.75%. 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

SBSWIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.20%

4.75%

+16.45%

Volatility (6M)

Calculated over the trailing 6-month period

52.95%

9.82%

+43.13%

Volatility (1Y)

Calculated over the trailing 1-year period

68.50%

12.39%

+56.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.04%

16.98%

+43.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.22%

18.09%

+46.13%

Dividends

SBSW vs. IVV - Dividend Comparison

SBSW's dividend yield for the trailing twelve months is around 3.40%, more than IVV's 1.09% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.09%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		3.40%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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBSW has higher volatility (21.20%) compared to IVV (4.75%). In terms of maximum drawdown, SBSW dropped -89.24% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.17 vs 0.62), 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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