PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SP vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SP and IVV is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SP vs. IVV - Performance Comparison

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

600.00%650.00%700.00%750.00%JulyAugustSeptemberOctoberNovemberDecember
763.84%
672.89%
SP
IVV

Key characteristics

Returns By Period


SP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IVV

YTD

24.63%

1M

-0.30%

6M

7.64%

1Y

24.80%

5Y*

14.56%

10Y*

13.00%

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

SP vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Plus Corporation (SP) 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.


Sharpe ratio
The chart of Sharpe ratio for SP, currently valued at 1.12, compared to the broader market-4.00-2.000.002.001.122.04
The chart of Sortino ratio for SP, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.002.482.72
The chart of Omega ratio for SP, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.38
The chart of Calmar ratio for SP, currently valued at 1.59, compared to the broader market0.002.004.006.001.593.03
The chart of Martin ratio for SP, currently valued at 8.82, compared to the broader market0.0010.0020.008.8213.54
SP
IVV


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.04
SP
IVV

Dividends

SP vs. IVV - Dividend Comparison

SP has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.63%.


TTM20232022202120202019201820172016201520142013
SP
SP Plus Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.63%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

SP vs. IVV - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-3.52%
SP
IVV

Volatility

SP vs. IVV - Volatility Comparison

The current volatility for SP Plus Corporation (SP) is 0.00%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.60%. This indicates that SP experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.60%
SP
IVV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab