SPHR vs. IVV

In the year-to-date period, SPHR achieves a -6.50% return, which is significantly lower than IVV's 0.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Sphere Entertainment Co. (SPHR) 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 current SPHR Sharpe Ratio is 0.07, which is lower than the IVV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPHR 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.

SPHR has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.31%.

The maximum SPHR drawdown since its inception was -65.73%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SPHR and IVV.

Sphere Entertainment Co. (SPHR) has a higher volatility of 15.68% compared to iShares Core S&P 500 ETF (IVV) at 4.82%. This indicates that SPHR'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.