PortfoliosLab logoPortfoliosLab logo
SPKKY vs. IPH.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SPKKY vs. IPH.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spark New Zealand Ltd ADR (SPKKY) and IPH Limited (IPH.AX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPKKY vs. IPH.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPKKY
Spark New Zealand Ltd ADR
-4.67%-9.65%-45.61%2.42%15.95%-2.52%24.24%9.91%14.56%16.89%
IPH.AX
IPH Limited
1.21%-18.50%-24.79%-23.52%-3.66%34.24%-11.02%56.40%-6.53%22.04%
Different Trading Currencies

SPKKY is traded in USD, while IPH.AX is traded in AUD. To make them comparable, the IPH.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPKKY achieves a -4.67% return, which is significantly lower than IPH.AX's 1.21% return. Over the past 10 years, SPKKY has outperformed IPH.AX with an annualized return of -0.17%, while IPH.AX has yielded a comparatively lower -3.59% annualized return.


SPKKY

1D
1.44%
1M
-8.11%
YTD
-4.67%
6M
-8.38%
1Y
14.46%
3Y*
-20.68%
5Y*
-10.78%
10Y*
-0.17%

IPH.AX

1D
2.62%
1M
-11.32%
YTD
1.21%
6M
0.70%
1Y
-12.60%
3Y*
-17.56%
5Y*
-10.40%
10Y*
-3.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Spark New Zealand Ltd ADR

IPH Limited

Often compared with SPKKY:
SPKKY vs. VOO

Return for Risk

SPKKY vs. IPH.AX — Risk / Return Rank

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

SPKKY
SPKKY Risk / Return Rank: 5858
Overall Rank
SPKKY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPKKY Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPKKY Omega Ratio Rank: 5454
Omega Ratio Rank
SPKKY Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPKKY Martin Ratio Rank: 5555
Martin Ratio Rank

IPH.AX
IPH.AX Risk / Return Rank: 1919
Overall Rank
IPH.AX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IPH.AX Sortino Ratio Rank: 1717
Sortino Ratio Rank
IPH.AX Omega Ratio Rank: 1515
Omega Ratio Rank
IPH.AX Calmar Ratio Rank: 2323
Calmar Ratio Rank
IPH.AX Martin Ratio Rank: 2727
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.

SPKKY vs. IPH.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spark New Zealand Ltd ADR (SPKKY) and IPH Limited (IPH.AX). 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.


SPKKYIPH.AXDifference

Sharpe ratio

Return per unit of total volatility

0.71

-0.34

+1.05

Sortino ratio

Return per unit of downside risk

1.11

-0.23

+1.34

Omega ratio

Gain probability vs. loss probability

1.13

0.97

+0.16

Calmar ratio

Return relative to maximum drawdown

0.69

-0.34

+1.03

Martin ratio

Return relative to average drawdown

1.44

-0.54

+1.98

SPKKY vs. IPH.AX - Sharpe Ratio Comparison

The current SPKKY Sharpe Ratio is 0.71, which is higher than the IPH.AX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SPKKY and IPH.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPKKYIPH.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

-0.34

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

-0.33

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.11

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.09

+0.06

Correlation

The correlation between SPKKY and IPH.AX is 0.16, 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.


Dividends

SPKKY vs. IPH.AX - Dividend Comparison

SPKKY's dividend yield for the trailing twelve months is around 11.25%, less than IPH.AX's 11.81% yield.


TTM20252024202320222021202020192018201720162015
SPKKY
Spark New Zealand Ltd ADR
11.25%12.50%12.16%5.92%5.58%6.06%5.17%4.93%5.39%6.66%7.42%6.36%
IPH.AX
IPH Limited
11.81%10.37%6.96%5.15%3.49%3.36%4.43%3.05%4.16%4.00%4.10%1.52%

Drawdowns

SPKKY vs. IPH.AX - Drawdown Comparison

The maximum SPKKY drawdown since its inception was -60.74%, roughly equal to the maximum IPH.AX drawdown of -62.74%. Use the drawdown chart below to compare losses from any high point for SPKKY and IPH.AX.


Loading graphics...

Drawdown Indicators


SPKKYIPH.AXDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-61.24%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-39.07%

+22.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.74%

-61.24%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-60.74%

-61.24%

+0.50%

Current Drawdown

Current decline from peak

-53.23%

-59.55%

+6.32%

Average Drawdown

Average peak-to-trough decline

-12.69%

-27.13%

+14.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

25.49%

-17.28%

Volatility

SPKKY vs. IPH.AX - Volatility Comparison

The current volatility for Spark New Zealand Ltd ADR (SPKKY) is 6.16%, while IPH Limited (IPH.AX) has a volatility of 11.11%. This indicates that SPKKY experiences smaller price fluctuations and is considered to be less risky than IPH.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPKKYIPH.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

11.11%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

25.00%

-11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.57%

36.61%

-16.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

31.04%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

32.65%

-9.22%

Financials

SPKKY vs. IPH.AX - Financials Comparison

This section allows you to compare key financial metrics between Spark New Zealand Ltd ADR and IPH Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. SPKKY values in USD, IPH.AX values in AUD