SRE vs. IVV
SRE (Sempra Energy) 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, SRE returned 8.43%/yr vs 15.54%/yr for IVV. At a 0.44 correlation, their price movements are largely independent.
Performance
SRE vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, SRE achieves a 2.11% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, SRE has underperformed IVV with an annualized return of 8.43%, while IVV has yielded a comparatively higher 15.54% annualized return.
SRE
- 1D
- -0.02%
- 1M
- -5.14%
- YTD
- 2.11%
- 6M
- 0.09%
- 1Y
- 18.60%
- 3Y*
- 10.85%
- 5Y*
- 8.97%
- 10Y*
- 8.43%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
SRE vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 2.11% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between SRE and IVV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.44 |
Over the past year, the correlation between SRE and IVV has dropped to 0.17 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
SRE vs. IVV — Risk / Return Rank
SRE
IVV
SRE vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) 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.
| SRE | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.17 | -1.69 |
| Martin ratioReturn relative to average drawdown | 4.37 | 14.71 | -10.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRE | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.39 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.83 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.86 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Drawdowns
SRE vs. IVV - Drawdown Comparison
The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SRE and IVV.
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Drawdown Indicators
| SRE | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -55.25% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -8.89% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -18.75% | -12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -24.53% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -45.00% | -33.90% | -11.10% |
Current DrawdownCurrent decline from peak | -10.25% | -0.76% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -10.78% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 1.91% | +2.43% |
Volatility
SRE vs. IVV - Volatility Comparison
Sempra Energy (SRE) has a higher volatility of 6.46% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that SRE'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
| SRE | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 2.87% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 8.90% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 11.80% | +8.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 16.88% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.87% | 18.05% | +6.82% |
Dividends
SRE vs. IVV - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 2.90%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
SRE Sempra Energy | 2.90% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
Frequently Asked Questions
SRE and IVV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRE has higher volatility (6.46%) compared to IVV (2.87%). In terms of maximum drawdown, SRE dropped -45.00% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs 0.94), 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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