STLA vs. IVV
STLA (Stellantis N.V.) 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 5 years, STLA returned -15.25%/yr vs 13.13%/yr for IVV. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
STLA vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, STLA achieves a -45.27% return, which is significantly lower than IVV's 8.20% return.
STLA
- 1D
- -6.58%
- 1M
- -21.68%
- YTD
- -45.27%
- 6M
- -45.92%
- 1Y
- -36.32%
- 3Y*
- -22.81%
- 5Y*
- -15.25%
- 10Y*
- —
IVV
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.20%
- 6M
- 7.25%
- 1Y
- 23.72%
- 3Y*
- 20.79%
- 5Y*
- 13.13%
- 10Y*
- 15.58%
STLA vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STLA Stellantis N.V. | -45.27% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
IVV iShares Core S&P 500 ETF | 8.20% | 17.85% | 24.93% | 26.31% | -18.16% | 27.18% |
Correlation
The correlation between STLA and IVV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.54 |
The correlation between STLA and IVV has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
STLA vs. IVV — Risk / Return Rank
STLA
IVV
STLA vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.
| STLA | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.35 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.68 | -3.40 |
| Martin ratioReturn relative to average drawdown | -1.45 | 11.98 | -13.43 |
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Drawdowns
STLA vs. IVV - Drawdown Comparison
The maximum STLA drawdown since its inception was -74.25%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for STLA and IVV.
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Drawdown Indicators
| STLA | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.25% | -55.25% | -19.00% |
Max Drawdown (1Y)Largest decline over 1 year | -50.83% | -8.89% | -41.94% |
Max Drawdown (3Y)Largest decline over 3 years | -74.25% | -18.75% | -55.50% |
Max Drawdown (5Y)Largest decline over 5 years | -74.25% | -24.53% | -49.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -74.25% | -3.14% | -71.11% |
Average DrawdownAverage peak-to-trough decline | -29.31% | -10.76% | -18.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.11% | 1.99% | +23.12% |
Volatility
STLA vs. IVV - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 15.12% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. This indicates that STLA'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
| STLA | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 4.88% | +10.24% |
Volatility (6M)Calculated over the trailing 6-month period | 41.10% | 9.85% | +31.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.35% | 12.48% | +39.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 16.98% | +25.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 18.07% | +23.48% |
Dividends
STLA vs. IVV - Dividend Comparison
STLA has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.11% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STLA and IVV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (15.12%) compared to IVV (4.88%). In terms of maximum drawdown, STLA dropped -74.25% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.91 vs -0.70), 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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