STT vs. IVZ
STT (State Street Corporation) and IVZ (Invesco Ltd.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, STT returned 14.40%/yr vs 5.38%/yr for IVZ. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
STT vs. IVZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STT achieves a 31.66% return, which is significantly higher than IVZ's 11.84% return. Over the past 10 years, STT has outperformed IVZ with an annualized return of 14.40%, while IVZ has yielded a comparatively lower 5.38% annualized return.
STT
- 1D
- 1.69%
- 1M
- 10.59%
- YTD
- 31.66%
- 6M
- 33.04%
- 1Y
- 76.56%
- 3Y*
- 35.68%
- 5Y*
- 18.62%
- 10Y*
- 14.40%
IVZ
- 1D
- 2.23%
- 1M
- 3.76%
- YTD
- 11.84%
- 6M
- 11.89%
- 1Y
- 100.22%
- 3Y*
- 26.94%
- 5Y*
- 4.41%
- 10Y*
- 5.38%
STT vs. IVZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 31.66% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
IVZ Invesco Ltd. | 11.84% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
Correlation
The correlation between STT and IVZ is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 1995 | 0.53 |
The correlation between STT and IVZ shifts across timeframes, from 0.53 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$10.18
IVZ:
-$0.62
STT:
2.14
IVZ:
2.06
STT:
$22.63B
IVZ:
$6.38B
STT:
$13.89B
IVZ:
$2.75B
STT:
$4.29B
IVZ:
$1.38B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STT vs. IVZ — Risk / Return Rank
STT
IVZ
STT vs. IVZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) and Invesco Ltd. (IVZ). 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.
| STT | IVZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.47 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 6.53 | 4.57 | +1.95 |
| Martin ratioReturn relative to average drawdown | 19.93 | 12.34 | +7.59 |
Loading charts...
Drawdowns
STT vs. IVZ - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, roughly equal to the maximum IVZ drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for STT and IVZ.
Loading charts...
Drawdown Indicators
| STT | IVZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -83.91% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -22.03% | +10.24% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -36.52% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -52.92% | +11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -79.72% | +20.13% |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -20.47% | -35.98% | +15.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 8.15% | -4.29% |
Volatility
STT vs. IVZ - Volatility Comparison
The current volatility for State Street Corporation (STT) is 6.64%, while Invesco Ltd. (IVZ) has a volatility of 9.80%. This indicates that STT experiences smaller price fluctuations and is considered to be less risky than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STT | IVZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 9.80% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.46% | 25.28% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.95% | 35.17% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.44% | 36.60% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.92% | 39.41% | -6.49% |
Dividends
STT vs. IVZ - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.96%, less than IVZ's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 2.92% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
STT State Street Corporation | 1.96% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. IVZ - Financials Comparison
This section allows you to compare key financial metrics between State Street Corporation and Invesco Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
STT vs. IVZ - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
IVZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.
IVZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
IVZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.
Frequently Asked Questions
STT and IVZ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.80%) compared to STT (6.64%). In terms of maximum drawdown, STT dropped -82.26% vs IVZ's -83.91%.
STT currently has the higher Sharpe Ratio (3.08 vs 2.87), 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.
Find the right allocation for STT and IVZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer