TEN vs. IVV
TEN (Tsakos Energy Navigation Ltd) 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, TEN returned 6.15%/yr vs 15.53%/yr for IVV. At a 0.31 correlation, their price movements are largely independent.
Performance
TEN vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, TEN achieves a 65.45% return, which is significantly higher than IVV's 11.38% return. Over the past 10 years, TEN has underperformed IVV with an annualized return of 6.15%, while IVV has yielded a comparatively higher 15.53% annualized return.
TEN
- 1D
- -1.35%
- 1M
- -17.25%
- YTD
- 65.45%
- 6M
- 54.70%
- 1Y
- 115.63%
- 3Y*
- 37.10%
- 5Y*
- 38.91%
- 10Y*
- 6.15%
IVV
- 1D
- 0.47%
- 1M
- 4.66%
- YTD
- 11.38%
- 6M
- 11.30%
- 1Y
- 28.64%
- 3Y*
- 22.69%
- 5Y*
- 13.99%
- 10Y*
- 15.53%
TEN vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEN Tsakos Energy Navigation Ltd | 65.45% | 36.04% | -16.03% | 40.05% | 138.54% | -8.72% | -61.54% | 68.70% | -28.96% | -12.82% |
IVV iShares Core S&P 500 ETF | 11.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between TEN and IVV is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2002 | 0.31 |
Over the past year, the correlation between TEN and IVV has dropped to 0.04 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
TEN vs. IVV — Risk / Return Rank
TEN
IVV
TEN vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tsakos Energy Navigation Ltd (TEN) 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.
| TEN | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.42 | 3.24 | +3.19 |
| Martin ratioReturn relative to average drawdown | 22.12 | 15.05 | +7.07 |
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
| TEN | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.15 | 2.44 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.83 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.86 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.45 | -0.34 |
Drawdowns
TEN vs. IVV - Drawdown Comparison
The maximum TEN drawdown since its inception was -92.52%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TEN and IVV.
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Drawdown Indicators
| TEN | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.52% | -55.25% | -37.27% |
Max Drawdown (1Y)Largest decline over 1 year | -18.10% | -8.89% | -9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -52.64% | -18.75% | -33.89% |
Max Drawdown (5Y)Largest decline over 5 years | -52.64% | -24.53% | -28.11% |
Max Drawdown (10Y)Largest decline over 10 years | -72.36% | -33.90% | -38.46% |
Current DrawdownCurrent decline from peak | -51.22% | -0.29% | -50.93% |
Average DrawdownAverage peak-to-trough decline | -57.21% | -10.78% | -46.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 1.91% | +3.34% |
Volatility
TEN vs. IVV - Volatility Comparison
Tsakos Energy Navigation Ltd (TEN) has a higher volatility of 9.13% compared to iShares Core S&P 500 ETF (IVV) at 2.83%. This indicates that TEN'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
| TEN | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 2.83% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 27.03% | 8.90% | +18.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.95% | 11.80% | +25.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.99% | 16.88% | +30.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.49% | 18.05% | +31.44% |
Dividends
TEN vs. IVV - Dividend Comparison
TEN's dividend yield for the trailing twelve months is around 4.39%, 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% |
TEN Tsakos Energy Navigation Ltd | 4.39% | 4.91% | 8.65% | 5.85% | 1.48% | 1.38% | 6.23% | 2.29% | 5.64% | 5.12% | 6.18% | 3.03% |
Frequently Asked Questions
TEN and IVV have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEN has higher volatility (9.13%) compared to IVV (2.83%). In terms of maximum drawdown, TEN dropped -92.52% vs IVV's -55.25%.
TEN currently has the higher Sharpe Ratio (3.15 vs 2.44), 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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