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TEVA vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TEVA vs. IVV

Last updated Jun 25, 2026

TEVA (Teva Pharmaceutical Industries Limited) 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, TEVA returned -3.31%/yr vs 15.57%/yr for IVV. At a 0.38 correlation, their price movements are largely independent.

Performance

TEVA vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teva Pharmaceutical Industries Limited (TEVA) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEVA achieves a 9.64% return, which is significantly higher than IVV's 8.13% return. Over the past 10 years, TEVA has underperformed IVV with an annualized return of -3.31%, while IVV has yielded a comparatively higher 15.57% annualized return.

TEVA

1D
3.04%
1M
0.44%
YTD
9.64%
6M
7.81%
1Y
100.23%
3Y*
64.98%
5Y*
26.99%
10Y*
-3.31%

IVV

1D
-0.07%
1M
-1.40%
YTD
8.13%
6M
6.81%
1Y
22.31%
3Y*
20.76%
5Y*
13.03%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEVA vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TEVA
Teva Pharmaceutical Industries Limited		9.64%41.61%111.11%14.47%13.86%-16.99%-1.53%-36.45%-18.63%-46.18%
IVV
iShares Core S&P 500 ETF		8.13%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between TEVA and IVV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.38

Compare stocks, funds, or ETFs

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Teva Pharmaceutical Industries Limited

iShares Core S&P 500 ETF

Often compared with TEVA:
TEVA vs. SPYTEVA vs. KVUETEVA vs. IHETEVA vs. INCRTEVA vs. AZN.LTEVA vs. WUXAYTEVA vs. XLV
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

TEVA vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TEVA
TEVA Risk / Return Rank: 9393
Overall Rank
TEVA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TEVA Sortino Ratio Rank: 9595
Sortino Ratio Rank
TEVA Omega Ratio Rank: 9393
Omega Ratio Rank
TEVA Calmar Ratio Rank: 9191
Calmar Ratio Rank
TEVA Martin Ratio Rank: 9292
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6060
Overall Rank
IVV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
IVV Omega Ratio Rank: 5959
Omega Ratio Rank
IVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVV Martin Ratio Rank: 6868
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.

TEVA vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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.

TEVAIVVDifference
Sharpe ratioReturn per unit of total volatility
2.58
1.81

+0.77

Sortino ratioReturn per unit of downside risk
3.79
2.46

+1.32

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratioReturn relative to maximum drawdown

4.62

2.52

+2.10

Martin ratioReturn relative to average drawdown

13.38

11.21

+2.18

TEVA vs. IVV - Sharpe Ratio Comparison

The current TEVA Sharpe Ratio is 2.58, which is higher than the IVV Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TEVA and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TEVA vs. IVV - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.89%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TEVA and IVV.

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Drawdown Indicators

TEVAIVVDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-55.25%

-35.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-8.89%

-12.90%

Max Drawdown (3Y)

Largest decline over 3 years

-43.70%

-18.75%

-24.95%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-24.53%

-19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-33.90%

-54.51%

Current Drawdown

Current decline from peak

-49.42%

-3.20%

-46.22%

Average Drawdown

Average peak-to-trough decline

-32.02%

-10.76%

-21.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

2.00%

+5.53%

Volatility

TEVA vs. IVV - Volatility Comparison

Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 12.15% compared to iShares Core S&P 500 ETF (IVV) at 4.86%. This indicates that TEVA'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

TEVAIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

4.86%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

24.64%

9.81%

+14.83%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

12.44%

+26.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.91%

16.98%

+25.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.41%

18.06%

+29.35%

Dividends

TEVA vs. IVV - Dividend Comparison

TEVA has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.11%.

PositionTTM20252024202320222021202020192018201720162015
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%
TEVA
Teva Pharmaceutical Industries Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.88%3.19%1.77%

Frequently Asked Questions

TEVA and IVV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEVA has higher volatility (12.15%) compared to IVV (4.86%). In terms of maximum drawdown, TEVA dropped -90.89% vs IVV's -55.25%.

TEVA currently has the higher Sharpe Ratio (2.58 vs 1.81), 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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