TEVA vs. IVV
Compare and contrast key facts about Teva Pharmaceutical Industries Limited (TEVA) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEVA or IVV.
Key characteristics
| TEVA | IVV | |
|---|---|---|
| YTD Return | 70.98% | 19.28% |
| 1Y Return | 69.35% | 28.32% |
| 3Y Return (Ann) | 25.84% | 10.06% |
| 5Y Return (Ann) | 18.92% | 15.25% |
| 10Y Return (Ann) | -9.39% | 12.90% |
| Sharpe Ratio | 1.96 | 2.26 |
| Daily Std Dev | 34.91% | 12.60% |
| Max Drawdown | -93.11% | -55.25% |
| Current Drawdown | -73.35% | -0.31% |
Correlation
The correlation between TEVA and IVV is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEVA vs. IVV - Performance Comparison
In the year-to-date period, TEVA achieves a 70.98% return, which is significantly higher than IVV's 19.28% return. Over the past 10 years, TEVA has underperformed IVV with an annualized return of -9.39%, while IVV has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEVA vs. IVV - Risk-Adjusted Performance 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.
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 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.49% | 3.75% | 2.08% | 2.37% | 3.19% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
TEVA vs. IVV - Drawdown Comparison
The maximum TEVA drawdown since its inception was -93.11%, 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. For additional features, visit the drawdowns tool.
Volatility
TEVA vs. IVV - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 7.12% compared to iShares Core S&P 500 ETF (IVV) at 3.94%. 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.