TEVA vs. IVV
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 -4.12%/yr vs 15.53%/yr for IVV. At a 0.38 correlation, their price movements are largely independent.
Performance
TEVA vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, TEVA achieves a 10.32% return, which is significantly lower than IVV's 11.38% return. Over the past 10 years, TEVA has underperformed IVV with an annualized return of -4.12%, while IVV has yielded a comparatively higher 15.53% annualized return.
TEVA
- 1D
- 4.87%
- 1M
- -3.99%
- YTD
- 10.32%
- 6M
- 21.19%
- 1Y
- 96.52%
- 3Y*
- 68.40%
- 5Y*
- 27.05%
- 10Y*
- -4.12%
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%
TEVA vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | 10.32% | 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 | 11.38% | 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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
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 22, 2000 | 0.38 |
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Return for Risk
TEVA vs. IVV — Risk / Return Rank
TEVA
IVV
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.
| TEVA | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 3.24 | +1.22 |
| Martin ratioReturn relative to average drawdown | 12.15 | 15.05 | -2.89 |
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
| TEVA | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.44 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.83 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.86 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.14 |
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
| TEVA | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -49.11% | -0.29% | -48.82% |
Average DrawdownAverage peak-to-trough decline | -32.00% | -10.78% | -21.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.97% | 1.91% | +6.06% |
Volatility
TEVA vs. IVV - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 8.99% compared to iShares Core S&P 500 ETF (IVV) at 2.83%. 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
| TEVA | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 2.83% | +6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.65% | 8.90% | +14.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.94% | 11.80% | +27.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.95% | 16.88% | +26.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.32% | 18.05% | +29.27% |
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 1.06%.
| 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% |
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 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEVA has higher volatility (8.99%) compared to IVV (2.83%). In terms of maximum drawdown, TEVA dropped -90.89% vs IVV's -55.25%.
TEVA currently has the higher Sharpe Ratio (2.49 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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