TEVA vs. XLV

In the year-to-date period, TEVA achieves a -23.19% return, which is significantly lower than XLV's -3.18% return. Over the past 10 years, TEVA has underperformed XLV with an annualized return of -11.39%, while XLV has yielded a comparatively higher 7.92% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and Health Care Select Sector SPDR Fund (XLV). 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.

The current TEVA Sharpe Ratio is 0.12, which is higher than the XLV Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of TEVA and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TEVA has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.76%.

The maximum TEVA drawdown since its inception was -90.80%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for TEVA and XLV. For additional features, visit the drawdowns tool.

Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 18.25% compared to Health Care Select Sector SPDR Fund (XLV) at 6.78%. This indicates that TEVA's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.