TEVA vs. XLV
Compare and contrast key facts about Teva Pharmaceutical Industries Limited (TEVA) and State Street Health Care Select Sector SPDR ETF (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector Index. It was launched on Dec 16, 1998.
Performance
TEVA vs. XLV - Performance Comparison
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TEVA vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | -3.62% | 41.61% | 111.11% | 14.47% | 13.86% | -16.99% | -1.53% | -36.45% | -18.63% | -46.18% |
XLV State Street Health Care Select Sector SPDR ETF | -4.77% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Returns By Period
In the year-to-date period, TEVA achieves a -3.62% return, which is significantly higher than XLV's -4.77% return. Over the past 10 years, TEVA has underperformed XLV with an annualized return of -5.34%, while XLV has yielded a comparatively higher 9.60% annualized return.
TEVA
- 1D
- -0.56%
- 1M
- -6.82%
- YTD
- -3.62%
- 6M
- 50.02%
- 1Y
- 96.73%
- 3Y*
- 48.85%
- 5Y*
- 21.25%
- 10Y*
- -5.34%
XLV
- 1D
- -0.62%
- 1M
- -5.95%
- YTD
- -4.77%
- 6M
- 3.39%
- 1Y
- 3.55%
- 3Y*
- 5.64%
- 5Y*
- 6.45%
- 10Y*
- 9.60%
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Return for Risk
TEVA vs. XLV — Risk / Return Rank
TEVA
XLV
TEVA vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and State Street Health Care Select Sector SPDR ETF (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.
| TEVA | XLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.20 | +2.10 |
Sortino ratioReturn per unit of downside risk | 3.09 | 0.40 | +2.68 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.05 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 0.39 | +4.04 |
Martin ratioReturn relative to average drawdown | 12.79 | 0.83 | +11.96 |
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 | XLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.20 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.58 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.46 | -0.15 |
Correlation
The correlation between TEVA and XLV is 0.37, 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.
Dividends
TEVA vs. XLV - Dividend Comparison
TEVA has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.71%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLV State Street Health Care Select Sector SPDR ETF | 1.71% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Drawdowns
TEVA vs. XLV - Drawdown Comparison
The maximum TEVA drawdown since its inception was -90.89%, 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.
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Drawdown Indicators
| TEVA | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.89% | -39.17% | -51.72% |
Max Drawdown (1Y)Largest decline over 1 year | -21.79% | -10.21% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -17.11% | -26.59% |
Max Drawdown (10Y)Largest decline over 10 years | -88.71% | -28.40% | -60.31% |
Current DrawdownCurrent decline from peak | -55.54% | -7.98% | -47.56% |
Average DrawdownAverage peak-to-trough decline | -31.91% | -7.12% | -24.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 5.13% | +2.43% |
Volatility
TEVA vs. XLV - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 11.58% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.77%. 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.
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Volatility by Period
| TEVA | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 4.77% | +6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 27.30% | 9.86% | +17.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.20% | 17.64% | +24.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.74% | 14.56% | +28.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.20% | 16.53% | +30.67% |