TRI vs. IVV
TRI (Thomson Reuters Corp) 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, TRI returned 11.46%/yr vs 15.11%/yr for IVV. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
TRI vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, TRI achieves a -24.48% return, which is significantly lower than IVV's 10.13% return. Over the past 10 years, TRI has underperformed IVV with an annualized return of 11.46%, while IVV has yielded a comparatively higher 15.11% annualized return.
TRI
- 1D
- -0.71%
- 1M
- 10.00%
- 6M
- -9.97%
- YTD
- -24.48%
- 1Y
- -50.08%
- 3Y*
- -8.61%
- 5Y*
- 0.12%
- 10Y*
- 11.46%
- ALL TIME*
- 7.84%
IVV
- 1D
- 0.69%
- 1M
- 0.25%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.55%
- 3Y*
- 19.40%
- 5Y*
- 12.82%
- 10Y*
- 15.11%
- ALL TIME*
- 8.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.36B | $3.31B | $5.91B | |
| $223.40M | $210.33M | $189.87M |
TRI vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | -24.48% | -16.57% | 11.14% | 30.31% | -3.01% | 49.18% | 16.71% | 51.59% | 14.56% | 2.68% |
IVV iShares Core S&P 500 ETF | 10.13% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between TRI and IVV is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2002 | 0.50 |
Over the past year, the correlation between TRI and IVV has dropped to 0.02 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
TRI vs. IVV — Risk / Return Rank
TRI
IVV
TRI vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) 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.
| TRI | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.83 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.27 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.21 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.15 | 9.43 | -10.58 |
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Drawdowns
TRI vs. IVV - Drawdown Comparison
The maximum TRI drawdown since its inception was -63.45%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TRI and IVV.
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Drawdown Indicators
| TRI | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -55.25% | -8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -61.58% | -8.89% | -52.69% |
Max Drawdown (3Y)Largest decline over 3 years | -63.45% | -18.75% | -44.70% |
Max Drawdown (5Y)Largest decline over 5 years | -63.45% | -24.53% | -38.92% |
Max Drawdown (10Y)Largest decline over 10 years | -63.45% | -33.90% | -29.55% |
Current DrawdownCurrent decline from peak | -53.14% | -1.41% | -51.73% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -10.72% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.50% | 2.09% | +41.41% |
Volatility
TRI vs. IVV - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 18.59% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. This indicates that TRI'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
| TRI | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.59% | 3.52% | +15.07% |
Volatility (6M)Calculated over the trailing 6-month period | 42.02% | 10.18% | +31.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.60% | 12.89% | +33.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.50% | 17.01% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 18.06% | +6.32% |
Dividends
TRI vs. IVV - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 4.04%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
TRI Thomson Reuters Corp | 4.04% | 1.80% | 1.35% | 4.68% | 1.56% | 1.76% | 1.86% | 2.01% | 2.87% | 3.17% | 3.11% | 3.54% |
Frequently Asked Questions
TRI and IVV have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRI has higher volatility (18.59%) compared to IVV (3.52%). In terms of maximum drawdown, TRI dropped -63.45% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.53 vs -1.08), 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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