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TWTR vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TWTRIVV

Correlation

-0.50.00.51.00.4

The correlation between TWTR and IVV 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.

Performance

TWTR vs. IVV - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril0
24.71%
TWTR
IVV

Compare stocks, funds, or ETFs

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Twitter Inc

iShares Core S&P 500 ETF

Risk-Adjusted Performance

TWTR vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Twitter Inc (TWTR) 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.


TWTR
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for TWTR, currently valued at 0.00, compared to the broader market0.002.004.006.000.00
IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for IVV, currently valued at 2.71, compared to the broader market0.0010.0020.0030.002.71

TWTR vs. IVV - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio
TWTR
IVV

Dividends

TWTR vs. IVV - Dividend Comparison

TWTR has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.35%.


TTM20232022202120202019201820172016201520142013
TWTR
Twitter Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.35%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

Drawdowns

TWTR vs. IVV - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.83%
-2.85%
TWTR
IVV

Volatility

TWTR vs. IVV - Volatility Comparison

The current volatility for Twitter Inc (TWTR) is 0.00%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.60%. This indicates that TWTR experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril0
3.60%
TWTR
IVV