VIVO vs. IJS
VIVO (VivoPower PLC) is a stock, while IJS (iShares S&P SmallCap 600 Value ETF) is Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index. Over the past 5 years, VIVO returned -41.43%/yr vs 8.40%/yr for IJS. At a 0.19 correlation, their price movements are largely independent.
Performance
VIVO vs. IJS - Performance Comparison
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Returns By Period
In the year-to-date period, VIVO achieves a 94.70% return, which is significantly higher than IJS's 20.49% return.
VIVO
- 1D
- -6.37%
- 1M
- -15.84%
- 6M
- 47.99%
- YTD
- 94.70%
- 1Y
- -16.00%
- 3Y*
- -10.42%
- 5Y*
- -41.43%
- 10Y*
- —
IJS
- 1D
- 0.61%
- 1M
- 1.45%
- 6M
- 13.49%
- YTD
- 20.49%
- 1Y
- 36.47%
- 3Y*
- 13.93%
- 5Y*
- 8.40%
- 10Y*
- 10.03%
VIVO vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIVO VivoPower PLC | 94.70% | 70.30% | -31.08% | -21.64% | -91.92% | -67.13% | 783.81% | 62.79% | -77.76% | -47.27% |
IJS iShares S&P SmallCap 600 Value ETF | 20.49% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
Correlation
The correlation between VIVO and IJS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2016 | 0.19 |
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Return for Risk
VIVO vs. IJS — Risk / Return Rank
VIVO
IJS
VIVO vs. IJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VivoPower PLC (VIVO) and iShares S&P SmallCap 600 Value ETF (IJS). 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.
| VIVO | IJS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.95 | -4.15 |
| Martin ratioReturn relative to average drawdown | -0.34 | 13.04 | -13.38 |
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Drawdowns
VIVO vs. IJS - Drawdown Comparison
The maximum VIVO drawdown since its inception was -99.64%, which is greater than IJS's maximum drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for VIVO and IJS.
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Drawdown Indicators
| VIVO | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.64% | -60.11% | -39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -82.39% | -9.28% | -73.11% |
Max Drawdown (3Y)Largest decline over 3 years | -90.47% | -28.65% | -61.82% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -28.65% | -70.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.68% | — |
Current DrawdownCurrent decline from peak | -97.53% | -0.51% | -97.02% |
Average DrawdownAverage peak-to-trough decline | -80.68% | -9.85% | -70.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.08% | 2.80% | +45.28% |
Volatility
VIVO vs. IJS - Volatility Comparison
VivoPower PLC (VIVO) has a higher volatility of 30.50% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 3.95%. This indicates that VIVO's price experiences larger fluctuations and is considered to be riskier than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIVO | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.50% | 3.95% | +26.55% |
Volatility (6M)Calculated over the trailing 6-month period | 101.95% | 11.63% | +90.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 143.74% | 18.04% | +125.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 208.58% | 21.84% | +186.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 193.06% | 23.53% | +169.53% |
Dividends
VIVO vs. IJS - Dividend Comparison
VIVO has not paid dividends to shareholders, while IJS's dividend yield for the trailing twelve months is around 1.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.32% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
VIVO VivoPower PLC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VIVO and IJS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIVO has higher volatility (30.50%) compared to IJS (3.95%). In terms of maximum drawdown, VIVO dropped -99.64% vs IJS's -60.11%.
IJS currently has the higher Sharpe Ratio (2.05 vs -0.12), 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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