VLTO vs. IVV

In the year-to-date period, VLTO achieves a -0.69% return, which is significantly lower than IVV's 0.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Veralto Corporation (VLTO) 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.

The current VLTO Sharpe Ratio is 0.10, which is lower than the IVV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VLTO and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLTO's dividend yield for the trailing twelve months is around 0.40%, less than IVV's 1.31% yield.

The maximum VLTO drawdown since its inception was -24.73%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VLTO and IVV.

Veralto Corporation (VLTO) has a higher volatility of 5.16% compared to iShares Core S&P 500 ETF (IVV) at 4.82%. This indicates that VLTO'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.