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VRT vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VRT vs. IVV

Last updated Jun 9, 2026

VRT (Vertiv Holdings Co.) 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 5 years, VRT returned 62.98%/yr vs 13.50%/yr for IVV. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

VRT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertiv Holdings Co. (VRT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VRT achieves a 85.57% return, which is significantly higher than IVV's 8.72% return.

VRT

1D
0.02%
1M
-11.59%
YTD
85.57%
6M
61.97%
1Y
160.87%
3Y*
142.34%
5Y*
62.98%
10Y*
—

IVV

1D
0.24%
1M
0.23%
YTD
8.72%
6M
8.76%
1Y
24.89%
3Y*
21.44%
5Y*
13.50%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRT vs. IVV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VRT
Vertiv Holdings Co.		85.57%42.80%136.82%251.81%-45.25%33.80%69.36%12.55%-0.51%
IVV
iShares Core S&P 500 ETF		8.72%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-9.70%

Correlation

The correlation between VRT and IVV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2018

0.52

The correlation between VRT and IVV has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vertiv Holdings Co.

iShares Core S&P 500 ETF

Often compared with VRT:
VRT vs. GEVVRT vs. CLSVRT vs. ALABVRT vs. SPYVRT vs. VOOVRT vs. POWLVRT vs. APP
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

VRT vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VRT
VRT Risk / Return Rank: 9393
Overall Rank
VRT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9191
Sortino Ratio Rank
VRT Omega Ratio Rank: 9090
Omega Ratio Rank
VRT Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRT Martin Ratio Rank: 9595
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6969
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6868
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRT vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.

VRTIVVDifference
Sharpe ratioReturn per unit of total volatility
2.79
2.07

+0.72

Sortino ratioReturn per unit of downside risk
3.30
2.79

+0.51

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

6.53

2.81

+3.72

Martin ratioReturn relative to average drawdown

18.20

12.97

+5.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRT vs. IVV - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 2.79, which is higher than the IVV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VRT and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VRTIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

2.07

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.80

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.45

+0.56

Drawdowns

VRT vs. IVV - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VRT and IVV.

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Drawdown Indicators

VRTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-71.24%

-55.25%

-15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-24.78%

-8.89%

-15.89%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-18.75%

-42.53%

Max Drawdown (5Y)

Largest decline over 5 years

-71.24%

-24.53%

-46.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.90%

—

Current Drawdown

Current decline from peak

-20.11%

-2.67%

-17.44%

Average Drawdown

Average peak-to-trough decline

-16.22%

-10.77%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.89%

1.92%

+6.97%

Volatility

VRT vs. IVV - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 16.60% compared to iShares Core S&P 500 ETF (IVV) at 3.77%. This indicates that VRT'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

VRTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.60%

3.77%

+12.83%

Volatility (6M)

Calculated over the trailing 6-month period

45.55%

9.31%

+36.24%

Volatility (1Y)

Calculated over the trailing 1-year period

58.11%

12.08%

+46.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.81%

16.92%

+44.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.61%

18.07%

+36.54%

Dividends

VRT vs. IVV - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.07%, less than IVV's 1.09% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VRT
Vertiv Holdings Co.		0.07%0.11%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VRT and IVV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRT has higher volatility (16.60%) compared to IVV (3.77%). In terms of maximum drawdown, VRT dropped -71.24% vs IVV's -55.25%.

VRT currently has the higher Sharpe Ratio (2.79 vs 2.07), 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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