WTS vs. IVV
Compare and contrast key facts about Watts Water Technologies, Inc. (WTS) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTS or IVV.
Performance
WTS vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, WTS achieves a -0.24% return, which is significantly lower than IVV's 26.15% return. Both investments have delivered pretty close results over the past 10 years, with WTS having a 13.80% annualized return and IVV not far behind at 13.16%.
WTS
-0.24%
1.43%
-2.93%
7.52%
17.72%
13.80%
IVV
26.15%
1.77%
13.61%
32.34%
15.68%
13.16%
Key characteristics
| WTS | IVV | |
|---|---|---|
| Sharpe Ratio | 0.31 | 2.70 |
| Sortino Ratio | 0.58 | 3.60 |
| Omega Ratio | 1.07 | 1.50 |
| Calmar Ratio | 0.39 | 3.90 |
| Martin Ratio | 0.89 | 17.56 |
| Ulcer Index | 8.38% | 1.87% |
| Daily Std Dev | 23.92% | 12.16% |
| Max Drawdown | -63.68% | -55.25% |
| Current Drawdown | -4.68% | -0.85% |
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Correlation
The correlation between WTS and IVV is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WTS vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Watts Water Technologies, Inc. (WTS) 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.
Dividends
WTS vs. IVV - Dividend Comparison
WTS's dividend yield for the trailing twelve months is around 0.76%, less than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTS Watts Water Technologies, Inc. | 0.76% | 0.66% | 0.79% | 0.52% | 0.76% | 0.90% | 1.27% | 0.99% | 1.09% | 1.33% | 0.91% | 0.81% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
WTS vs. IVV - Drawdown Comparison
The maximum WTS drawdown since its inception was -63.68%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WTS and IVV. For additional features, visit the drawdowns tool.
Volatility
WTS vs. IVV - Volatility Comparison
Watts Water Technologies, Inc. (WTS) has a higher volatility of 9.17% compared to iShares Core S&P 500 ETF (IVV) at 3.98%. This indicates that WTS'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.