IVV vs VOO comparison¶

IVV vs VOO performance comment¶

Market Performance Metrics Overview¶

Metric	Data1	Data2
High	491.10	449.19
Low	468.65	428.64
Close	487.61	445.99
Start Price	474.89	434.01
Gain %	2.68%	2.76%
Annualized Gain %	40.74%	41.98%
Annualized Volatility %	9.87%	10.01%
Max Drawdown %	-1.12%	-1.06%
Sharpe Ratio	4.55	4.62

The high and low metrics show the range of prices, while the close represents the ending price of the period. Start Price and Gain % show the increase in value over the 60-day period. The Annualized Gain % calculates the average annual return, while Annualized Volatility % measures the market's risk. The Max Drawdown % displays the maximum observed loss from a peak to a trough, and the Sharpe Ratio evaluates the return of an investment relative to its risk.

Insights and Commentary¶

The data for both markets (IVV and VOOR) shows strong overall performance, with annualized gain % exceeding 40% in both cases. The volatility % for both markets is also relatively low, indicating a favorable risk-return tradeoff. This is further supported by the high Sharpe Ratios, which reflect the strong risk-adjusted performance.

While the drawdowns % are negative, indicating losses, the magnitudes of these losses are relatively small, further highlighting the resilience of the markets during this period.

Both markets experienced similar performance in terms of price movements, with the closing prices for Data1 and Data2 being close to each other. The highs for both markets are also comparable, with Data1 slightly edging out Data2 in this regard. The lows for Data1 and Data2 also exhibit a similar pattern.

Overall, the data suggests that both markets were successful during the specified period, with strong gains, low volatility, and limited drawdowns. It would be of interest to compare these markets with others over longer time frames to gain a better understanding of their performance in different market conditions.

IVV YTD Return (Daily)¶

Comment on YTD Total Returns Results of IVV¶

Historical Performance Analysis¶

The annualized gain of IVV from 2000 to 2023 was 8.90%, with an annualized volatility of 19.33%. The largest drawdown during this period was -55.25%. The average Sharpe ratio for all years (excluding the last) was 0.46. These metrics suggest a moderate level of historical market risk with significant volatility and drawdowns.

Year-to-Date Performance¶

In the current year, IVV has shown a YTD gain of 2.68%, with an annualized gain of 40.74% and an annualized volatility of 9.87%. The max drawdown for this year has been -1.12%, indicating relatively low risk compared to historical data. The Sharpe ratio for this year stands at 4.55, symbolizing a high risk-adjusted return.

Recent Market Activity¶

The last 5 days gain was 2.39%, and the current last close was 487.61. The MA 200, MA 50, and MA 5 were at 439.59, 466.94, and 484.79, respectively. The current average annualized volatility sits at 9.08%, slightly lower than the average from a month ago at 9.48%.

Current Market Condition¶

The current price (487.61) is higher than the MA 200 (439.59) and the MA 50 (466.94), indicating a short-term uptrend in the market. The price is also above the MA 5 (484.79), indicating a continuous positive momentum. In conclusion, based on the recent market condition, the IVV has shown positive growth and momentum. However, with a higher-than-average annualized volatility, investors should remain cautious and continue to monitor the market for potential fluctuations.

IVV Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$6.9	1.44%
2022	$6.39	1.6%
2021	$5.73	1.21%
2020	$5.91	1.61%
2019	$6.43	2.01%

IVV Montly Dividends¶

Year	Mar	Jun	Sep	Oct	Dec
2023	$1.65	$1.34	$1.99	0.0	$1.93
2022	$1.48	$1.28	$1.91	0.0	$1.72
2021	$1.31	$1.22	$1.69	0.0	$1.5
2020	$1.53	$1.26	$1.51	0.0	$1.61
2019	$1.13	$1.78	$1.48	0.0	$2.04
2018	$1.23	$1.28	$1.28	0.0	$1.76
2017	$1.03	$1.12	$1.28	0.0	$1.27
2016	$1.12	$1.0	$1.1	0.0	$1.3
2015	$1.0	$1.18	$1.08	0.0	$1.38
2014	$0.83	$0.92	$0.93	0.0	$1.1
2013	$0.74	$0.81	$0.83	0.0	$0.96
2012	$0.63	$0.64	$0.8	0.0	$0.93
2011	$0.6	$0.61	$0.63	0.0	$0.77
2010	$0.5	$0.5	$0.63	0.0	$0.62
2009	$0.56	$0.48	$0.52	0.0	$0.6
2008	$0.69	$0.63	$0.68	0.0	$0.66
2007	$0.64	$0.67	$0.69	0.0	$0.8
2006	$0.52	$0.53	$0.62	0.0	$0.71
2005	$0.74	$0.39	$0.5	0.0	$0.51
2004	$0.39	$0.4	$0.46	0.0	$0.84
2003	$0.34	$0.37	$0.42	0.0	$0.51
2002	$0.29	$0.37	$0.39	0.0	$0.42
2001	$0.24	$0.35	0.0	$0.39	$0.34
2000	0.0	$0.12	$0.28	0.0	$0.44

Published: 2024-01-25

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