^AEX vs. VOO
Compare and contrast key facts about AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or VOO.
Key characteristics
| ^AEX | VOO | |
|---|---|---|
| YTD Return | 14.20% | 14.04% |
| 1Y Return | 15.88% | 19.93% |
| 3Y Return (Ann) | 6.34% | 8.55% |
| 5Y Return (Ann) | 9.01% | 14.14% |
| 10Y Return (Ann) | 8.18% | 12.62% |
| Sharpe Ratio | 1.26 | 1.73 |
| Daily Std Dev | 10.84% | 11.54% |
| Max Drawdown | -71.60% | -33.99% |
| Current Drawdown | -4.90% | -4.67% |
Correlation
The correlation between ^AEX and VOO is 0.57, 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.
Performance
^AEX vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^AEX having a 14.20% return and VOO slightly lower at 14.04%. Over the past 10 years, ^AEX has underperformed VOO with an annualized return of 8.18%, while VOO has yielded a comparatively higher 12.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO). 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.
Drawdowns
^AEX vs. VOO - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AEX and VOO. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. VOO - Volatility Comparison
AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.74% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.