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^AORD vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AORD and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^AORD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in All Ordinaries (^AORD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^AORD:

0.47

VOO:

0.70

Sortino Ratio

^AORD:

0.75

VOO:

1.15

Omega Ratio

^AORD:

1.10

VOO:

1.17

Calmar Ratio

^AORD:

0.46

VOO:

0.76

Martin Ratio

^AORD:

1.69

VOO:

2.93

Ulcer Index

^AORD:

3.97%

VOO:

4.86%

Daily Std Dev

^AORD:

13.63%

VOO:

19.43%

Max Drawdown

^AORD:

-54.60%

VOO:

-33.99%

Current Drawdown

^AORD:

-3.32%

VOO:

-4.59%

Returns By Period

In the year-to-date period, ^AORD achieves a 1.33% return, which is significantly higher than VOO's -0.19% return. Over the past 10 years, ^AORD has underperformed VOO with an annualized return of 4.05%, while VOO has yielded a comparatively higher 12.67% annualized return.


^AORD

YTD

1.33%

1M

8.64%

6M

0.16%

1Y

6.35%

5Y*

9.10%

10Y*

4.05%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

^AORD vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^AORD
The Risk-Adjusted Performance Rank of ^AORD is 5151
Overall Rank
The Sharpe Ratio Rank of ^AORD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AORD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ^AORD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ^AORD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ^AORD is 5858
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^AORD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for All Ordinaries (^AORD) 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.


The current ^AORD Sharpe Ratio is 0.47, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ^AORD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

^AORD vs. VOO - Drawdown Comparison

The maximum ^AORD drawdown since its inception was -54.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AORD and VOO. For additional features, visit the drawdowns tool.


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Volatility

^AORD vs. VOO - Volatility Comparison

The current volatility for All Ordinaries (^AORD) is 5.01%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.36%. This indicates that ^AORD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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