0005.HK vs. VOO
Compare and contrast key facts about HSBC Holdings PLC (0005.HK) 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: 0005.HK or VOO.
Key characteristics
0005.HK | VOO | |
---|---|---|
YTD Return | 16.39% | 24.24% |
1Y Return | 22.34% | 39.06% |
3Y Return (Ann) | 21.74% | 10.77% |
5Y Return (Ann) | 7.19% | 16.30% |
10Y Return (Ann) | 4.31% | 13.75% |
Sharpe Ratio | 1.07 | 3.06 |
Sortino Ratio | 1.48 | 4.07 |
Omega Ratio | 1.20 | 1.56 |
Calmar Ratio | 1.29 | 3.26 |
Martin Ratio | 4.77 | 20.25 |
Ulcer Index | 4.17% | 1.87% |
Daily Std Dev | 18.68% | 12.36% |
Max Drawdown | -76.72% | -33.99% |
Current Drawdown | -2.69% | 0.00% |
Correlation
The correlation between 0005.HK and VOO is 0.14, 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
0005.HK vs. VOO - Performance Comparison
In the year-to-date period, 0005.HK achieves a 16.39% return, which is significantly lower than VOO's 24.24% return. Over the past 10 years, 0005.HK has underperformed VOO with an annualized return of 4.31%, while VOO has yielded a comparatively higher 13.75% 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
0005.HK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings PLC (0005.HK) 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.
Dividends
0005.HK vs. VOO - Dividend Comparison
0005.HK's dividend yield for the trailing twelve months is around 6.99%, more than VOO's 1.26% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC Holdings PLC | 6.99% | 6.59% | 4.35% | 3.64% | 0.52% | 6.57% | 6.17% | 4.97% | 6.35% | 6.26% | 5.14% | 4.43% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
0005.HK vs. VOO - Drawdown Comparison
The maximum 0005.HK drawdown since its inception was -76.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 0005.HK and VOO. For additional features, visit the drawdowns tool.
Volatility
0005.HK vs. VOO - Volatility Comparison
HSBC Holdings PLC (0005.HK) has a higher volatility of 4.39% compared to Vanguard S&P 500 ETF (VOO) at 2.54%. This indicates that 0005.HK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.