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0303.HK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0303.HK and VOO is 0.07, 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.


-0.50.00.51.00.1

Performance

0303.HK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTech Holdings Ltd (0303.HK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
83.03%
620.70%
0303.HK
VOO

Key characteristics

Sharpe Ratio

0303.HK:

1.21

VOO:

2.92

Sortino Ratio

0303.HK:

2.00

VOO:

3.86

Omega Ratio

0303.HK:

1.23

VOO:

1.54

Calmar Ratio

0303.HK:

0.68

VOO:

4.22

Martin Ratio

0303.HK:

5.25

VOO:

19.12

Ulcer Index

0303.HK:

5.25%

VOO:

1.86%

Daily Std Dev

0303.HK:

22.89%

VOO:

12.18%

Max Drawdown

0303.HK:

-94.52%

VOO:

-33.99%

Current Drawdown

0303.HK:

-20.24%

VOO:

0.00%

Returns By Period

In the year-to-date period, 0303.HK achieves a 22.35% return, which is significantly lower than VOO's 29.20% return. Over the past 10 years, 0303.HK has underperformed VOO with an annualized return of 0.80%, while VOO has yielded a comparatively higher 13.49% annualized return.


0303.HK

YTD

22.35%

1M

-5.29%

6M

4.32%

1Y

30.37%

5Y (annualized)

2.13%

10Y (annualized)

0.80%

VOO

YTD

29.20%

1M

2.86%

6M

14.62%

1Y

34.56%

5Y (annualized)

15.93%

10Y (annualized)

13.49%

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Risk-Adjusted Performance

0303.HK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VTech Holdings Ltd (0303.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.


Sharpe ratio
The chart of Sharpe ratio for 0303.HK, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.452.55
The chart of Sortino ratio for 0303.HK, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.333.41
The chart of Omega ratio for 0303.HK, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.48
The chart of Calmar ratio for 0303.HK, currently valued at 0.80, compared to the broader market0.002.004.006.000.803.65
The chart of Martin ratio for 0303.HK, currently valued at 6.20, compared to the broader market0.0010.0020.0030.006.2016.56
0303.HK
VOO

The current 0303.HK Sharpe Ratio is 1.21, which is lower than the VOO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of 0303.HK 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.45
2.55
0303.HK
VOO

Dividends

0303.HK vs. VOO - Dividend Comparison

0303.HK's dividend yield for the trailing twelve months is around 9.67%, more than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
0303.HK
VTech Holdings Ltd
9.67%9.78%10.59%11.59%6.83%6.80%9.68%5.34%3.14%7.52%5.65%6.16%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

0303.HK vs. VOO - Drawdown Comparison

The maximum 0303.HK drawdown since its inception was -94.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 0303.HK and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.99%
0
0303.HK
VOO

Volatility

0303.HK vs. VOO - Volatility Comparison

VTech Holdings Ltd (0303.HK) has a higher volatility of 5.13% compared to Vanguard S&P 500 ETF (VOO) at 2.10%. This indicates that 0303.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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
2.10%
0303.HK
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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