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1475.HK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


1475.HKVOO
YTD Return-16.16%6.62%
1Y Return-23.97%25.71%
3Y Return (Ann)-1.06%8.15%
5Y Return (Ann)5.13%13.32%
Sharpe Ratio-1.022.13
Daily Std Dev21.94%11.67%
Max Drawdown-48.15%-33.99%
Current Drawdown-40.68%-3.56%

Correlation

-0.50.00.51.00.1

The correlation between 1475.HK and VOO is 0.10, 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

1475.HK vs. VOO - Performance Comparison

In the year-to-date period, 1475.HK achieves a -16.16% return, which is significantly lower than VOO's 6.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%120.00%December2024FebruaryMarchAprilMay
76.44%
112.24%
1475.HK
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Nissin Foods

Vanguard S&P 500 ETF

Risk-Adjusted Performance

1475.HK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nissin Foods (1475.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.


1475.HK
Sharpe ratio
The chart of Sharpe ratio for 1475.HK, currently valued at -0.91, compared to the broader market-2.00-1.000.001.002.003.004.00-0.91
Sortino ratio
The chart of Sortino ratio for 1475.HK, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.006.00-1.18
Omega ratio
The chart of Omega ratio for 1475.HK, currently valued at 0.85, compared to the broader market0.501.001.500.85
Calmar ratio
The chart of Calmar ratio for 1475.HK, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42
Martin ratio
The chart of Martin ratio for 1475.HK, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.27
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.97, compared to the broader market0.002.004.006.001.97
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.43, compared to the broader market-10.000.0010.0020.0030.008.43

1475.HK vs. VOO - Sharpe Ratio Comparison

The current 1475.HK Sharpe Ratio is -1.02, which is lower than the VOO Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of 1475.HK and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.91
2.13
1475.HK
VOO

Dividends

1475.HK vs. VOO - Dividend Comparison

1475.HK's dividend yield for the trailing twelve months is around 2.89%, more than VOO's 1.38% yield.


TTM20232022202120202019201820172016201520142013
1475.HK
Nissin Foods
2.89%2.43%2.18%2.35%1.83%1.53%2.03%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

1475.HK vs. VOO - Drawdown Comparison

The maximum 1475.HK drawdown since its inception was -48.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 1475.HK and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-41.14%
-3.56%
1475.HK
VOO

Volatility

1475.HK vs. VOO - Volatility Comparison

Nissin Foods (1475.HK) has a higher volatility of 4.90% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that 1475.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%December2024FebruaryMarchAprilMay
4.90%
4.04%
1475.HK
VOO