2FE.DE vs. VOO
Compare and contrast key facts about Ferrari NV (2FE.DE) 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: 2FE.DE or VOO.
Key characteristics
2FE.DE | VOO | |
---|---|---|
YTD Return | 38.00% | 27.15% |
1Y Return | 34.12% | 39.90% |
3Y Return (Ann) | 24.21% | 10.28% |
5Y Return (Ann) | 23.49% | 16.00% |
Sharpe Ratio | 1.31 | 3.15 |
Sortino Ratio | 1.95 | 4.19 |
Omega Ratio | 1.25 | 1.59 |
Calmar Ratio | 2.66 | 4.60 |
Martin Ratio | 6.23 | 21.00 |
Ulcer Index | 4.94% | 1.85% |
Daily Std Dev | 23.36% | 12.34% |
Max Drawdown | -45.91% | -33.99% |
Current Drawdown | -6.85% | 0.00% |
Correlation
The correlation between 2FE.DE and VOO is 0.39, 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
2FE.DE vs. VOO - Performance Comparison
In the year-to-date period, 2FE.DE achieves a 38.00% return, which is significantly higher than VOO's 27.15% 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
2FE.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) 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
2FE.DE vs. VOO - Dividend Comparison
2FE.DE's dividend yield for the trailing twelve months is around 0.58%, less than VOO's 1.23% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Ferrari NV | 0.58% | 0.59% | 0.67% | 0.38% | 0.59% | 0.69% | 0.82% | 0.72% | 0.82% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
2FE.DE vs. VOO - Drawdown Comparison
The maximum 2FE.DE drawdown since its inception was -45.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
2FE.DE vs. VOO - Volatility Comparison
Ferrari NV (2FE.DE) has a higher volatility of 9.17% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that 2FE.DE'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.