PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AADR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AADR and VOO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AADR vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.59%
11.10%
AADR
VOO

Key characteristics

Sharpe Ratio

AADR:

1.57

VOO:

2.30

Sortino Ratio

AADR:

2.10

VOO:

3.05

Omega Ratio

AADR:

1.28

VOO:

1.43

Calmar Ratio

AADR:

1.51

VOO:

3.39

Martin Ratio

AADR:

8.71

VOO:

15.10

Ulcer Index

AADR:

3.20%

VOO:

1.90%

Daily Std Dev

AADR:

17.80%

VOO:

12.48%

Max Drawdown

AADR:

-45.01%

VOO:

-33.99%

Current Drawdown

AADR:

-2.31%

VOO:

-0.76%

Returns By Period

In the year-to-date period, AADR achieves a 26.75% return, which is significantly lower than VOO's 28.23% return. Over the past 10 years, AADR has underperformed VOO with an annualized return of 7.72%, while VOO has yielded a comparatively higher 13.23% annualized return.


AADR

YTD

26.75%

1M

4.03%

6M

13.60%

1Y

27.90%

5Y*

6.77%

10Y*

7.72%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

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


AADR vs. VOO - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.


AADR
AdvisorShares Dorsey Wright ADR ETF
Expense ratio chart for AADR: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AADR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) 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 AADR, currently valued at 1.57, compared to the broader market0.002.004.001.572.30
The chart of Sortino ratio for AADR, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.103.05
The chart of Omega ratio for AADR, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.43
The chart of Calmar ratio for AADR, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.513.39
The chart of Martin ratio for AADR, currently valued at 8.71, compared to the broader market0.0020.0040.0060.0080.00100.008.7115.10
AADR
VOO

The current AADR Sharpe Ratio is 1.57, which is lower than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of AADR 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
1.57
2.30
AADR
VOO

Dividends

AADR vs. VOO - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 1.54%, more than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
AADR
AdvisorShares Dorsey Wright ADR ETF
1.54%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%0.49%0.34%
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

AADR vs. VOO - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AADR and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.31%
-0.76%
AADR
VOO

Volatility

AADR vs. VOO - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 5.90% compared to Vanguard S&P 500 ETF (VOO) at 3.90%. This indicates that AADR'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
5.90%
3.90%
AADR
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab