AAL.L vs. VOO
Compare and contrast key facts about Anglo American plc (AAL.L) 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: AAL.L or VOO.
Key characteristics
| AAL.L | VOO | |
|---|---|---|
| YTD Return | 19.94% | 24.24% |
| 1Y Return | 14.68% | 39.06% |
| 3Y Return (Ann) | -4.97% | 10.77% |
| 5Y Return (Ann) | 3.75% | 16.30% |
| 10Y Return (Ann) | 6.18% | 13.75% |
| Sharpe Ratio | 0.38 | 3.06 |
| Sortino Ratio | 0.83 | 4.07 |
| Omega Ratio | 1.12 | 1.56 |
| Calmar Ratio | 0.27 | 3.26 |
| Martin Ratio | 0.99 | 20.25 |
| Ulcer Index | 16.43% | 1.87% |
| Daily Std Dev | 43.23% | 12.36% |
| Max Drawdown | -93.98% | -33.99% |
| Current Drawdown | -43.27% | 0.00% |
Correlation
The correlation between AAL.L and VOO is 0.38, 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
AAL.L vs. VOO - Performance Comparison
In the year-to-date period, AAL.L achieves a 19.94% return, which is significantly lower than VOO's 24.24% return. Over the past 10 years, AAL.L has underperformed VOO with an annualized return of 6.18%, 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
AAL.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo American plc (AAL.L) 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
AAL.L vs. VOO - Dividend Comparison
AAL.L's dividend yield for the trailing twelve months is around 2.74%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAL.L Anglo American plc | 2.74% | 5.30% | 7.13% | 7.81% | 2.40% | 4.14% | 4.43% | 2.40% | 0.00% | 12.65% | 2.55% | 2.76% |
VOO 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
AAL.L vs. VOO - Drawdown Comparison
The maximum AAL.L drawdown since its inception was -93.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AAL.L and VOO. For additional features, visit the drawdowns tool.
Volatility
AAL.L vs. VOO - Volatility Comparison
Anglo American plc (AAL.L) has a higher volatility of 13.69% compared to Vanguard S&P 500 ETF (VOO) at 2.52%. This indicates that AAL.L'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.