Correlation
The correlation between ABBNY and VOO is 0.63, 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.
ABBNY vs. VOO
Compare and contrast key facts about ABB Ltd (ABBNY) 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: ABBNY or VOO.
Performance
ABBNY vs. VOO - Performance Comparison
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Key characteristics
ABBNY:
0.23
VOO:
0.74
ABBNY:
0.47
VOO:
1.04
ABBNY:
1.06
VOO:
1.15
ABBNY:
0.29
VOO:
0.68
ABBNY:
0.89
VOO:
2.58
ABBNY:
6.72%
VOO:
4.93%
ABBNY:
25.83%
VOO:
19.54%
ABBNY:
-93.98%
VOO:
-33.99%
ABBNY:
-3.23%
VOO:
-3.55%
Returns By Period
In the year-to-date period, ABBNY achieves a 6.69% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, ABBNY has outperformed VOO with an annualized return of 14.19%, while VOO has yielded a comparatively lower 12.81% annualized return.
ABBNY
6.69%
7.68%
1.22%
5.85%
27.25%
27.94%
14.19%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
ABBNY vs. VOO — Risk-Adjusted Performance Rank
ABBNY
VOO
ABBNY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.
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Dividends
ABBNY vs. VOO - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.75%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.75% | 1.85% | 2.07% | 2.79% | 2.31% | 2.79% | 3.34% | 4.38% | 2.84% | 3.65% | 4.40% | 3.73% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ABBNY vs. VOO - Drawdown Comparison
The maximum ABBNY 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 ABBNY and VOO.
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Volatility
ABBNY vs. VOO - Volatility Comparison
ABB Ltd (ABBNY) has a higher volatility of 5.58% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that ABBNY'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.
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