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ABT vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABT vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ABT achieves a -28.56% return, which is significantly lower than VOO's 9.00% return. Over the past 10 years, ABT has underperformed VOO with an annualized return of 11.06%, while VOO has yielded a comparatively higher 15.51% annualized return.


ABT

1D
-2.34%
1M
0.67%
YTD
-28.56%
6M
-29.36%
1Y
-31.73%
3Y*
-3.99%
5Y*
-2.50%
10Y*
11.06%

VOO

1D
-1.21%
1M
0.37%
YTD
9.00%
6M
11.04%
1Y
25.53%
3Y*
20.52%
5Y*
13.84%
10Y*
15.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABT vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABT
Abbott Laboratories
-28.56%12.87%4.81%2.26%-20.68%30.53%28.04%22.08%29.06%52.03%
VOO
Vanguard S&P 500 ETF
9.00%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between ABT and VOO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.53

Over the past year, the correlation between ABT and VOO has dropped to 0.14 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

ABT vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABT
ABT Risk / Return Rank: 44
Overall Rank
ABT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 44
Sortino Ratio Rank
ABT Omega Ratio Rank: 44
Omega Ratio Rank
ABT Calmar Ratio Rank: 1010
Calmar Ratio Rank
ABT Martin Ratio Rank: 22
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6666
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6161
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABT vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABTVOODifference
Sharpe ratioReturn per unit of total volatility

-3.37

Sortino ratioReturn per unit of downside risk

-4.56

Omega ratioGain probability vs. loss probability

0.77

1.38

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.82

2.88

-3.70

Martin ratioReturn relative to average drawdown

-1.75

12.99

-14.74

ABT vs. VOO - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -1.29, which is lower than the VOO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ABT and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABT vs. VOO - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ABT and VOO.


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Drawdown Indicators


ABTVOODifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-33.99%

-11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-38.99%

-8.90%

-30.09%

Max Drawdown (3Y)

Largest decline over 3 years

-39.64%

-18.69%

-20.95%

Max Drawdown (5Y)

Largest decline over 5 years

-39.64%

-24.52%

-15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.64%

-33.99%

-5.65%

Current Drawdown

Current decline from peak

-35.30%

-2.41%

-32.89%

Average Drawdown

Average peak-to-trough decline

-10.85%

-3.68%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.13%

1.97%

+16.16%

Volatility

ABT vs. VOO - Volatility Comparison

Abbott Laboratories (ABT) has a higher volatility of 7.30% compared to Vanguard S&P 500 ETF (VOO) at 4.65%. This indicates that ABT'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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Volatility by Period


ABTVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

4.65%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

19.46%

9.76%

+9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

12.37%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

16.91%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

18.05%

+5.65%

Dividends

ABT vs. VOO - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.76%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
ABT
Abbott Laboratories
2.76%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


ABT and VOO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABT has higher volatility (7.30%) compared to VOO (4.65%). In terms of maximum drawdown, ABT dropped -45.66% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.08 vs -1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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