ACGBY vs. VOO
Compare and contrast key facts about Agricultural Bank of China PK (ACGBY) 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.
Performance
ACGBY vs. VOO - Performance Comparison
Loading graphics...
ACGBY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGBY Agricultural Bank of China PK | -3.71% | 43.43% | 65.14% | 24.56% | 8.26% | 0.75% | -13.39% | 6.94% | -3.48% | 28.00% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
The year-to-date returns for both investments are quite close, with ACGBY having a -3.71% return and VOO slightly higher at -3.66%. Over the past 10 years, ACGBY has outperformed VOO with an annualized return of 16.35%, while VOO has yielded a comparatively lower 14.14% annualized return.
ACGBY
- 1D
- -0.67%
- 1M
- 8.22%
- YTD
- -3.71%
- 6M
- 7.91%
- 1Y
- 24.73%
- 3Y*
- 37.57%
- 5Y*
- 22.85%
- 10Y*
- 16.35%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACGBY vs. VOO — Risk / Return Rank
ACGBY
VOO
ACGBY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agricultural Bank of China PK (ACGBY) 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.
| ACGBY | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.01 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.53 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.55 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.82 | 7.31 | -4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ACGBY | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.01 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.71 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.79 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.83 | -0.50 |
Correlation
The correlation between ACGBY and VOO is 0.33, 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.
Dividends
ACGBY vs. VOO - Dividend Comparison
ACGBY's dividend yield for the trailing twelve months is around 4.84%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGBY Agricultural Bank of China PK | 4.84% | 6.83% | 10.53% | 8.42% | 9.62% | 6.83% | 5.86% | 4.84% | 5.45% | 10.15% | 11.73% | 6.06% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ACGBY vs. VOO - Drawdown Comparison
The maximum ACGBY drawdown since its inception was -52.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACGBY and VOO.
Loading graphics...
Drawdown Indicators
| ACGBY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -33.99% | -18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -18.52% | -11.98% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -24.52% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -33.99% | -9.70% |
Current DrawdownCurrent decline from peak | -10.90% | -5.55% | -5.35% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -3.72% | -16.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.37% | 2.55% | +5.82% |
Volatility
ACGBY vs. VOO - Volatility Comparison
Agricultural Bank of China PK (ACGBY) has a higher volatility of 7.87% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that ACGBY'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.
Loading graphics...
Volatility by Period
| ACGBY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 5.34% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.86% | 9.47% | +7.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.15% | 18.11% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.78% | 16.82% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 17.99% | +5.85% |