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ACKAY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACKAY and VOO is 0.10, 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

ACKAY vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ACKAY:

-0.68

VOO:

0.52

Sortino Ratio

ACKAY:

-0.74

VOO:

0.89

Omega Ratio

ACKAY:

0.72

VOO:

1.13

Calmar Ratio

ACKAY:

-0.47

VOO:

0.57

Martin Ratio

ACKAY:

-0.92

VOO:

2.18

Ulcer Index

ACKAY:

28.35%

VOO:

4.85%

Daily Std Dev

ACKAY:

38.60%

VOO:

19.11%

Max Drawdown

ACKAY:

-75.10%

VOO:

-33.99%

Current Drawdown

ACKAY:

-51.57%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ACKAY achieves a -17.22% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, ACKAY has underperformed VOO with an annualized return of -2.20%, while VOO has yielded a comparatively higher 12.42% annualized return.


ACKAY

YTD

-17.22%

1M

-3.08%

6M

-2.81%

1Y

-26.13%

5Y*

15.04%

10Y*

-2.20%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

ACKAY vs. VOO — Risk-Adjusted Performance Rank

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

ACKAY
The Risk-Adjusted Performance Rank of ACKAY is 1717
Overall Rank
The Sharpe Ratio Rank of ACKAY is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ACKAY is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ACKAY is 33
Omega Ratio Rank
The Calmar Ratio Rank of ACKAY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ACKAY is 3030
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACKAY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcelik AS ADR (ACKAY) 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.


The current ACKAY Sharpe Ratio is -0.68, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ACKAY 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.


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Dividends

ACKAY vs. VOO - Dividend Comparison

ACKAY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
ACKAY
Arcelik AS ADR
0.00%0.00%4.06%2.51%8.34%2.77%0.00%5.73%3.06%2.27%4.22%2.64%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ACKAY vs. VOO - Drawdown Comparison

The maximum ACKAY drawdown since its inception was -75.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACKAY and VOO. For additional features, visit the drawdowns tool.


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Volatility

ACKAY vs. VOO - Volatility Comparison


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