ACNB vs. VOO
Compare and contrast key facts about ACNB Corporation (ACNB) 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: ACNB or VOO.
Key characteristics
ACNB | VOO | |
---|---|---|
YTD Return | -0.03% | 23.23% |
1Y Return | 34.20% | 34.93% |
3Y Return (Ann) | 20.19% | 10.88% |
5Y Return (Ann) | 8.82% | 16.05% |
10Y Return (Ann) | 12.21% | 14.00% |
Sharpe Ratio | 0.80 | 2.91 |
Sortino Ratio | 1.34 | 3.88 |
Omega Ratio | 1.17 | 1.53 |
Calmar Ratio | 1.05 | 3.13 |
Martin Ratio | 1.83 | 18.19 |
Ulcer Index | 19.91% | 2.00% |
Daily Std Dev | 45.56% | 12.48% |
Max Drawdown | -62.74% | -33.99% |
Current Drawdown | -5.97% | -0.76% |
Correlation
The correlation between ACNB and VOO is 0.24, 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
ACNB vs. VOO - Performance Comparison
In the year-to-date period, ACNB achieves a -0.03% return, which is significantly lower than VOO's 23.23% return. Over the past 10 years, ACNB has underperformed VOO with an annualized return of 12.21%, while VOO has yielded a comparatively higher 14.00% 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
ACNB vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ACNB Corporation (ACNB) 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
ACNB vs. VOO - Dividend Comparison
ACNB's dividend yield for the trailing twelve months is around 2.84%, more than VOO's 1.27% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ACNB Corporation | 2.84% | 2.55% | 2.66% | 3.29% | 4.00% | 2.59% | 2.27% | 2.71% | 2.56% | 3.75% | 3.54% | 4.21% |
Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ACNB vs. VOO - Drawdown Comparison
The maximum ACNB drawdown since its inception was -62.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACNB and VOO. For additional features, visit the drawdowns tool.
Volatility
ACNB vs. VOO - Volatility Comparison
ACNB Corporation (ACNB) has a higher volatility of 7.70% compared to Vanguard S&P 500 ETF (VOO) at 3.03%. This indicates that ACNB'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.