ADP vs. VOO
Compare and contrast key facts about Automatic Data Processing, Inc. (ADP) 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: ADP or VOO.
Key characteristics
ADP | VOO | |
---|---|---|
YTD Return | 4.94% | 7.31% |
1Y Return | 15.02% | 25.21% |
3Y Return (Ann) | 9.67% | 8.45% |
5Y Return (Ann) | 10.54% | 13.50% |
10Y Return (Ann) | 16.20% | 12.57% |
Sharpe Ratio | 0.96 | 2.36 |
Daily Std Dev | 18.69% | 11.75% |
Max Drawdown | -59.47% | -33.99% |
Current Drawdown | -6.91% | -2.94% |
Correlation
The correlation between ADP and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ADP vs. VOO - Performance Comparison
In the year-to-date period, ADP achieves a 4.94% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, ADP has outperformed VOO with an annualized return of 16.20%, while VOO has yielded a comparatively lower 12.57% 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
ADP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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
ADP vs. VOO - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.18%, more than VOO's 1.37% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Automatic Data Processing, Inc. | 2.18% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ADP vs. VOO - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADP and VOO. For additional features, visit the drawdowns tool.
Volatility
ADP vs. VOO - Volatility Comparison
Automatic Data Processing, Inc. (ADP) has a higher volatility of 4.48% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that ADP'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.