ADS.DE vs. VOO
Compare and contrast key facts about Adidas AG (ADS.DE) 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: ADS.DE or VOO.
Key characteristics
| ADS.DE | VOO | |
|---|---|---|
| YTD Return | 20.91% | 23.64% |
| 1Y Return | 33.79% | 42.02% |
| 3Y Return (Ann) | -6.91% | 9.92% |
| 5Y Return (Ann) | -3.59% | 15.81% |
| 10Y Return (Ann) | 15.52% | 13.26% |
| Sharpe Ratio | 1.10 | 3.62 |
| Sortino Ratio | 1.72 | 4.77 |
| Omega Ratio | 1.21 | 1.68 |
| Calmar Ratio | 0.60 | 4.14 |
| Martin Ratio | 4.82 | 23.93 |
| Ulcer Index | 6.24% | 1.83% |
| Daily Std Dev | 27.27% | 12.09% |
| Max Drawdown | -71.54% | -33.99% |
| Current Drawdown | -32.26% | -0.48% |
Correlation
The correlation between ADS.DE and VOO is 0.38, 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
ADS.DE vs. VOO - Performance Comparison
In the year-to-date period, ADS.DE achieves a 20.91% return, which is significantly lower than VOO's 23.64% return. Over the past 10 years, ADS.DE has outperformed VOO with an annualized return of 15.52%, while VOO has yielded a comparatively lower 13.26% 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
ADS.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) 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
ADS.DE vs. VOO - Dividend Comparison
ADS.DE's dividend yield for the trailing twelve months is around 0.32%, less than VOO's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 0.32% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% | 2.60% | 1.46% |
VOO 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
ADS.DE vs. VOO - Drawdown Comparison
The maximum ADS.DE drawdown since its inception was -71.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADS.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
ADS.DE vs. VOO - Volatility Comparison
Adidas AG (ADS.DE) has a higher volatility of 9.72% compared to Vanguard S&P 500 ETF (VOO) at 2.68%. This indicates that ADS.DE'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.