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

Correlation

The correlation between AGO and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AGO vs. VOO - Performance Comparison

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

500.00%550.00%600.00%December2025FebruaryMarchAprilMay
580.05%
574.26%
AGO
VOO

Key characteristics

Sharpe Ratio

AGO:

0.36

VOO:

0.56

Sortino Ratio

AGO:

0.90

VOO:

0.92

Omega Ratio

AGO:

1.11

VOO:

1.13

Calmar Ratio

AGO:

0.63

VOO:

0.58

Martin Ratio

AGO:

2.17

VOO:

2.25

Ulcer Index

AGO:

6.33%

VOO:

4.83%

Daily Std Dev

AGO:

27.01%

VOO:

19.11%

Max Drawdown

AGO:

-90.18%

VOO:

-33.99%

Current Drawdown

AGO:

-6.99%

VOO:

-7.55%

Returns By Period

In the year-to-date period, AGO achieves a -1.35% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, AGO has outperformed VOO with an annualized return of 14.71%, while VOO has yielded a comparatively lower 12.40% annualized return.


AGO

YTD

-1.35%

1M

14.41%

6M

2.97%

1Y

9.43%

5Y*

27.80%

10Y*

14.71%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

AGO vs. VOO — Risk-Adjusted Performance Rank

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

AGO
The Risk-Adjusted Performance Rank of AGO is 6868
Overall Rank
The Sharpe Ratio Rank of AGO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AGO is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
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.

AGO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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 AGO Sharpe Ratio is 0.36, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AGO 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.36
0.56
AGO
VOO

Dividends

AGO vs. VOO - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.44%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AGO
Assured Guaranty Ltd.
1.44%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.69%1.38%1.82%1.69%
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

AGO vs. VOO - Drawdown Comparison

The maximum AGO drawdown since its inception was -90.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGO and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.99%
-7.55%
AGO
VOO

Volatility

AGO vs. VOO - Volatility Comparison

The current volatility for Assured Guaranty Ltd. (AGO) is 9.64%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that AGO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.64%
11.03%
AGO
VOO