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.
AGO vs. VOO
Compare and contrast key facts about Assured Guaranty Ltd. (AGO) 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: AGO or VOO.
Performance
AGO vs. VOO - Performance Comparison
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Key characteristics
AGO:
0.44
VOO:
0.74
AGO:
0.92
VOO:
1.04
AGO:
1.12
VOO:
1.15
AGO:
0.65
VOO:
0.68
AGO:
2.24
VOO:
2.58
AGO:
6.34%
VOO:
4.93%
AGO:
26.45%
VOO:
19.54%
AGO:
-90.18%
VOO:
-33.99%
AGO:
-10.74%
VOO:
-3.55%
Returns By Period
In the year-to-date period, AGO achieves a -5.32% return, which is significantly lower than VOO's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with AGO having a 13.45% annualized return and VOO not far behind at 12.81%.
AGO
-5.32%
-3.00%
-8.64%
10.47%
14.76%
29.02%
13.45%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
AGO vs. VOO — Risk-Adjusted Performance Rank
AGO
VOO
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.
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Dividends
AGO vs. VOO - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.54%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.54% | 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 | 1.29% | 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.
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Volatility
AGO vs. VOO - Volatility Comparison
Assured Guaranty Ltd. (AGO) has a higher volatility of 5.27% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that AGO'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.
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