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

Key characteristics


AINVOO
YTD Return-24.54%24.05%
1Y Return-10.71%40.59%
3Y Return (Ann)-2.22%10.54%
5Y Return (Ann)-0.33%16.15%
10Y Return (Ann)9.08%13.61%
Sharpe Ratio-0.413.15
Sortino Ratio-0.354.17
Omega Ratio0.951.58
Calmar Ratio-0.333.34
Martin Ratio-1.1521.02
Ulcer Index10.63%1.85%
Daily Std Dev30.11%12.27%
Max Drawdown-87.78%-33.99%
Current Drawdown-34.10%-0.15%

Correlation

-0.50.00.51.00.6

The correlation between AIN and VOO is 0.61, 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

AIN vs. VOO - Performance Comparison

In the year-to-date period, AIN achieves a -24.54% return, which is significantly lower than VOO's 24.05% return. Over the past 10 years, AIN has underperformed VOO with an annualized return of 9.08%, while VOO has yielded a comparatively higher 13.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-15.60%
17.66%
AIN
VOO

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Risk-Adjusted Performance

AIN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albany International Corp. (AIN) 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.


AIN
Sharpe ratio
The chart of Sharpe ratio for AIN, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.41
Sortino ratio
The chart of Sortino ratio for AIN, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.006.00-0.35
Omega ratio
The chart of Omega ratio for AIN, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for AIN, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for AIN, currently valued at -1.15, compared to the broader market-10.000.0010.0020.0030.00-1.15
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.17, compared to the broader market-4.00-2.000.002.004.006.004.17
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.34, compared to the broader market0.002.004.006.003.34
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.02, compared to the broader market-10.000.0010.0020.0030.0021.02

AIN vs. VOO - Sharpe Ratio Comparison

The current AIN Sharpe Ratio is -0.41, which is lower than the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of AIN 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 Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.41
3.15
AIN
VOO

Dividends

AIN vs. VOO - Dividend Comparison

AIN's dividend yield for the trailing twelve months is around 1.42%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
AIN
Albany International Corp.
1.42%1.03%0.89%0.92%1.05%0.96%1.11%1.11%1.47%1.83%1.66%1.64%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AIN vs. VOO - Drawdown Comparison

The maximum AIN drawdown since its inception was -87.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AIN and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-34.10%
-0.15%
AIN
VOO

Volatility

AIN vs. VOO - Volatility Comparison

Albany International Corp. (AIN) has a higher volatility of 13.78% compared to Vanguard S&P 500 ETF (VOO) at 2.53%. This indicates that AIN'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
13.78%
2.53%
AIN
VOO