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

Correlation

The correlation between AIN and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

AIN vs. VOO - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-2.80%
7.42%
AIN
VOO

Key characteristics

Sharpe Ratio

AIN:

-0.55

VOO:

2.00

Sortino Ratio

AIN:

-0.58

VOO:

2.68

Omega Ratio

AIN:

0.92

VOO:

1.37

Calmar Ratio

AIN:

-0.45

VOO:

2.98

Martin Ratio

AIN:

-1.42

VOO:

13.18

Ulcer Index

AIN:

12.41%

VOO:

1.91%

Daily Std Dev

AIN:

31.74%

VOO:

12.60%

Max Drawdown

AIN:

-87.78%

VOO:

-33.99%

Current Drawdown

AIN:

-28.03%

VOO:

-2.88%

Returns By Period

Over the past 10 years, AIN has underperformed VOO with an annualized return of 9.07%, while VOO has yielded a comparatively higher 13.16% annualized return.


AIN

YTD

0.00%

1M

-3.21%

6M

-2.77%

1Y

-17.59%

5Y*

1.98%

10Y*

9.07%

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*Annualized

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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.


Sharpe ratio
The chart of Sharpe ratio for AIN, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.552.03
The chart of Sortino ratio for AIN, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.582.71
The chart of Omega ratio for AIN, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.38
The chart of Calmar ratio for AIN, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.453.02
The chart of Martin ratio for AIN, currently valued at -1.42, compared to the broader market0.005.0010.0015.0020.0025.00-1.4213.33
AIN
VOO

The current AIN Sharpe Ratio is -0.55, which is lower than the VOO Sharpe Ratio of 2.00. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
-0.55
2.03
AIN
VOO

Dividends

AIN vs. VOO - Dividend Comparison

AIN's dividend yield for the trailing twelve months is around 1.31%, more than VOO's 1.24% yield.


TTM2023202220212020201920182017201620152014
AIN
Albany International Corp.
1.31%1.03%0.89%0.92%1.05%0.96%1.11%1.11%1.47%1.83%1.66%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%AugustSeptemberOctoberNovemberDecember
-28.03%
-2.88%
AIN
VOO

Volatility

AIN vs. VOO - Volatility Comparison

Albany International Corp. (AIN) has a higher volatility of 7.71% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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%AugustSeptemberOctoberNovemberDecember
7.71%
4.09%
AIN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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