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AIR.PA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AIR.PAVOO
YTD Return22.13%10.40%
1Y Return43.22%32.36%
3Y Return (Ann)21.23%11.45%
5Y Return (Ann)8.45%15.03%
10Y Return (Ann)13.94%12.94%
Sharpe Ratio2.152.95
Daily Std Dev17.88%11.59%
Max Drawdown-75.05%-33.99%
Current Drawdown-0.51%-0.14%

Correlation

0.42
-1.001.00

The correlation between AIR.PA and VOO is 0.42, 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

AIR.PA vs. VOO - Performance Comparison

In the year-to-date period, AIR.PA achieves a 22.13% return, which is significantly higher than VOO's 10.40% return. Over the past 10 years, AIR.PA has outperformed VOO with an annualized return of 13.94%, while VOO has yielded a comparatively lower 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
829.78%
515.84%
AIR.PA
VOO

Compare stocks, funds, or ETFs


Airbus SE

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AIR.PA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbus SE (AIR.PA) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AIR.PA
Airbus SE
1.83
VOO
Vanguard S&P 500 ETF
2.61

AIR.PA vs. VOO - Sharpe Ratio Comparison

The current AIR.PA Sharpe Ratio is 1.83, which is lower than the VOO Sharpe Ratio of 2.61. The chart below compares the 12-month rolling Sharpe Ratio of AIR.PA and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.83
2.61
AIR.PA
VOO

Dividends

AIR.PA vs. VOO - Dividend Comparison

AIR.PA's dividend yield for the trailing twelve months is around 1.05%, less than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
AIR.PA
Airbus SE
1.05%1.29%1.35%0.00%0.00%1.26%1.79%1.63%2.07%1.94%1.81%1.08%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AIR.PA vs. VOO - Drawdown Comparison

The maximum AIR.PA drawdown since its inception was -75.05%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AIR.PA and VOO


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.87%
-0.14%
AIR.PA
VOO

Volatility

AIR.PA vs. VOO - Volatility Comparison

Airbus SE (AIR.PA) has a higher volatility of 3.88% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that AIR.PA'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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
3.88%
2.89%
AIR.PA
VOO