PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AJG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AJG 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

AJG vs. VOO - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,567.43%
620.70%
AJG
VOO

Key characteristics

Sharpe Ratio

AJG:

1.25

VOO:

2.92

Sortino Ratio

AJG:

1.65

VOO:

3.86

Omega Ratio

AJG:

1.23

VOO:

1.54

Calmar Ratio

AJG:

1.83

VOO:

4.22

Martin Ratio

AJG:

5.40

VOO:

19.12

Ulcer Index

AJG:

4.34%

VOO:

1.86%

Daily Std Dev

AJG:

18.68%

VOO:

12.18%

Max Drawdown

AJG:

-57.96%

VOO:

-33.99%

Current Drawdown

AJG:

-5.67%

VOO:

0.00%

Returns By Period

In the year-to-date period, AJG achieves a 33.11% return, which is significantly higher than VOO's 29.20% return. Over the past 10 years, AJG has outperformed VOO with an annualized return of 22.28%, while VOO has yielded a comparatively lower 13.49% annualized return.


AJG

YTD

33.11%

1M

2.28%

6M

17.50%

1Y

24.18%

5Y (annualized)

27.52%

10Y (annualized)

22.28%

VOO

YTD

29.20%

1M

2.86%

6M

14.62%

1Y

34.56%

5Y (annualized)

15.93%

10Y (annualized)

13.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AJG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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 AJG, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.252.92
The chart of Sortino ratio for AJG, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.653.86
The chart of Omega ratio for AJG, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.54
The chart of Calmar ratio for AJG, currently valued at 1.83, compared to the broader market0.002.004.006.001.834.22
The chart of Martin ratio for AJG, currently valued at 5.40, compared to the broader market0.0010.0020.0030.005.4019.12
AJG
VOO

The current AJG Sharpe Ratio is 1.25, which is lower than the VOO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of AJG 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.25
2.92
AJG
VOO

Dividends

AJG vs. VOO - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 0.81%, less than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
AJG
Arthur J. Gallagher & Co.
0.81%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AJG vs. VOO - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AJG and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.67%
0
AJG
VOO

Volatility

AJG vs. VOO - Volatility Comparison

Arthur J. Gallagher & Co. (AJG) has a higher volatility of 5.37% compared to Vanguard S&P 500 ETF (VOO) at 2.20%. This indicates that AJG'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%JulyAugustSeptemberOctoberNovemberDecember
5.37%
2.20%
AJG
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab