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

Correlation

The correlation between ALC and VOO is 0.55, 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

ALC vs. VOO - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
67.21%
116.66%
ALC
VOO

Key characteristics

Sharpe Ratio

ALC:

0.77

VOO:

0.56

Sortino Ratio

ALC:

1.33

VOO:

0.92

Omega Ratio

ALC:

1.17

VOO:

1.13

Calmar Ratio

ALC:

1.10

VOO:

0.58

Martin Ratio

ALC:

2.25

VOO:

2.25

Ulcer Index

ALC:

8.72%

VOO:

4.83%

Daily Std Dev

ALC:

25.96%

VOO:

19.11%

Max Drawdown

ALC:

-37.19%

VOO:

-33.99%

Current Drawdown

ALC:

-4.84%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ALC achieves a 12.95% return, which is significantly higher than VOO's -3.28% return.


ALC

YTD

12.95%

1M

15.69%

6M

3.54%

1Y

19.72%

5Y*

12.46%

10Y*

N/A

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

ALC vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALC
The Risk-Adjusted Performance Rank of ALC is 7777
Overall Rank
The Sharpe Ratio Rank of ALC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ALC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ALC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ALC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ALC is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) 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.


The current ALC Sharpe Ratio is 0.77, which is higher than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ALC 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.77
0.56
ALC
VOO

Dividends

ALC vs. VOO - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 0.28%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ALC
Alcon Inc.
0.28%0.31%0.30%0.30%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ALC vs. VOO - Drawdown Comparison

The maximum ALC drawdown since its inception was -37.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ALC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.84%
-7.55%
ALC
VOO

Volatility

ALC vs. VOO - Volatility Comparison

The current volatility for Alcon Inc. (ALC) is 10.29%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that ALC experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
10.29%
11.03%
ALC
VOO