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

Key characteristics


ALLYVOO
YTD Return17.17%10.42%
1Y Return69.79%34.26%
3Y Return (Ann)0.05%11.43%
5Y Return (Ann)11.49%15.04%
10Y Return (Ann)6.00%13.04%
Sharpe Ratio2.102.94
Daily Std Dev35.68%11.59%
Max Drawdown-66.24%-33.99%
Current Drawdown-20.47%-0.12%

Correlation

0.56
-1.001.00

The correlation between ALLY and VOO is 0.56, 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

ALLY vs. VOO - Performance Comparison

In the year-to-date period, ALLY achieves a 17.17% return, which is significantly higher than VOO's 10.42% return. Over the past 10 years, ALLY has underperformed VOO with an annualized return of 6.00%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
92.18%
253.51%
ALLY
VOO

Compare stocks, funds, or ETFs


Ally Financial Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

ALLY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) 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
ALLY
Ally Financial Inc.
2.10
VOO
Vanguard S&P 500 ETF
2.96

ALLY vs. VOO - Sharpe Ratio Comparison

The current ALLY Sharpe Ratio is 2.10, which roughly equals the VOO Sharpe Ratio of 2.96. The chart below compares the 12-month rolling Sharpe Ratio of ALLY and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.10
2.96
ALLY
VOO

Dividends

ALLY vs. VOO - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 2.96%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
ALLY
Ally Financial Inc.
2.96%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
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

ALLY vs. VOO - Drawdown Comparison

The maximum ALLY drawdown since its inception was -66.24%, 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 ALLY and VOO


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-20.47%
-0.12%
ALLY
VOO

Volatility

ALLY vs. VOO - Volatility Comparison

Ally Financial Inc. (ALLY) has a higher volatility of 8.45% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that ALLY'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%OctoberNovemberDecember2024FebruaryMarch
8.45%
2.89%
ALLY
VOO