ALV.DE vs. VOO
Compare and contrast key facts about Allianz SE (ALV.DE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALV.DE or VOO.
Key characteristics
| ALV.DE | VOO | |
|---|---|---|
| YTD Return | 8.85% | 10.28% |
| 1Y Return | 10.00% | 5.42% |
| 5Y Return (Ann) | 7.30% | 11.00% |
| 10Y Return (Ann) | 10.69% | 11.83% |
| Sharpe Ratio | 0.61 | 0.36 |
| Daily Std Dev | 20.17% | 21.12% |
| Max Drawdown | -89.53% | -33.99% |
Correlation
The correlation between ALV.DE and VOO is 0.46, 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.
ALV.DE vs. VOO - Performance Comparison
In the year-to-date period, ALV.DE achieves a 8.85% return, which is significantly lower than VOO's 10.28% return. Over the past 10 years, ALV.DE has underperformed VOO with an annualized return of 10.69%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ALV.DE vs. VOO - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 10.70%, more than VOO's 1.93% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 10.70% | 5.67% | 5.13% | 5.55% | 5.09% | 5.89% | 5.33% | 6.53% | 6.18% | 5.96% | 5.57% | 7.20% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
ALV.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ALV.DE Allianz SE | 0.61 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
ALV.DE vs. VOO - Drawdown Comparison
The maximum ALV.DE drawdown for the period was -17.12%, roughly equal to the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for ALV.DE and VOO
ALV.DE vs. VOO - Volatility Comparison
Allianz SE (ALV.DE) has a higher volatility of 6.06% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. This indicates that ALV.DE'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.