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

Correlation

The correlation between ALV and VOO is 0.61, 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

ALV vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
228.24%
574.26%
ALV
VOO

Key characteristics

Sharpe Ratio

ALV:

-0.65

VOO:

0.56

Sortino Ratio

ALV:

-0.75

VOO:

0.92

Omega Ratio

ALV:

0.91

VOO:

1.13

Calmar Ratio

ALV:

-0.54

VOO:

0.58

Martin Ratio

ALV:

-0.89

VOO:

2.25

Ulcer Index

ALV:

23.65%

VOO:

4.83%

Daily Std Dev

ALV:

32.88%

VOO:

19.11%

Max Drawdown

ALV:

-79.72%

VOO:

-33.99%

Current Drawdown

ALV:

-24.67%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ALV achieves a 2.27% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ALV has underperformed VOO with an annualized return of 3.45%, while VOO has yielded a comparatively higher 12.40% annualized return.


ALV

YTD

2.27%

1M

24.05%

6M

-3.01%

1Y

-21.42%

5Y*

12.05%

10Y*

3.45%

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

ALV vs. VOO — Risk-Adjusted Performance Rank

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

ALV
The Risk-Adjusted Performance Rank of ALV is 2121
Overall Rank
The Sharpe Ratio Rank of ALV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ALV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ALV is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ALV is 3232
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.

ALV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) 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 ALV Sharpe Ratio is -0.65, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ALV 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.65
0.56
ALV
VOO

Dividends

ALV vs. VOO - Dividend Comparison

ALV's dividend yield for the trailing twelve months is around 2.90%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ALV
Autoliv, Inc.
2.90%2.92%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%
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

ALV vs. VOO - Drawdown Comparison

The maximum ALV drawdown since its inception was -79.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ALV and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-24.67%
-7.55%
ALV
VOO

Volatility

ALV vs. VOO - Volatility Comparison

Autoliv, Inc. (ALV) has a higher volatility of 12.07% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that ALV'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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.07%
11.03%
ALV
VOO