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

Key characteristics


ANSLYVOO
YTD Return26.78%23.75%
1Y Return56.64%35.49%
3Y Return (Ann)-1.62%11.02%
5Y Return (Ann)5.60%16.24%
Sharpe Ratio0.432.85
Sortino Ratio1.073.80
Omega Ratio1.211.52
Calmar Ratio0.433.05
Martin Ratio1.5617.77
Ulcer Index15.55%2.00%
Daily Std Dev65.51%12.45%
Max Drawdown-56.14%-33.99%
Current Drawdown-28.74%-0.34%

Correlation

-0.50.00.51.00.2

The correlation between ANSLY and VOO is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ANSLY vs. VOO - Performance Comparison

In the year-to-date period, ANSLY achieves a 26.78% return, which is significantly higher than VOO's 23.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
33.08%
17.13%
ANSLY
VOO

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Risk-Adjusted Performance

ANSLY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ansell Ltd ADR (ANSLY) 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.


ANSLY
Sharpe ratio
The chart of Sharpe ratio for ANSLY, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10
Sortino ratio
The chart of Sortino ratio for ANSLY, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.98
Omega ratio
The chart of Omega ratio for ANSLY, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for ANSLY, currently valued at 1.03, compared to the broader market0.002.004.006.001.03
Martin ratio
The chart of Martin ratio for ANSLY, currently valued at 9.70, compared to the broader market-10.000.0010.0020.0030.009.70
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.80
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.05, compared to the broader market0.002.004.006.003.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.77, compared to the broader market-10.000.0010.0020.0030.0017.77

ANSLY vs. VOO - Sharpe Ratio Comparison

The current ANSLY Sharpe Ratio is 0.43, which is lower than the VOO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of ANSLY 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-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.10
2.85
ANSLY
VOO

Dividends

ANSLY vs. VOO - Dividend Comparison

ANSLY's dividend yield for the trailing twelve months is around 1.80%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
ANSLY
Ansell Ltd ADR
1.80%2.67%2.90%3.35%1.86%2.30%2.91%2.32%2.43%2.75%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ANSLY vs. VOO - Drawdown Comparison

The maximum ANSLY drawdown since its inception was -56.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ANSLY and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-28.74%
-0.34%
ANSLY
VOO

Volatility

ANSLY vs. VOO - Volatility Comparison

Ansell Ltd ADR (ANSLY) has a higher volatility of 19.71% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that ANSLY'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%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
19.71%
3.04%
ANSLY
VOO