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

Correlation

The correlation between ANSLY and VOO is 0.16, 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

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

50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
70.46%
218.20%
ANSLY
VOO

Key characteristics

Sharpe Ratio

ANSLY:

0.61

VOO:

0.56

Sortino Ratio

ANSLY:

1.04

VOO:

0.92

Omega Ratio

ANSLY:

1.19

VOO:

1.13

Calmar Ratio

ANSLY:

0.41

VOO:

0.58

Martin Ratio

ANSLY:

2.55

VOO:

2.25

Ulcer Index

ANSLY:

8.93%

VOO:

4.83%

Daily Std Dev

ANSLY:

76.86%

VOO:

19.11%

Max Drawdown

ANSLY:

-56.14%

VOO:

-33.99%

Current Drawdown

ANSLY:

-36.74%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ANSLY achieves a -8.15% return, which is significantly lower than VOO's -3.28% return.


ANSLY

YTD

-8.15%

1M

8.31%

6M

-9.66%

1Y

16.27%

5Y*

1.79%

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

ANSLY vs. VOO — Risk-Adjusted Performance Rank

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

ANSLY
The Risk-Adjusted Performance Rank of ANSLY is 7373
Overall Rank
The Sharpe Ratio Rank of ANSLY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ANSLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ANSLY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ANSLY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ANSLY is 7777
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.

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.


The current ANSLY Sharpe Ratio is 0.61, which is comparable to the VOO Sharpe Ratio of 0.56. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.34
0.56
ANSLY
VOO

Dividends

ANSLY vs. VOO - Dividend Comparison

ANSLY's dividend yield for the trailing twelve months is around 2.35%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ANSLY
Ansell Ltd ADR
2.35%1.86%2.67%2.90%3.35%1.86%2.29%2.91%2.32%2.43%2.75%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

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.74%
-7.55%
ANSLY
VOO

Volatility

ANSLY vs. VOO - Volatility Comparison

The current volatility for Ansell Ltd ADR (ANSLY) is 7.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that ANSLY 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
7.35%
11.03%
ANSLY
VOO