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

Correlation

The correlation between APO and VOO is 0.55, 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.


-0.50.00.51.00.6

Performance

APO vs. VOO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,273.21%
478.24%
APO
VOO

Key characteristics

Sharpe Ratio

APO:

2.82

VOO:

2.25

Sortino Ratio

APO:

3.35

VOO:

2.98

Omega Ratio

APO:

1.49

VOO:

1.42

Calmar Ratio

APO:

4.28

VOO:

3.31

Martin Ratio

APO:

17.11

VOO:

14.77

Ulcer Index

APO:

5.22%

VOO:

1.90%

Daily Std Dev

APO:

31.73%

VOO:

12.46%

Max Drawdown

APO:

-56.98%

VOO:

-33.99%

Current Drawdown

APO:

-4.24%

VOO:

-2.47%

Returns By Period

In the year-to-date period, APO achieves a 86.27% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, APO has outperformed VOO with an annualized return of 28.42%, while VOO has yielded a comparatively lower 13.08% annualized return.


APO

YTD

86.27%

1M

5.00%

6M

46.23%

1Y

89.09%

5Y*

32.78%

10Y*

28.42%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

APO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apollo Global Management, Inc. (APO) 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
The chart of Sharpe ratio for APO, currently valued at 2.82, compared to the broader market-4.00-2.000.002.002.822.25
The chart of Sortino ratio for APO, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.003.352.98
The chart of Omega ratio for APO, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.42
The chart of Calmar ratio for APO, currently valued at 4.28, compared to the broader market0.002.004.006.004.283.31
The chart of Martin ratio for APO, currently valued at 17.11, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.1114.77
APO
VOO

The current APO Sharpe Ratio is 2.82, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of APO 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.82
2.25
APO
VOO

Dividends

APO vs. VOO - Dividend Comparison

APO's dividend yield for the trailing twelve months is around 1.06%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
APO
Apollo Global Management, Inc.
1.06%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

APO vs. VOO - Drawdown Comparison

The maximum APO drawdown since its inception was -56.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for APO and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
-2.47%
APO
VOO

Volatility

APO vs. VOO - Volatility Comparison

Apollo Global Management, Inc. (APO) has a higher volatility of 8.93% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that APO'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%JulyAugustSeptemberOctoberNovemberDecember
8.93%
3.75%
APO
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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