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

Correlation

The correlation between ATKR and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

ATKR vs. VOO - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-37.96%
7.92%
ATKR
VOO

Key characteristics

Sharpe Ratio

ATKR:

-1.09

VOO:

2.04

Sortino Ratio

ATKR:

-1.64

VOO:

2.72

Omega Ratio

ATKR:

0.79

VOO:

1.38

Calmar Ratio

ATKR:

-0.83

VOO:

3.02

Martin Ratio

ATKR:

-1.32

VOO:

13.60

Ulcer Index

ATKR:

35.90%

VOO:

1.88%

Daily Std Dev

ATKR:

43.63%

VOO:

12.52%

Max Drawdown

ATKR:

-72.33%

VOO:

-33.99%

Current Drawdown

ATKR:

-56.88%

VOO:

-3.52%

Returns By Period

In the year-to-date period, ATKR achieves a -47.72% return, which is significantly lower than VOO's 24.65% return.


ATKR

YTD

-47.72%

1M

-3.83%

6M

-37.96%

1Y

-46.93%

5Y*

15.58%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

ATKR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atkore Inc. (ATKR) 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 ATKR, currently valued at -1.09, compared to the broader market-4.00-2.000.002.00-1.091.98
The chart of Sortino ratio for ATKR, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.00-1.642.65
The chart of Omega ratio for ATKR, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.37
The chart of Calmar ratio for ATKR, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.832.93
The chart of Martin ratio for ATKR, currently valued at -1.32, compared to the broader market0.0010.0020.00-1.3213.12
ATKR
VOO

The current ATKR Sharpe Ratio is -1.09, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ATKR 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.09
1.98
ATKR
VOO

Dividends

ATKR vs. VOO - Dividend Comparison

ATKR's dividend yield for the trailing twelve months is around 1.55%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
ATKR
Atkore Inc.
1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ATKR vs. VOO - Drawdown Comparison

The maximum ATKR drawdown since its inception was -72.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATKR and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.88%
-3.52%
ATKR
VOO

Volatility

ATKR vs. VOO - Volatility Comparison

Atkore Inc. (ATKR) has a higher volatility of 11.16% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that ATKR'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.16%
3.56%
ATKR
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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