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

Correlation

The correlation between AVD and VOO is 0.40, 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

AVD vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AVD:

-0.82

VOO:

0.70

Sortino Ratio

AVD:

-1.30

VOO:

1.15

Omega Ratio

AVD:

0.79

VOO:

1.17

Calmar Ratio

AVD:

-0.71

VOO:

0.76

Martin Ratio

AVD:

-1.20

VOO:

2.93

Ulcer Index

AVD:

53.47%

VOO:

4.86%

Daily Std Dev

AVD:

63.09%

VOO:

19.43%

Max Drawdown

AVD:

-89.90%

VOO:

-33.99%

Current Drawdown

AVD:

-87.04%

VOO:

-4.59%

Returns By Period

In the year-to-date period, AVD achieves a -3.89% return, which is significantly lower than VOO's -0.19% return. Over the past 10 years, AVD has underperformed VOO with an annualized return of -10.47%, while VOO has yielded a comparatively higher 12.67% annualized return.


AVD

YTD

-3.89%

1M

18.35%

6M

-21.38%

1Y

-51.14%

5Y*

-19.06%

10Y*

-10.47%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

AVD vs. VOO — Risk-Adjusted Performance Rank

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

AVD
The Risk-Adjusted Performance Rank of AVD is 99
Overall Rank
The Sharpe Ratio Rank of AVD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AVD is 88
Sortino Ratio Rank
The Omega Ratio Rank of AVD is 55
Omega Ratio Rank
The Calmar Ratio Rank of AVD is 88
Calmar Ratio Rank
The Martin Ratio Rank of AVD is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

AVD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Vanguard Corporation (AVD) 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 AVD Sharpe Ratio is -0.82, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AVD 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.


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Dividends

AVD vs. VOO - Dividend Comparison

AVD's dividend yield for the trailing twelve months is around 0.67%, less than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AVD
American Vanguard Corporation
0.67%1.30%1.09%0.48%0.49%0.26%0.41%0.53%0.31%0.16%0.14%1.46%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AVD vs. VOO - Drawdown Comparison

The maximum AVD drawdown since its inception was -89.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AVD and VOO. For additional features, visit the drawdowns tool.


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Volatility

AVD vs. VOO - Volatility Comparison

American Vanguard Corporation (AVD) has a higher volatility of 14.68% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that AVD'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.


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