PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AWI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AWI and VOO is 0.58, 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

AWI vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%AugustSeptemberOctoberNovemberDecember2025
514.63%
610.90%
AWI
VOO

Key characteristics

Sharpe Ratio

AWI:

2.20

VOO:

2.21

Sortino Ratio

AWI:

3.30

VOO:

2.92

Omega Ratio

AWI:

1.41

VOO:

1.41

Calmar Ratio

AWI:

3.43

VOO:

3.34

Martin Ratio

AWI:

9.17

VOO:

14.07

Ulcer Index

AWI:

5.81%

VOO:

2.01%

Daily Std Dev

AWI:

24.26%

VOO:

12.80%

Max Drawdown

AWI:

-80.98%

VOO:

-33.99%

Current Drawdown

AWI:

-8.23%

VOO:

-1.36%

Returns By Period

In the year-to-date period, AWI achieves a 5.20% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, AWI has underperformed VOO with an annualized return of 12.30%, while VOO has yielded a comparatively higher 13.52% annualized return.


AWI

YTD

5.20%

1M

4.81%

6M

23.54%

1Y

50.80%

5Y*

9.02%

10Y*

12.30%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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

AWI vs. VOO — Risk-Adjusted Performance Rank

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

AWI
The Risk-Adjusted Performance Rank of AWI is 9393
Overall Rank
The Sharpe Ratio Rank of AWI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AWI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AWI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of AWI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of AWI is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

AWI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Armstrong World Industries, Inc. (AWI) 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 AWI, currently valued at 2.20, compared to the broader market-2.000.002.004.002.202.21
The chart of Sortino ratio for AWI, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.302.92
The chart of Omega ratio for AWI, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.41
The chart of Calmar ratio for AWI, currently valued at 3.43, compared to the broader market0.002.004.006.003.433.34
The chart of Martin ratio for AWI, currently valued at 9.17, compared to the broader market-10.000.0010.0020.009.1714.07
AWI
VOO

The current AWI Sharpe Ratio is 2.20, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AWI 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.20
2.21
AWI
VOO

Dividends

AWI vs. VOO - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.77%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
AWI
Armstrong World Industries, Inc.
0.77%0.81%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AWI vs. VOO - Drawdown Comparison

The maximum AWI drawdown since its inception was -80.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AWI and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.23%
-1.36%
AWI
VOO

Volatility

AWI vs. VOO - Volatility Comparison

Armstrong World Industries, Inc. (AWI) has a higher volatility of 6.91% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that AWI'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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.91%
5.05%
AWI
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab