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

Correlation

The correlation between AXR and VOO is 0.10, 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

AXR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMREP Corporation (AXR) 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

AXR:

0.10

VOO:

0.52

Sortino Ratio

AXR:

0.60

VOO:

0.89

Omega Ratio

AXR:

1.08

VOO:

1.13

Calmar Ratio

AXR:

0.07

VOO:

0.57

Martin Ratio

AXR:

0.28

VOO:

2.18

Ulcer Index

AXR:

22.95%

VOO:

4.85%

Daily Std Dev

AXR:

59.82%

VOO:

19.11%

Max Drawdown

AXR:

-97.43%

VOO:

-33.99%

Current Drawdown

AXR:

-84.64%

VOO:

-7.67%

Returns By Period

In the year-to-date period, AXR achieves a -30.32% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, AXR has outperformed VOO with an annualized return of 16.28%, while VOO has yielded a comparatively lower 12.42% annualized return.


AXR

YTD

-30.32%

1M

11.58%

6M

-28.71%

1Y

4.12%

5Y*

38.22%

10Y*

16.28%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

AXR vs. VOO — Risk-Adjusted Performance Rank

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

AXR
The Risk-Adjusted Performance Rank of AXR is 5555
Overall Rank
The Sharpe Ratio Rank of AXR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AXR is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AXR is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AXR is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AXR is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

AXR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMREP Corporation (AXR) 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 AXR Sharpe Ratio is 0.10, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AXR 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

AXR vs. VOO - Dividend Comparison

AXR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
AXR
AMREP Corporation
0.00%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
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

AXR vs. VOO - Drawdown Comparison

The maximum AXR drawdown since its inception was -97.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AXR and VOO. For additional features, visit the drawdowns tool.


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Volatility

AXR vs. VOO - Volatility Comparison

AMREP Corporation (AXR) has a higher volatility of 17.12% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that AXR'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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