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

Correlation

The correlation between AY and VOO is 0.37, 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.


-0.50.00.51.00.4

Performance

AY vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
8.89%
AY
VOO

Key characteristics

Sharpe Ratio

AY:

0.80

VOO:

2.21

Sortino Ratio

AY:

1.34

VOO:

2.93

Omega Ratio

AY:

1.22

VOO:

1.41

Calmar Ratio

AY:

0.34

VOO:

3.25

Martin Ratio

AY:

2.36

VOO:

14.47

Ulcer Index

AY:

7.94%

VOO:

1.90%

Daily Std Dev

AY:

23.48%

VOO:

12.43%

Max Drawdown

AY:

-64.00%

VOO:

-33.99%

Current Drawdown

AY:

-38.98%

VOO:

-2.87%

Returns By Period

In the year-to-date period, AY achieves a 10.22% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, AY has underperformed VOO with an annualized return of 4.49%, while VOO has yielded a comparatively higher 13.04% annualized return.


AY

YTD

10.22%

1M

0.29%

6M

3.41%

1Y

10.07%

5Y*

2.90%

10Y*

4.49%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

AY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlantica Sustainable Infrastructure plc (AY) 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 AY, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.572.21
The chart of Sortino ratio for AY, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.002.93
The chart of Omega ratio for AY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.41
The chart of Calmar ratio for AY, currently valued at 0.23, compared to the broader market0.002.004.006.000.233.25
The chart of Martin ratio for AY, currently valued at 1.62, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6214.47
AY
VOO

The current AY Sharpe Ratio is 0.80, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AY 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.57
2.21
AY
VOO

Dividends

AY vs. VOO - Dividend Comparison

AY's dividend yield for the trailing twelve months is around 7.08%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
AY
Atlantica Sustainable Infrastructure plc
7.08%8.28%6.83%4.80%4.37%5.95%6.79%6.13%2.34%7.41%1.08%0.00%
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

AY vs. VOO - Drawdown Comparison

The maximum AY drawdown since its inception was -64.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.98%
-2.87%
AY
VOO

Volatility

AY vs. VOO - Volatility Comparison

The current volatility for Atlantica Sustainable Infrastructure plc (AY) is 0.16%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.64%. This indicates that AY experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
0.16%
3.64%
AY
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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