AZO vs. VOO
Compare and contrast key facts about AutoZone, Inc. (AZO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZO or VOO.
Performance
AZO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AZO achieves a 20.19% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, AZO has outperformed VOO with an annualized return of 18.59%, while VOO has yielded a comparatively lower 13.12% annualized return.
AZO
20.19%
-2.34%
6.51%
18.29%
21.57%
18.59%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| AZO | VOO | |
|---|---|---|
| Sharpe Ratio | 0.75 | 2.64 |
| Sortino Ratio | 1.19 | 3.53 |
| Omega Ratio | 1.14 | 1.49 |
| Calmar Ratio | 1.02 | 3.81 |
| Martin Ratio | 2.43 | 17.34 |
| Ulcer Index | 6.46% | 1.86% |
| Daily Std Dev | 20.82% | 12.20% |
| Max Drawdown | -46.33% | -33.99% |
| Current Drawdown | -4.07% | -2.16% |
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Correlation
The correlation between AZO 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.
Risk-Adjusted Performance
AZO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.
Dividends
AZO vs. VOO - Dividend Comparison
AZO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | 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 | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AZO vs. VOO - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AZO and VOO. For additional features, visit the drawdowns tool.
Volatility
AZO vs. VOO - Volatility Comparison
AutoZone, Inc. (AZO) has a higher volatility of 6.95% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that AZO'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.