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

Key characteristics


AZOVOO
YTD Return21.89%10.40%
1Y Return31.57%32.36%
3Y Return (Ann)30.11%11.45%
5Y Return (Ann)25.25%15.03%
10Y Return (Ann)19.39%12.94%
Sharpe Ratio1.442.95
Daily Std Dev21.58%11.59%
Max Drawdown-46.33%-33.99%
Current Drawdown-2.71%-0.14%

Correlation

0.41
-1.001.00

The correlation between AZO and VOO is 0.41, 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

AZO vs. VOO - Performance Comparison

In the year-to-date period, AZO achieves a 21.89% return, which is significantly higher than VOO's 10.40% return. Over the past 10 years, AZO has outperformed VOO with an annualized return of 19.39%, while VOO has yielded a comparatively lower 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,350.64%
515.84%
AZO
VOO

Compare stocks, funds, or ETFs


AutoZone, Inc.

Vanguard S&P 500 ETF

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AZO
AutoZone, Inc.
1.44
VOO
Vanguard S&P 500 ETF
2.95

AZO vs. VOO - Sharpe Ratio Comparison

The current AZO Sharpe Ratio is 1.44, which is lower than the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of AZO and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.44
2.95
AZO
VOO

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 1.33%.


TTM20232022202120202019201820172016201520142013
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
1.33%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%. The drawdown chart below compares losses from any high point along the way for AZO and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.71%
-0.14%
AZO
VOO

Volatility

AZO vs. VOO - Volatility Comparison

AutoZone, Inc. (AZO) has a higher volatility of 4.56% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
4.56%
2.89%
AZO
VOO