BA.L vs. VOO
Compare and contrast key facts about BAE Systems plc (BA.L) 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: BA.L or VOO.
Key characteristics
BA.L | VOO | |
---|---|---|
YTD Return | 22.20% | 5.63% |
1Y Return | 35.15% | 23.68% |
3Y Return (Ann) | 42.53% | 7.89% |
5Y Return (Ann) | 27.93% | 13.12% |
10Y Return (Ann) | 17.48% | 12.38% |
Sharpe Ratio | 1.77 | 1.91 |
Daily Std Dev | 19.43% | 11.70% |
Max Drawdown | -84.49% | -33.99% |
Current Drawdown | -1.87% | -4.45% |
Correlation
The correlation between BA.L and VOO is 0.32, 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
BA.L vs. VOO - Performance Comparison
In the year-to-date period, BA.L achieves a 22.20% return, which is significantly higher than VOO's 5.63% return. Over the past 10 years, BA.L has outperformed VOO with an annualized return of 17.48%, while VOO has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BA.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) 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
BA.L vs. VOO - Dividend Comparison
BA.L's dividend yield for the trailing twelve months is around 0.02%, less than VOO's 1.39% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BAE Systems plc | 0.02% | 0.03% | 0.03% | 0.04% | 0.08% | 0.04% | 0.05% | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% |
Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BA.L vs. VOO - Drawdown Comparison
The maximum BA.L drawdown since its inception was -84.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BA.L and VOO. For additional features, visit the drawdowns tool.
Volatility
BA.L vs. VOO - Volatility Comparison
BAE Systems plc (BA.L) has a higher volatility of 7.79% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that BA.L'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.