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

Correlation

The correlation between BANX and VOO is 0.15, 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.


-0.50.00.51.00.2

Performance

BANX vs. VOO - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
111.67%
309.82%
BANX
VOO

Key characteristics

Sharpe Ratio

BANX:

1.89

VOO:

2.25

Sortino Ratio

BANX:

2.87

VOO:

2.98

Omega Ratio

BANX:

1.36

VOO:

1.42

Calmar Ratio

BANX:

4.54

VOO:

3.31

Martin Ratio

BANX:

12.21

VOO:

14.77

Ulcer Index

BANX:

2.30%

VOO:

1.90%

Daily Std Dev

BANX:

14.90%

VOO:

12.46%

Max Drawdown

BANX:

-55.06%

VOO:

-33.99%

Current Drawdown

BANX:

-1.92%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BANX achieves a 22.13% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, BANX has underperformed VOO with an annualized return of 9.43%, while VOO has yielded a comparatively higher 13.08% annualized return.


BANX

YTD

22.13%

1M

-0.36%

6M

14.95%

1Y

26.36%

5Y*

7.20%

10Y*

9.43%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

BANX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCastle Financial Corp. (BANX) 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 BANX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.001.892.25
The chart of Sortino ratio for BANX, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.872.98
The chart of Omega ratio for BANX, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.42
The chart of Calmar ratio for BANX, currently valued at 4.54, compared to the broader market0.002.004.006.004.543.31
The chart of Martin ratio for BANX, currently valued at 12.21, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.2114.77
BANX
VOO

The current BANX Sharpe Ratio is 1.89, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BANX 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.89
2.25
BANX
VOO

Dividends

BANX vs. VOO - Dividend Comparison

BANX's dividend yield for the trailing twelve months is around 9.18%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BANX
StoneCastle Financial Corp.
9.18%12.11%9.74%7.37%8.16%6.82%8.60%7.45%7.81%9.26%12.84%1.14%
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

BANX vs. VOO - Drawdown Comparison

The maximum BANX drawdown since its inception was -55.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BANX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.92%
-2.47%
BANX
VOO

Volatility

BANX vs. VOO - Volatility Comparison

The current volatility for StoneCastle Financial Corp. (BANX) is 1.94%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that BANX 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.94%
3.75%
BANX
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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