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

Key characteristics


BARVOO
YTD Return24.57%26.88%
1Y Return30.73%37.59%
3Y Return (Ann)11.12%10.23%
5Y Return (Ann)11.72%15.93%
Sharpe Ratio2.183.06
Sortino Ratio2.914.08
Omega Ratio1.381.58
Calmar Ratio4.174.43
Martin Ratio13.8520.25
Ulcer Index2.31%1.85%
Daily Std Dev14.68%12.23%
Max Drawdown-21.53%-33.99%
Current Drawdown-7.67%-0.30%

Correlation

-0.50.00.51.00.1

The correlation between BAR and VOO is 0.06, 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

BAR vs. VOO - Performance Comparison

In the year-to-date period, BAR achieves a 24.57% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.67%
13.46%
BAR
VOO

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BAR vs. VOO - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BAR
GraniteShares Gold Shares
Expense ratio chart for BAR: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BAR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Shares (BAR) 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.


BAR
Sharpe ratio
The chart of Sharpe ratio for BAR, currently valued at 2.18, compared to the broader market-2.000.002.004.002.18
Sortino ratio
The chart of Sortino ratio for BAR, currently valued at 2.91, compared to the broader market0.005.0010.002.91
Omega ratio
The chart of Omega ratio for BAR, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for BAR, currently valued at 4.17, compared to the broader market0.005.0010.0015.004.17
Martin ratio
The chart of Martin ratio for BAR, currently valued at 13.85, compared to the broader market0.0020.0040.0060.0080.00100.0013.85
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.07, compared to the broader market-2.000.002.004.003.07
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.09, compared to the broader market0.005.0010.004.09
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.45, compared to the broader market0.005.0010.0015.004.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.32, compared to the broader market0.0020.0040.0060.0080.00100.0020.32

BAR vs. VOO - Sharpe Ratio Comparison

The current BAR Sharpe Ratio is 2.18, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of BAR 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.18
3.07
BAR
VOO

Dividends

BAR vs. VOO - Dividend Comparison

BAR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
BAR
GraniteShares Gold Shares
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
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BAR vs. VOO - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAR and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.67%
-0.30%
BAR
VOO

Volatility

BAR vs. VOO - Volatility Comparison

GraniteShares Gold Shares (BAR) has a higher volatility of 5.50% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that BAR'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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.50%
3.78%
BAR
VOO