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

Performance

BAR vs. VOO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
12.85%
BAR
VOO

Returns By Period

In the year-to-date period, BAR achieves a 29.28% return, which is significantly higher than VOO's 26.16% return.


BAR

YTD

29.28%

1M

-2.84%

6M

14.46%

1Y

33.91%

5Y (annualized)

12.62%

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


BARVOO
Sharpe Ratio2.272.70
Sortino Ratio3.023.60
Omega Ratio1.391.50
Calmar Ratio4.163.90
Martin Ratio13.3417.65
Ulcer Index2.50%1.86%
Daily Std Dev14.74%12.19%
Max Drawdown-21.53%-33.99%
Current Drawdown-4.18%-0.86%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for BAR, currently valued at 2.27, compared to the broader market0.002.004.002.272.70
The chart of Sortino ratio for BAR, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.003.023.60
The chart of Omega ratio for BAR, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.50
The chart of Calmar ratio for BAR, currently valued at 4.16, compared to the broader market0.005.0010.0015.004.163.90
The chart of Martin ratio for BAR, currently valued at 13.34, compared to the broader market0.0020.0040.0060.0080.00100.0013.3417.65
BAR
VOO

The current BAR Sharpe Ratio is 2.27, which is comparable to the VOO Sharpe Ratio of 2.70. 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
2.27
2.70
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 1.24%.


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
1.24%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
-4.18%
-0.86%
BAR
VOO

Volatility

BAR vs. VOO - Volatility Comparison

GraniteShares Gold Shares (BAR) has a higher volatility of 5.63% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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
5.63%
3.99%
BAR
VOO