BAYRY vs. VOO
Compare and contrast key facts about Bayer AG PK (BAYRY) 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: BAYRY or VOO.
Key characteristics
| BAYRY | VOO | |
|---|---|---|
| YTD Return | -17.83% | 7.94% |
| 1Y Return | -52.24% | 28.21% |
| 3Y Return (Ann) | -19.56% | 8.82% |
| 5Y Return (Ann) | -12.43% | 13.59% |
| 10Y Return (Ann) | -10.53% | 12.69% |
| Sharpe Ratio | -1.60 | 2.33 |
| Daily Std Dev | 32.32% | 11.70% |
| Max Drawdown | -75.22% | -33.99% |
| Current Drawdown | -72.72% | -2.36% |
Correlation
The correlation between BAYRY and VOO is 0.40, 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
BAYRY vs. VOO - Performance Comparison
In the year-to-date period, BAYRY achieves a -17.83% return, which is significantly lower than VOO's 7.94% return. Over the past 10 years, BAYRY has underperformed VOO with an annualized return of -10.53%, while VOO has yielded a comparatively higher 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BAYRY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) 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
BAYRY vs. VOO - Dividend Comparison
BAYRY's dividend yield for the trailing twelve months is around 0.39%, less than VOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAYRY Bayer AG PK | 0.39% | 6.81% | 4.26% | 4.45% | 5.18% | 3.83% | 7.10% | 2.33% | 2.74% | 10.30% | 2.15% | 1.79% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BAYRY vs. VOO - Drawdown Comparison
The maximum BAYRY drawdown since its inception was -75.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAYRY and VOO. For additional features, visit the drawdowns tool.
Volatility
BAYRY vs. VOO - Volatility Comparison
Bayer AG PK (BAYRY) has a higher volatility of 8.54% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that BAYRY'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.