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

Key characteristics


BCSVOO
YTD Return23.36%10.42%
1Y Return47.27%34.26%
3Y Return (Ann)1.97%11.43%
5Y Return (Ann)7.32%15.04%
10Y Return (Ann)-1.81%13.04%
Sharpe Ratio1.432.94
Daily Std Dev32.62%11.59%
Max Drawdown-94.39%-33.99%
Current Drawdown-71.88%-0.12%

Correlation

0.57
-1.001.00

The correlation between BCS and VOO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BCS vs. VOO - Performance Comparison

In the year-to-date period, BCS achieves a 23.36% return, which is significantly higher than VOO's 10.42% return. Over the past 10 years, BCS has underperformed VOO with an annualized return of -1.81%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
-22.27%
515.91%
BCS
VOO

Compare stocks, funds, or ETFs


Barclays PLC

Vanguard S&P 500 ETF

Risk-Adjusted Performance

BCS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCS
Barclays PLC
1.43
VOO
Vanguard S&P 500 ETF
2.94

BCS vs. VOO - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.43, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of BCS and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.43
2.94
BCS
VOO

Dividends

BCS vs. VOO - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 4.26%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
BCS
Barclays PLC
4.26%4.84%4.02%1.61%3.90%3.76%3.21%1.40%2.32%3.02%2.84%2.05%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BCS vs. VOO - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.39%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for BCS and VOO


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-33.27%
-0.12%
BCS
VOO

Volatility

BCS vs. VOO - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 5.86% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that BCS'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%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
5.86%
2.90%
BCS
VOO