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

Correlation

The correlation between BCS and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

BCS vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
20.85%
8.64%
BCS
VOO

Key characteristics

Sharpe Ratio

BCS:

3.36

VOO:

2.21

Sortino Ratio

BCS:

4.06

VOO:

2.92

Omega Ratio

BCS:

1.53

VOO:

1.41

Calmar Ratio

BCS:

1.34

VOO:

3.34

Martin Ratio

BCS:

29.04

VOO:

14.07

Ulcer Index

BCS:

3.67%

VOO:

2.01%

Daily Std Dev

BCS:

31.67%

VOO:

12.80%

Max Drawdown

BCS:

-94.39%

VOO:

-33.99%

Current Drawdown

BCS:

-56.88%

VOO:

-1.36%

Returns By Period

In the year-to-date period, BCS achieves a 7.30% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, BCS has underperformed VOO with an annualized return of 2.99%, while VOO has yielded a comparatively higher 13.37% annualized return.


BCS

YTD

7.30%

1M

9.02%

6M

20.45%

1Y

102.51%

5Y*

13.34%

10Y*

2.99%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

BCS vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCS
The Risk-Adjusted Performance Rank of BCS is 9595
Overall Rank
The Sharpe Ratio Rank of BCS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9999
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 ratio
The chart of Sharpe ratio for BCS, currently valued at 3.36, compared to the broader market-2.000.002.004.003.362.21
The chart of Sortino ratio for BCS, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.006.004.062.92
The chart of Omega ratio for BCS, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.41
The chart of Calmar ratio for BCS, currently valued at 2.08, compared to the broader market0.002.004.006.002.083.34
The chart of Martin ratio for BCS, currently valued at 29.04, compared to the broader market-10.000.0010.0020.0030.0029.0414.07
BCS
VOO

The current BCS Sharpe Ratio is 3.36, which is higher than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BCS 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
3.36
2.21
BCS
VOO

Dividends

BCS vs. VOO - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 2.92%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
BCS
Barclays PLC
2.92%3.13%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%. Use the drawdown chart below to compare losses from any high point for BCS and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-1.36%
BCS
VOO

Volatility

BCS vs. VOO - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 10.94% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. 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%AugustSeptemberOctoberNovemberDecember2025
10.94%
5.05%
BCS
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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