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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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
9.32%
602.93%
BCS
VOO

Key characteristics

Sharpe Ratio

BCS:

2.52

VOO:

2.25

Sortino Ratio

BCS:

3.19

VOO:

2.98

Omega Ratio

BCS:

1.42

VOO:

1.42

Calmar Ratio

BCS:

0.99

VOO:

3.31

Martin Ratio

BCS:

18.25

VOO:

14.77

Ulcer Index

BCS:

4.29%

VOO:

1.90%

Daily Std Dev

BCS:

31.00%

VOO:

12.46%

Max Drawdown

BCS:

-94.39%

VOO:

-33.99%

Current Drawdown

BCS:

-60.45%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BCS achieves a 73.50% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, BCS has underperformed VOO with an annualized return of 1.73%, while VOO has yielded a comparatively higher 13.08% annualized return.


BCS

YTD

73.50%

1M

-1.21%

6M

26.88%

1Y

76.18%

5Y*

11.09%

10Y*

1.73%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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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 ratio
The chart of Sharpe ratio for BCS, currently valued at 2.52, compared to the broader market-4.00-2.000.002.002.522.25
The chart of Sortino ratio for BCS, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.192.98
The chart of Omega ratio for BCS, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.42
The chart of Calmar ratio for BCS, currently valued at 1.53, compared to the broader market0.002.004.006.001.533.31
The chart of Martin ratio for BCS, currently valued at 18.25, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.2514.77
BCS
VOO

The current BCS Sharpe Ratio is 2.52, which is comparable to the VOO Sharpe Ratio of 2.25. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.52
2.25
BCS
VOO

Dividends

BCS vs. VOO - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 3.18%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BCS
Barclays PLC
3.18%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%2.09%
VOO
Vanguard S&P 500 ETF
0.91%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%. 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%JulyAugustSeptemberOctoberNovemberDecember
-6.15%
-2.47%
BCS
VOO

Volatility

BCS vs. VOO - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 7.44% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.44%
3.75%
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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