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BHP vs. VOO

Last updated Jun 3, 2023

Compare and contrast key facts about BHP Group (BHP) 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: BHP or VOO.

Key characteristics


BHPVOO
YTD Return-2.60%12.39%
1Y Return-4.28%4.30%
5Y Return (Ann)16.17%11.31%
10Y Return (Ann)7.95%12.23%
Sharpe Ratio0.150.30
Daily Std Dev37.14%20.94%
Max Drawdown-75.42%-33.99%

Correlation

0.58
-1.001.00

The correlation between BHP and VOO is 0.58, 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.

BHP vs. VOO - Performance Comparison

In the year-to-date period, BHP achieves a -2.60% return, which is significantly lower than VOO's 12.39% return. Over the past 10 years, BHP has underperformed VOO with an annualized return of 7.95%, while VOO has yielded a comparatively higher 12.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%2023FebruaryMarchAprilMayJune
-3.26%
8.01%
BHP
VOO

Compare stocks, funds, or ETFs


BHP Group

Vanguard S&P 500 ETF

BHP vs. VOO - Dividend Comparison

BHP's dividend yield for the trailing twelve months is around 13.92%, more than VOO's 1.89% yield.


TTM20222021202020192018201720162015201420132012
BHP
BHP Group
13.92%10.57%12.93%5.26%12.99%8.22%6.43%3.13%17.80%10.47%7.25%6.32%
VOO
Vanguard S&P 500 ETF
1.89%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%

BHP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) 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
BHP
BHP Group
0.15
VOO
Vanguard S&P 500 ETF
0.30

BHP vs. VOO - Sharpe Ratio Comparison

The current BHP Sharpe Ratio is 0.15, which is lower than the VOO Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of BHP and VOO.


-1.00-0.500.000.501.002023FebruaryMarchAprilMayJune
0.15
0.30
BHP
VOO

BHP vs. VOO - Drawdown Comparison

The maximum BHP drawdown for the period was -20.68%, roughly equal to the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for BHP and VOO


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMayJune
-15.16%
-8.59%
BHP
VOO

BHP vs. VOO - Volatility Comparison

BHP Group (BHP) has a higher volatility of 10.75% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BHP'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%2023FebruaryMarchAprilMayJune
10.75%
3.75%
BHP
VOO