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

Performance

BIG vs. VOO - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-97.10%
11.73%
BIG
VOO

Returns By Period


BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

25.02%

1M

0.63%

6M

11.74%

1Y

32.35%

5Y (annualized)

15.50%

10Y (annualized)

13.11%

Key characteristics


BIGVOO

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Correlation

-0.50.00.51.00.4

The correlation between BIG and VOO is 0.37, 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.

Risk-Adjusted Performance

BIG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Lots, Inc. (BIG) 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 BIG, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.692.67
The chart of Sortino ratio for BIG, currently valued at -1.91, compared to the broader market-4.00-2.000.002.004.00-1.913.56
The chart of Omega ratio for BIG, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.50
The chart of Calmar ratio for BIG, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.983.85
The chart of Martin ratio for BIG, currently valued at -1.42, compared to the broader market-10.000.0010.0020.0030.00-1.4217.51
BIG
VOO

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.69
2.67
BIG
VOO

Dividends

BIG vs. VOO - Dividend Comparison

BIG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
BIG
Big Lots, Inc.
0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BIG vs. VOO - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.84%
-1.76%
BIG
VOO

Volatility

BIG vs. VOO - Volatility Comparison

The current volatility for Big Lots, Inc. (BIG) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that BIG experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember0
4.09%
BIG
VOO