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

Performance

BKNG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Booking Holdings Inc. (BKNG) 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%30.00%JuneJulyAugustSeptemberOctoberNovember
30.72%
12.17%
BKNG
VOO

Returns By Period

In the year-to-date period, BKNG achieves a 41.32% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, BKNG has outperformed VOO with an annualized return of 15.89%, while VOO has yielded a comparatively lower 13.15% annualized return.


BKNG

YTD

41.32%

1M

14.39%

6M

30.81%

1Y

58.74%

5Y (annualized)

21.83%

10Y (annualized)

15.89%

VOO

YTD

25.48%

1M

0.99%

6M

11.84%

1Y

31.84%

5Y (annualized)

15.62%

10Y (annualized)

13.15%

Key characteristics


BKNGVOO
Sharpe Ratio2.342.69
Sortino Ratio2.673.59
Omega Ratio1.431.50
Calmar Ratio3.033.89
Martin Ratio9.4517.64
Ulcer Index6.34%1.86%
Daily Std Dev25.54%12.20%
Max Drawdown-99.32%-33.99%
Current Drawdown-1.75%-1.40%

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Correlation

-0.50.00.51.00.6

The correlation between BKNG and VOO is 0.59, 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.

Risk-Adjusted Performance

BKNG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booking Holdings Inc. (BKNG) 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 BKNG, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.342.69
The chart of Sortino ratio for BKNG, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.673.59
The chart of Omega ratio for BKNG, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.50
The chart of Calmar ratio for BKNG, currently valued at 3.03, compared to the broader market0.002.004.006.003.033.89
The chart of Martin ratio for BKNG, currently valued at 9.45, compared to the broader market-10.000.0010.0020.0030.009.4517.64
BKNG
VOO

The current BKNG Sharpe Ratio is 2.34, which is comparable to the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of BKNG 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.34
2.69
BKNG
VOO

Dividends

BKNG vs. VOO - Dividend Comparison

BKNG's dividend yield for the trailing twelve months is around 0.53%, less than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
BKNG
Booking Holdings Inc.
0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

BKNG vs. VOO - Drawdown Comparison

The maximum BKNG drawdown since its inception was -99.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BKNG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.75%
-1.40%
BKNG
VOO

Volatility

BKNG vs. VOO - Volatility Comparison

Booking Holdings Inc. (BKNG) has a higher volatility of 6.91% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that BKNG'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%JuneJulyAugustSeptemberOctoberNovember
6.91%
4.10%
BKNG
VOO