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BLK vs. VOO

Last updated Jun 3, 2023

Compare and contrast key facts about BlackRock, Inc. (BLK) 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: BLK or VOO.

Key characteristics


BLKVOO
YTD Return-3.08%12.39%
1Y Return2.21%4.30%
5Y Return (Ann)7.58%11.31%
10Y Return (Ann)12.25%12.23%
Sharpe Ratio0.190.30
Daily Std Dev33.61%20.94%
Max Drawdown-60.36%-33.99%

Correlation

0.76
-1.001.00

The correlation between BLK and VOO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

BLK vs. VOO - Performance Comparison

In the year-to-date period, BLK achieves a -3.08% return, which is significantly lower than VOO's 12.39% return. Both investments have delivered pretty close results over the past 10 years, with BLK having a 12.25% annualized return and VOO not far behind at 12.23%. 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%2023FebruaryMarchAprilMayJune
-2.98%
8.01%
BLK
VOO

Compare stocks, funds, or ETFs


BlackRock, Inc.

Vanguard S&P 500 ETF

BLK vs. VOO - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 3.60%, more than VOO's 1.89% yield.


TTM20222021202020192018201720162015201420132012
BLK
BlackRock, Inc.
3.60%2.77%1.87%2.13%2.84%3.42%2.23%2.82%3.08%2.66%2.68%3.76%
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%

BLK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) 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
BLK
BlackRock, Inc.
0.19
VOO
Vanguard S&P 500 ETF
0.30

BLK vs. VOO - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 0.19, which is lower than the VOO Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of BLK and VOO.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
0.19
0.30
BLK
VOO

BLK vs. VOO - Drawdown Comparison

The maximum BLK drawdown for the period was -32.97%, lower than the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for BLK and VOO


-30.00%-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-26.96%
-8.59%
BLK
VOO

BLK vs. VOO - Volatility Comparison

BlackRock, Inc. (BLK) has a higher volatility of 7.11% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BLK'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%16.00%2023FebruaryMarchAprilMayJune
7.11%
3.75%
BLK
VOO