BLK vs. VOO
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
| BLK | VOO | |
|---|---|---|
| YTD Return | -3.08% | 12.39% |
| 1Y Return | 2.21% | 4.30% |
| 5Y Return (Ann) | 7.58% | 11.31% |
| 10Y Return (Ann) | 12.25% | 12.23% |
| Sharpe Ratio | 0.19 | 0.30 |
| Daily Std Dev | 33.61% | 20.94% |
| Max Drawdown | -60.36% | -33.99% |
Correlation
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.
Compare stocks, funds, or ETFs
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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BLK BlackRock, Inc. | 0.19 | ||||
VOO Vanguard S&P 500 ETF | 0.30 |
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
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.