BNR.DE vs. VOO
Compare and contrast key facts about Brenntag SE (BNR.DE) 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: BNR.DE or VOO.
Key characteristics
BNR.DE | VOO | |
---|---|---|
YTD Return | -16.13% | 11.61% |
1Y Return | -4.41% | 29.33% |
3Y Return (Ann) | -0.61% | 10.04% |
5Y Return (Ann) | 11.58% | 15.01% |
10Y Return (Ann) | 6.76% | 12.96% |
Sharpe Ratio | -0.23 | 2.66 |
Daily Std Dev | 19.45% | 11.60% |
Max Drawdown | -43.90% | -33.99% |
Current Drawdown | -18.70% | -0.19% |
Correlation
The correlation between BNR.DE and VOO is 0.40, 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.
Performance
BNR.DE vs. VOO - Performance Comparison
In the year-to-date period, BNR.DE achieves a -16.13% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, BNR.DE has underperformed VOO with an annualized return of 6.76%, while VOO has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BNR.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brenntag SE (BNR.DE) 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.
Dividends
BNR.DE vs. VOO - Dividend Comparison
BNR.DE's dividend yield for the trailing twelve months is around 2.87%, more than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Brenntag SE | 2.87% | 2.40% | 2.43% | 1.70% | 1.97% | 2.48% | 2.92% | 1.99% | 1.89% | 1.86% | 1.86% | 1.78% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BNR.DE vs. VOO - Drawdown Comparison
The maximum BNR.DE drawdown since its inception was -43.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BNR.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
BNR.DE vs. VOO - Volatility Comparison
Brenntag SE (BNR.DE) has a higher volatility of 9.42% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that BNR.DE'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.