BRBY.L vs. VOO
Compare and contrast key facts about Burberry Group plc (BRBY.L) 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: BRBY.L or VOO.
Key characteristics
| BRBY.L | VOO | |
|---|---|---|
| YTD Return | -19.88% | 6.68% |
| 1Y Return | -55.59% | 26.39% |
| 3Y Return (Ann) | -15.79% | 8.30% |
| 5Y Return (Ann) | -8.74% | 13.39% |
| 10Y Return (Ann) | -0.22% | 12.59% |
| Sharpe Ratio | -1.88 | 2.06 |
| Daily Std Dev | 29.50% | 11.84% |
| Max Drawdown | -76.95% | -33.99% |
| Current Drawdown | -55.59% | -3.50% |
Correlation
The correlation between BRBY.L 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.
Performance
BRBY.L vs. VOO - Performance Comparison
In the year-to-date period, BRBY.L achieves a -19.88% return, which is significantly lower than VOO's 6.68% return. Over the past 10 years, BRBY.L has underperformed VOO with an annualized return of -0.22%, while VOO has yielded a comparatively higher 12.59% 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
BRBY.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Burberry Group plc (BRBY.L) 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
BRBY.L vs. VOO - Dividend Comparison
BRBY.L's dividend yield for the trailing twelve months is around 0.06%, less than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRBY.L Burberry Group plc | 0.06% | 0.04% | 0.03% | 0.03% | 0.00% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.02% | 0.02% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BRBY.L vs. VOO - Drawdown Comparison
The maximum BRBY.L drawdown since its inception was -76.95%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRBY.L and VOO. For additional features, visit the drawdowns tool.
Volatility
BRBY.L vs. VOO - Volatility Comparison
Burberry Group plc (BRBY.L) has a higher volatility of 8.01% compared to Vanguard S&P 500 ETF (VOO) at 3.55%. This indicates that BRBY.L'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.