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

Correlation

The correlation between BRC and VOO is 0.55, 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.


-0.50.00.51.00.6

Performance

BRC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brady Corporation (BRC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
271.08%
602.93%
BRC
VOO

Key characteristics

Sharpe Ratio

BRC:

1.25

VOO:

2.25

Sortino Ratio

BRC:

2.01

VOO:

2.98

Omega Ratio

BRC:

1.26

VOO:

1.42

Calmar Ratio

BRC:

2.88

VOO:

3.31

Martin Ratio

BRC:

7.33

VOO:

14.77

Ulcer Index

BRC:

3.91%

VOO:

1.90%

Daily Std Dev

BRC:

22.86%

VOO:

12.46%

Max Drawdown

BRC:

-65.62%

VOO:

-33.99%

Current Drawdown

BRC:

-3.49%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BRC achieves a 28.18% return, which is significantly higher than VOO's 26.02% return. Both investments have delivered pretty close results over the past 10 years, with BRC having a 12.92% annualized return and VOO not far ahead at 13.08%.


BRC

YTD

28.18%

1M

4.78%

6M

12.76%

1Y

26.86%

5Y*

7.08%

10Y*

12.92%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

BRC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brady Corporation (BRC) 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 BRC, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.252.25
The chart of Sortino ratio for BRC, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.012.98
The chart of Omega ratio for BRC, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.42
The chart of Calmar ratio for BRC, currently valued at 2.88, compared to the broader market0.002.004.006.002.883.31
The chart of Martin ratio for BRC, currently valued at 7.33, compared to the broader market-5.000.005.0010.0015.0020.0025.007.3314.77
BRC
VOO

The current BRC Sharpe Ratio is 1.25, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BRC 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.25
2.25
BRC
VOO

Dividends

BRC vs. VOO - Dividend Comparison

BRC's dividend yield for the trailing twelve months is around 1.27%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BRC
Brady Corporation
1.27%1.58%1.92%1.64%1.65%1.50%1.93%2.17%2.17%3.49%2.87%2.47%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BRC vs. VOO - Drawdown Comparison

The maximum BRC drawdown since its inception was -65.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRC and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.49%
-2.47%
BRC
VOO

Volatility

BRC vs. VOO - Volatility Comparison

Brady Corporation (BRC) has a higher volatility of 7.44% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BRC'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%JulyAugustSeptemberOctoberNovemberDecember
7.44%
3.75%
BRC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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