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BRIG.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRIG.L and VOO is 0.23, 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.


-0.50.00.51.00.2

Performance

BRIG.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Income and Growth Investment Trust plc (BRIG.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.18%
9.33%
BRIG.L
VOO

Key characteristics

Sharpe Ratio

BRIG.L:

0.89

VOO:

1.89

Sortino Ratio

BRIG.L:

1.47

VOO:

2.54

Omega Ratio

BRIG.L:

1.22

VOO:

1.35

Calmar Ratio

BRIG.L:

2.06

VOO:

2.83

Martin Ratio

BRIG.L:

4.56

VOO:

11.83

Ulcer Index

BRIG.L:

4.18%

VOO:

2.02%

Daily Std Dev

BRIG.L:

21.35%

VOO:

12.66%

Max Drawdown

BRIG.L:

-59.17%

VOO:

-33.99%

Current Drawdown

BRIG.L:

-2.39%

VOO:

-0.42%

Returns By Period

In the year-to-date period, BRIG.L achieves a 6.08% return, which is significantly higher than VOO's 4.17% return. Over the past 10 years, BRIG.L has underperformed VOO with an annualized return of 4.86%, while VOO has yielded a comparatively higher 13.26% annualized return.


BRIG.L

YTD

6.08%

1M

4.49%

6M

4.49%

1Y

19.03%

5Y*

4.12%

10Y*

4.86%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

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Risk-Adjusted Performance

BRIG.L vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRIG.L
The Risk-Adjusted Performance Rank of BRIG.L is 7777
Overall Rank
The Sharpe Ratio Rank of BRIG.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BRIG.L is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BRIG.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BRIG.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BRIG.L is 7979
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRIG.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income and Growth Investment Trust plc (BRIG.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.


Sharpe ratio
The chart of Sharpe ratio for BRIG.L, currently valued at 0.81, compared to the broader market-2.000.002.000.811.78
The chart of Sortino ratio for BRIG.L, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.352.39
The chart of Omega ratio for BRIG.L, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.33
The chart of Calmar ratio for BRIG.L, currently valued at 1.35, compared to the broader market0.002.004.006.001.352.63
The chart of Martin ratio for BRIG.L, currently valued at 3.24, compared to the broader market-10.000.0010.0020.0030.003.2410.97
BRIG.L
VOO

The current BRIG.L Sharpe Ratio is 0.89, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of BRIG.L 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.81
1.78
BRIG.L
VOO

Dividends

BRIG.L vs. VOO - Dividend Comparison

BRIG.L's dividend yield for the trailing twelve months is around 372.55%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
BRIG.L
BlackRock Income and Growth Investment Trust plc
372.55%380.71%390.37%376.96%381.96%419.83%338.16%375.00%305.49%317.04%315.09%324.32%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BRIG.L vs. VOO - Drawdown Comparison

The maximum BRIG.L drawdown since its inception was -59.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRIG.L and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.79%
-0.42%
BRIG.L
VOO

Volatility

BRIG.L vs. VOO - Volatility Comparison

BlackRock Income and Growth Investment Trust plc (BRIG.L) has a higher volatility of 9.25% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that BRIG.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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.25%
2.89%
BRIG.L
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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