BRN vs. VOO

Last updated Jun 24, 2026

BRN (Barnwell Industries, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BRN returned -2.40%/yr vs 15.61%/yr for VOO. At a 0.08 correlation, their price movements are largely independent.

Performance

BRN vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, BRN achieves a -7.21% return, which is significantly lower than VOO's 8.19% return. Over the past 10 years, BRN has underperformed VOO with an annualized return of -2.40%, while VOO has yielded a comparatively higher 15.61% annualized return.

BRN

• 1D: 0.98%
• 1M: -7.21%
• YTD: -7.21%
• 6M: -11.97%
• 1Y: -28.97%
• 3Y*: -25.84%
• 5Y*: -20.62%
• 10Y*: -2.40%

VOO

• 1D: -1.42%
• 1M: -1.34%
• YTD: 8.19%
• 6M: 7.24%
• 1Y: 23.69%
• 3Y*: 20.78%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRN vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRN Barnwell Industries, Inc.	-7.21%	-26.49%	-37.86%	-16.37%	2.66%	129.13%	23.30%	-22.56%	-36.06%	26.83%
VOO Vanguard S&P 500 ETF	8.19%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between BRN and VOO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.08

The correlation between BRN and VOO shifts across timeframes, from -0.07 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BRN vs. VOO — Risk / Return Rank

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

BRN

BRN Risk / Return Rank: 16
BRN Sharpe Ratio Rank: 21
BRN Sortino Ratio Rank: 23
BRN Omega Ratio Rank: 24
BRN Calmar Ratio Rank: 7
BRN Martin Ratio Rank: 3

VOO

VOO Risk / Return Rank: 59
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 56
VOO Omega Ratio Rank: 58
VOO Calmar Ratio Rank: 56
VOO Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRN vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barnwell Industries, Inc. (BRN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BRN	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	1.91	-2.40
Sortino ratio: Return per unit of downside risk	-0.40	2.60	-3.00
Omega ratio: Gain probability vs. loss probability	0.95	1.35	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.89	2.67	-3.56
Martin ratio: Return relative to average drawdown	-1.71	11.96	-13.67

BRN vs. VOO - Sharpe Ratio Comparison

The current BRN Sharpe Ratio is -0.49, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BRN and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BRN vs. VOO - Drawdown Comparison

The maximum BRN drawdown since its inception was -98.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRN and VOO.

Drawdown Indicators

	BRN	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-98.80%	-33.99%	-64.81%
Max Drawdown (1Y) Largest decline over 1 year	-32.71%	-8.90%	-23.81%
Max Drawdown (3Y) Largest decline over 3 years	-68.41%	-18.69%	-49.72%
Max Drawdown (5Y) Largest decline over 5 years	-80.36%	-24.52%	-55.84%
Max Drawdown (10Y) Largest decline over 10 years	-88.01%	-33.99%	-54.02%
Current Drawdown Current decline from peak	-96.04%	-3.14%	-92.90%
Average Drawdown Average peak-to-trough decline	-58.85%	-3.68%	-55.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.94%	1.99%	+19.95%

Volatility

BRN vs. VOO - Volatility Comparison

Barnwell Industries, Inc. (BRN) has a higher volatility of 10.36% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that BRN'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.

Volatility by Period

	BRN	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.36%	4.83%	+5.53%
Volatility (6M) Calculated over the trailing 6-month period	44.28%	9.82%	+34.46%
Volatility (1Y) Calculated over the trailing 1-year period	59.69%	12.46%	+47.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.77%	16.91%	+46.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	112.92%	18.02%	+94.90%

Dividends

BRN vs. VOO - Dividend Comparison

BRN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRN Barnwell Industries, Inc.	0.00%	0.00%	0.00%	1.85%	1.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both BRN and VOO in my portfolio?

BRN and VOO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRN or VOO?

BRN has higher volatility (10.36%) compared to VOO (4.83%). In terms of maximum drawdown, BRN dropped -98.80% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.91 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.