BT-A.L vs. VOO
Compare and contrast key facts about BT Group plc (BT-A.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: BT-A.L or VOO.
Key characteristics
| BT-A.L | VOO | |
|---|---|---|
| YTD Return | -14.24% | 9.82% |
| 1Y Return | -26.84% | 28.01% |
| 3Y Return (Ann) | -10.85% | 9.24% |
| 5Y Return (Ann) | -8.82% | 14.47% |
| 10Y Return (Ann) | -7.98% | 12.71% |
| Sharpe Ratio | -1.00 | 2.47 |
| Daily Std Dev | 25.83% | 11.57% |
| Max Drawdown | -90.01% | -33.99% |
| Current Drawdown | -72.73% | -0.66% |
Correlation
The correlation between BT-A.L and VOO is 0.31, 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
BT-A.L vs. VOO - Performance Comparison
In the year-to-date period, BT-A.L achieves a -14.24% return, which is significantly lower than VOO's 9.82% return. Over the past 10 years, BT-A.L has underperformed VOO with an annualized return of -7.98%, while VOO has yielded a comparatively higher 12.71% 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
BT-A.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.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
BT-A.L vs. VOO - Dividend Comparison
BT-A.L's dividend yield for the trailing twelve months is around 0.07%, less than VOO's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BT-A.L BT Group plc | 0.07% | 0.06% | 0.07% | 0.01% | 0.00% | 0.08% | 0.06% | 0.06% | 0.04% | 0.03% | 0.03% | 0.03% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BT-A.L vs. VOO - Drawdown Comparison
The maximum BT-A.L drawdown since its inception was -90.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BT-A.L and VOO. For additional features, visit the drawdowns tool.
Volatility
BT-A.L vs. VOO - Volatility Comparison
BT Group plc (BT-A.L) has a higher volatility of 6.30% compared to Vanguard S&P 500 ETF (VOO) at 3.98%. This indicates that BT-A.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.