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

Correlation

The correlation between BTI and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

BTI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
130.79%
602.93%
BTI
VOO

Key characteristics

Sharpe Ratio

BTI:

2.23

VOO:

2.25

Sortino Ratio

BTI:

3.19

VOO:

2.98

Omega Ratio

BTI:

1.42

VOO:

1.42

Calmar Ratio

BTI:

1.02

VOO:

3.31

Martin Ratio

BTI:

8.87

VOO:

14.77

Ulcer Index

BTI:

4.22%

VOO:

1.90%

Daily Std Dev

BTI:

16.83%

VOO:

12.46%

Max Drawdown

BTI:

-63.57%

VOO:

-33.99%

Current Drawdown

BTI:

-13.65%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BTI achieves a 35.11% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, BTI has underperformed VOO with an annualized return of 2.52%, while VOO has yielded a comparatively higher 13.08% annualized return.


BTI

YTD

35.11%

1M

-0.26%

6M

21.87%

1Y

36.08%

5Y*

5.35%

10Y*

2.52%

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

BTI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) 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 BTI, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.232.25
The chart of Sortino ratio for BTI, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.192.98
The chart of Omega ratio for BTI, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.42
The chart of Calmar ratio for BTI, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.31
The chart of Martin ratio for BTI, currently valued at 8.87, compared to the broader market-5.000.005.0010.0015.0020.0025.008.8714.77
BTI
VOO

The current BTI Sharpe Ratio is 2.23, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BTI 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.23
2.25
BTI
VOO

Dividends

BTI vs. VOO - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 8.18%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BTI
British American Tobacco p.l.c.
8.18%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%
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

BTI vs. VOO - Drawdown Comparison

The maximum BTI drawdown since its inception was -63.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BTI and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.65%
-2.47%
BTI
VOO

Volatility

BTI vs. VOO - Volatility Comparison

The current volatility for British American Tobacco p.l.c. (BTI) is 3.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that BTI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.44%
3.75%
BTI
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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