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

Correlation

The correlation between BUD and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

BUD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anheuser-Busch InBev SA/NV (BUD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
19.43%
602.93%
BUD
VOO

Key characteristics

Sharpe Ratio

BUD:

-0.92

VOO:

2.25

Sortino Ratio

BUD:

-1.22

VOO:

2.98

Omega Ratio

BUD:

0.85

VOO:

1.42

Calmar Ratio

BUD:

-0.34

VOO:

3.31

Martin Ratio

BUD:

-1.88

VOO:

14.77

Ulcer Index

BUD:

10.11%

VOO:

1.90%

Daily Std Dev

BUD:

20.57%

VOO:

12.46%

Max Drawdown

BUD:

-71.10%

VOO:

-33.99%

Current Drawdown

BUD:

-56.49%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BUD achieves a -21.14% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, BUD has underperformed VOO with an annualized return of -6.27%, while VOO has yielded a comparatively higher 13.08% annualized return.


BUD

YTD

-21.14%

1M

-9.04%

6M

-14.98%

1Y

-19.91%

5Y*

-8.39%

10Y*

-6.27%

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

BUD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (BUD) 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 BUD, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.922.25
The chart of Sortino ratio for BUD, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.222.98
The chart of Omega ratio for BUD, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.42
The chart of Calmar ratio for BUD, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.31
The chart of Martin ratio for BUD, currently valued at -1.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.8814.77
BUD
VOO

The current BUD Sharpe Ratio is -0.92, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BUD 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
2.25
BUD
VOO

Dividends

BUD vs. VOO - Dividend Comparison

BUD's dividend yield for the trailing twelve months is around 1.75%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BUD
Anheuser-Busch InBev SA/NV
1.75%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%2.35%
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

BUD vs. VOO - Drawdown Comparison

The maximum BUD drawdown since its inception was -71.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BUD and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.49%
-2.47%
BUD
VOO

Volatility

BUD vs. VOO - Volatility Comparison

Anheuser-Busch InBev SA/NV (BUD) has a higher volatility of 5.17% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BUD'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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
3.75%
BUD
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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