CACI vs. VOO
Compare and contrast key facts about CACI International Inc (CACI) 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: CACI or VOO.
Key characteristics
| CACI | VOO | |
|---|---|---|
| YTD Return | 67.47% | 26.94% |
| 1Y Return | 64.62% | 35.06% |
| 3Y Return (Ann) | 24.34% | 10.23% |
| 5Y Return (Ann) | 18.56% | 15.77% |
| 10Y Return (Ann) | 20.25% | 13.41% |
| Sharpe Ratio | 3.48 | 3.08 |
| Sortino Ratio | 4.57 | 4.09 |
| Omega Ratio | 1.63 | 1.58 |
| Calmar Ratio | 5.42 | 4.46 |
| Martin Ratio | 32.48 | 20.36 |
| Ulcer Index | 2.03% | 1.85% |
| Daily Std Dev | 18.98% | 12.23% |
| Max Drawdown | -90.90% | -33.99% |
| Current Drawdown | -5.25% | -0.25% |
Correlation
The correlation between CACI and VOO is 0.54, 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.
Performance
CACI vs. VOO - Performance Comparison
In the year-to-date period, CACI achieves a 67.47% return, which is significantly higher than VOO's 26.94% return. Over the past 10 years, CACI has outperformed VOO with an annualized return of 20.25%, while VOO has yielded a comparatively lower 13.41% 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
CACI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) 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
CACI vs. VOO - Dividend Comparison
CACI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CACI CACI International Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CACI vs. VOO - Drawdown Comparison
The maximum CACI drawdown since its inception was -90.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CACI and VOO. For additional features, visit the drawdowns tool.
Volatility
CACI vs. VOO - Volatility Comparison
CACI International Inc (CACI) has a higher volatility of 8.67% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that CACI'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.