CALM vs. VOO
CALM (Cal-Maine Foods, 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, CALM returned 9.86%/yr vs 15.50%/yr for VOO. At a 0.29 correlation, their price movements are largely independent.
Performance
CALM vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -0.54% return, which is significantly lower than VOO's 9.08% return. Over the past 10 years, CALM has underperformed VOO with an annualized return of 9.86%, while VOO has yielded a comparatively higher 15.50% annualized return.
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
VOO
- 1D
- 0.55%
- 1M
- -0.07%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 24.36%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
CALM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between CALM and VOO is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.29 |
The correlation between CALM and VOO shifts across timeframes, from -0.02 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CALM vs. VOO — Risk / Return Rank
CALM
VOO
CALM vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
| CALM | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.36 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.75 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.56 | 12.42 | -12.98 |
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Drawdowns
CALM vs. VOO - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CALM and VOO.
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Drawdown Indicators
| CALM | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -33.99% | -40.09% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -8.90% | -28.10% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -18.69% | -18.31% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -24.52% | -12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -33.99% | -5.13% |
Current DrawdownCurrent decline from peak | -31.17% | -2.34% | -28.83% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -3.68% | -26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.95% | 1.97% | +21.98% |
Volatility
CALM vs. VOO - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 6.31% compared to Vanguard S&P 500 ETF (VOO) at 4.34%. This indicates that CALM'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.
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Volatility by Period
| CALM | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 4.34% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 9.58% | +10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.03% | 12.27% | +20.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 16.88% | +15.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 18.03% | +13.10% |
Dividends
CALM vs. VOO - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.15%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
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
CALM and VOO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (6.31%) compared to VOO (4.34%). In terms of maximum drawdown, CALM dropped -74.08% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.99 vs -0.41), 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.
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