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

Correlation

The correlation between CAML and VOO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

CAML vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress Large Cap Growth ETF (CAML) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CAML:

0.38

VOO:

0.52

Sortino Ratio

CAML:

0.70

VOO:

0.89

Omega Ratio

CAML:

1.10

VOO:

1.13

Calmar Ratio

CAML:

0.41

VOO:

0.57

Martin Ratio

CAML:

1.47

VOO:

2.18

Ulcer Index

CAML:

5.90%

VOO:

4.85%

Daily Std Dev

CAML:

22.47%

VOO:

19.11%

Max Drawdown

CAML:

-21.06%

VOO:

-33.99%

Current Drawdown

CAML:

-8.09%

VOO:

-7.67%

Returns By Period

In the year-to-date period, CAML achieves a -2.30% return, which is significantly higher than VOO's -3.41% return.


CAML

YTD

-2.30%

1M

9.51%

6M

-5.42%

1Y

7.86%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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CAML vs. VOO - Expense Ratio Comparison

CAML has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

CAML vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAML
The Risk-Adjusted Performance Rank of CAML is 5151
Overall Rank
The Sharpe Ratio Rank of CAML is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of CAML is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CAML is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CAML is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CAML is 5252
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAML vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth ETF (CAML) 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.


The current CAML Sharpe Ratio is 0.38, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CAML 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.


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Dividends

CAML vs. VOO - Dividend Comparison

CAML's dividend yield for the trailing twelve months is around 0.06%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CAML
Congress Large Cap Growth ETF
0.06%0.06%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CAML vs. VOO - Drawdown Comparison

The maximum CAML drawdown since its inception was -21.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CAML and VOO. For additional features, visit the drawdowns tool.


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Volatility

CAML vs. VOO - Volatility Comparison

Congress Large Cap Growth ETF (CAML) has a higher volatility of 7.38% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that CAML'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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