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

Correlation

The correlation between CAPL and VOO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CAPL vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.48%
10.43%
CAPL
VOO

Key characteristics

Sharpe Ratio

CAPL:

0.11

VOO:

2.22

Sortino Ratio

CAPL:

0.31

VOO:

2.95

Omega Ratio

CAPL:

1.04

VOO:

1.42

Calmar Ratio

CAPL:

0.15

VOO:

3.27

Martin Ratio

CAPL:

0.30

VOO:

14.57

Ulcer Index

CAPL:

8.45%

VOO:

1.90%

Daily Std Dev

CAPL:

22.14%

VOO:

12.47%

Max Drawdown

CAPL:

-69.31%

VOO:

-33.99%

Current Drawdown

CAPL:

-2.84%

VOO:

-1.77%

Returns By Period

In the year-to-date period, CAPL achieves a 4.24% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, CAPL has underperformed VOO with an annualized return of 4.96%, while VOO has yielded a comparatively higher 13.12% annualized return.


CAPL

YTD

4.24%

1M

6.20%

6M

10.48%

1Y

5.58%

5Y*

15.16%

10Y*

4.96%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

CAPL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossAmerica Partners LP (CAPL) 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 CAPL, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.112.22
The chart of Sortino ratio for CAPL, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.312.95
The chart of Omega ratio for CAPL, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.42
The chart of Calmar ratio for CAPL, currently valued at 0.15, compared to the broader market0.002.004.006.000.153.27
The chart of Martin ratio for CAPL, currently valued at 0.30, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3014.57
CAPL
VOO

The current CAPL Sharpe Ratio is 0.11, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CAPL 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
0.11
2.22
CAPL
VOO

Dividends

CAPL vs. VOO - Dividend Comparison

CAPL's dividend yield for the trailing twelve months is around 9.73%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
CAPL
CrossAmerica Partners LP
9.73%9.21%10.59%11.02%12.23%11.63%15.56%10.45%9.54%8.61%5.17%6.04%
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

CAPL vs. VOO - Drawdown Comparison

The maximum CAPL drawdown since its inception was -69.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CAPL and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.84%
-1.77%
CAPL
VOO

Volatility

CAPL vs. VOO - Volatility Comparison

CrossAmerica Partners LP (CAPL) has a higher volatility of 6.12% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that CAPL'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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.12%
3.78%
CAPL
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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