CAR vs. VOO
CAR (Avis Budget Group, 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, CAR returned 19.67%/yr vs 15.56%/yr for VOO. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
CAR vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CAR achieves a 35.49% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, CAR has outperformed VOO with an annualized return of 19.67%, while VOO has yielded a comparatively lower 15.56% annualized return.
CAR
- 1D
- 0.86%
- 1M
- 3.31%
- YTD
- 35.49%
- 6M
- 28.96%
- 1Y
- 48.97%
- 3Y*
- 1.53%
- 5Y*
- 16.44%
- 10Y*
- 19.67%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
CAR vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAR Avis Budget Group, Inc. | 35.49% | 59.19% | -54.52% | 13.81% | -20.95% | 455.95% | 15.69% | 43.42% | -48.77% | 19.63% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between CAR and VOO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.51 |
Over the past year, the correlation between CAR and VOO has dropped to 0.21 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
CAR vs. VOO — Risk / Return Rank
CAR
VOO
CAR vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avis Budget Group, Inc. (CAR) 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.
| CAR | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.16 | -2.55 |
| Martin ratioReturn relative to average drawdown | 1.24 | 14.73 | -13.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAR | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.39 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.83 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.87 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.89 | -0.70 |
Drawdowns
CAR vs. VOO - Drawdown Comparison
The maximum CAR drawdown since its inception was -99.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CAR and VOO.
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Drawdown Indicators
| CAR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.28% | -33.99% | -65.29% |
Max Drawdown (1Y)Largest decline over 1 year | -79.59% | -8.90% | -70.69% |
Max Drawdown (3Y)Largest decline over 3 years | -79.59% | -18.69% | -60.90% |
Max Drawdown (5Y)Largest decline over 5 years | -83.65% | -24.52% | -59.13% |
Max Drawdown (10Y)Largest decline over 10 years | -84.55% | -33.99% | -50.56% |
Current DrawdownCurrent decline from peak | -75.65% | -0.70% | -74.95% |
Average DrawdownAverage peak-to-trough decline | -44.51% | -3.69% | -40.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.55% | 1.91% | +37.64% |
Volatility
CAR vs. VOO - Volatility Comparison
Avis Budget Group, Inc. (CAR) has a higher volatility of 15.61% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that CAR'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
| CAR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.61% | 2.84% | +12.77% |
Volatility (6M)Calculated over the trailing 6-month period | 106.39% | 8.90% | +97.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.20% | 11.80% | +88.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.59% | 16.81% | +70.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.72% | 18.01% | +61.71% |
Dividends
CAR vs. VOO - Dividend Comparison
CAR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAR Avis Budget Group, Inc. | 0.00% | 0.00% | 0.00% | 5.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.03% | 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
CAR and VOO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAR has higher volatility (15.61%) compared to VOO (2.84%). In terms of maximum drawdown, CAR dropped -99.28% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.39 vs 0.49), 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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