PortfoliosLab logo
CASH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CASH and VOO is 0.39, 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.


Performance

CASH vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CASH:

1.72

VOO:

0.52

Sortino Ratio

CASH:

2.44

VOO:

0.89

Omega Ratio

CASH:

1.32

VOO:

1.13

Calmar Ratio

CASH:

2.57

VOO:

0.57

Martin Ratio

CASH:

6.74

VOO:

2.18

Ulcer Index

CASH:

7.89%

VOO:

4.85%

Daily Std Dev

CASH:

31.15%

VOO:

19.11%

Max Drawdown

CASH:

-83.66%

VOO:

-33.99%

Current Drawdown

CASH:

-2.95%

VOO:

-7.67%

Returns By Period

In the year-to-date period, CASH achieves a 11.86% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, CASH has outperformed VOO with an annualized return of 20.78%, while VOO has yielded a comparatively lower 12.42% annualized return.


CASH

YTD

11.86%

1M

22.40%

6M

3.93%

1Y

52.85%

5Y*

40.89%

10Y*

20.78%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CASH vs. VOO — Risk-Adjusted Performance Rank

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

CASH
The Risk-Adjusted Performance Rank of CASH is 9292
Overall Rank
The Sharpe Ratio Rank of CASH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CASH is 9191
Sortino Ratio Rank
The Omega Ratio Rank of CASH is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CASH is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CASH is 9191
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.

CASH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Financial Group, Inc. (CASH) 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 CASH Sharpe Ratio is 1.72, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CASH 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.


Loading data...

Dividends

CASH vs. VOO - Dividend Comparison

CASH's dividend yield for the trailing twelve months is around 0.24%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CASH
Meta Financial Group, Inc.
0.24%0.27%0.38%0.46%0.34%0.55%0.55%0.96%0.56%0.88%1.13%1.48%
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

CASH vs. VOO - Drawdown Comparison

The maximum CASH drawdown since its inception was -83.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CASH and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CASH vs. VOO - Volatility Comparison

Meta Financial Group, Inc. (CASH) has a higher volatility of 9.99% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that CASH'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.


Loading data...