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

Correlation

The correlation between CBU and VOO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CBU vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.25%
7.47%
CBU
VOO

Key characteristics

Sharpe Ratio

CBU:

1.34

VOO:

1.76

Sortino Ratio

CBU:

2.13

VOO:

2.37

Omega Ratio

CBU:

1.25

VOO:

1.32

Calmar Ratio

CBU:

0.99

VOO:

2.66

Martin Ratio

CBU:

6.51

VOO:

11.10

Ulcer Index

CBU:

6.83%

VOO:

2.02%

Daily Std Dev

CBU:

33.34%

VOO:

12.79%

Max Drawdown

CBU:

-67.43%

VOO:

-33.99%

Current Drawdown

CBU:

-14.00%

VOO:

-2.11%

Returns By Period

The year-to-date returns for both investments are quite close, with CBU having a 2.38% return and VOO slightly higher at 2.40%. Over the past 10 years, CBU has underperformed VOO with an annualized return of 8.97%, while VOO has yielded a comparatively higher 13.03% annualized return.


CBU

YTD

2.38%

1M

-2.65%

6M

4.25%

1Y

47.39%

5Y*

1.42%

10Y*

8.97%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*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

CBU vs. VOO — Risk-Adjusted Performance Rank

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

CBU
The Risk-Adjusted Performance Rank of CBU is 8282
Overall Rank
The Sharpe Ratio Rank of CBU is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CBU is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CBU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CBU is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CBU is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

CBU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Bank System, Inc. (CBU) 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 CBU, currently valued at 1.34, compared to the broader market-2.000.002.001.341.76
The chart of Sortino ratio for CBU, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.006.002.132.37
The chart of Omega ratio for CBU, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.32
The chart of Calmar ratio for CBU, currently valued at 0.99, compared to the broader market0.002.004.006.000.992.66
The chart of Martin ratio for CBU, currently valued at 6.51, compared to the broader market-10.000.0010.0020.0030.006.5111.10
CBU
VOO

The current CBU Sharpe Ratio is 1.34, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of CBU 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.34
1.76
CBU
VOO

Dividends

CBU vs. VOO - Dividend Comparison

CBU's dividend yield for the trailing twelve months is around 2.88%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
CBU
Community Bank System, Inc.
2.88%2.95%3.42%2.76%2.28%2.66%2.23%2.47%2.46%2.04%3.05%3.04%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CBU vs. VOO - Drawdown Comparison

The maximum CBU drawdown since its inception was -67.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CBU and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.00%
-2.11%
CBU
VOO

Volatility

CBU vs. VOO - Volatility Comparison

Community Bank System, Inc. (CBU) has a higher volatility of 6.91% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that CBU'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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.91%
3.38%
CBU
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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