CDUAF vs. VOO
Compare and contrast key facts about Canadian Utilities Limited (CDUAF) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDUAF or VOO.
Performance
CDUAF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CDUAF achieves a 8.67% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, CDUAF has underperformed VOO with an annualized return of 1.02%, while VOO has yielded a comparatively higher 13.12% annualized return.
CDUAF
8.67%
-6.21%
9.33%
14.36%
1.33%
1.02%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| CDUAF | VOO | |
|---|---|---|
| Sharpe Ratio | 0.93 | 2.64 |
| Sortino Ratio | 1.44 | 3.53 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 0.63 | 3.81 |
| Martin Ratio | 3.50 | 17.34 |
| Ulcer Index | 4.96% | 1.86% |
| Daily Std Dev | 18.39% | 12.20% |
| Max Drawdown | -47.92% | -33.99% |
| Current Drawdown | -13.03% | -2.16% |
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Correlation
The correlation between CDUAF and VOO is 0.20, 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.
Risk-Adjusted Performance
CDUAF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) 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.
Dividends
CDUAF vs. VOO - Dividend Comparison
CDUAF's dividend yield for the trailing twelve months is around 5.35%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDUAF Canadian Utilities Limited | 5.35% | 5.53% | 5.03% | 4.85% | 5.32% | 4.24% | 4.15% | 3.95% | 3.61% | 4.11% | 2.73% | 4.28% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CDUAF vs. VOO - Drawdown Comparison
The maximum CDUAF drawdown since its inception was -47.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CDUAF and VOO. For additional features, visit the drawdowns tool.
Volatility
CDUAF vs. VOO - Volatility Comparison
Canadian Utilities Limited (CDUAF) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.00% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.