CECO vs. VOO
Compare and contrast key facts about CECO Environmental Corp. (CECO) 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: CECO or VOO.
Performance
CECO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CECO achieves a 48.92% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, CECO has underperformed VOO with an annualized return of 8.70%, while VOO has yielded a comparatively higher 13.18% annualized return.
CECO
48.92%
15.36%
21.43%
51.68%
31.18%
8.70%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| CECO | VOO | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.70 |
| Sortino Ratio | 1.52 | 3.60 |
| Omega Ratio | 1.23 | 1.50 |
| Calmar Ratio | 1.90 | 3.90 |
| Martin Ratio | 5.77 | 17.65 |
| Ulcer Index | 8.92% | 1.86% |
| Daily Std Dev | 47.75% | 12.19% |
| Max Drawdown | -90.63% | -33.99% |
| Current Drawdown | -2.36% | -0.86% |
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Correlation
The correlation between CECO 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.
Risk-Adjusted Performance
CECO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CECO Environmental Corp. (CECO) 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
CECO vs. VOO - Dividend Comparison
CECO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CECO CECO Environmental Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.39% | 1.89% | 3.44% | 1.48% | 1.24% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CECO vs. VOO - Drawdown Comparison
The maximum CECO drawdown since its inception was -90.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CECO and VOO. For additional features, visit the drawdowns tool.
Volatility
CECO vs. VOO - Volatility Comparison
CECO Environmental Corp. (CECO) has a higher volatility of 22.78% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that CECO'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.