CFR vs. VOO
Compare and contrast key facts about Cullen/Frost Bankers, Inc. (CFR) 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: CFR or VOO.
Key characteristics
| CFR | VOO | |
|---|---|---|
| YTD Return | 33.38% | 26.88% |
| 1Y Return | 55.72% | 37.59% |
| 3Y Return (Ann) | 5.14% | 10.23% |
| 5Y Return (Ann) | 12.02% | 15.93% |
| 10Y Return (Ann) | 9.00% | 13.41% |
| Sharpe Ratio | 1.95 | 3.06 |
| Sortino Ratio | 2.81 | 4.08 |
| Omega Ratio | 1.34 | 1.58 |
| Calmar Ratio | 1.46 | 4.43 |
| Martin Ratio | 7.71 | 20.25 |
| Ulcer Index | 7.40% | 1.85% |
| Daily Std Dev | 29.33% | 12.23% |
| Max Drawdown | -56.86% | -33.99% |
| Current Drawdown | -5.05% | -0.30% |
Correlation
The correlation between CFR and VOO is 0.57, 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.
Performance
CFR vs. VOO - Performance Comparison
In the year-to-date period, CFR achieves a 33.38% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, CFR has underperformed VOO with an annualized return of 9.00%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) 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
CFR vs. VOO - Dividend Comparison
CFR's dividend yield for the trailing twelve months is around 2.63%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.63% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% | 2.87% | 2.66% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CFR vs. VOO - Drawdown Comparison
The maximum CFR drawdown since its inception was -56.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CFR and VOO. For additional features, visit the drawdowns tool.
Volatility
CFR vs. VOO - Volatility Comparison
Cullen/Frost Bankers, Inc. (CFR) has a higher volatility of 14.75% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that CFR'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.