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

Correlation

The correlation between CHCO and VOO is 0.51, 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

CHCO vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CHCO:

0.75

VOO:

0.60

Sortino Ratio

CHCO:

1.24

VOO:

0.88

Omega Ratio

CHCO:

1.15

VOO:

1.13

Calmar Ratio

CHCO:

0.97

VOO:

0.56

Martin Ratio

CHCO:

2.12

VOO:

2.13

Ulcer Index

CHCO:

8.43%

VOO:

4.91%

Daily Std Dev

CHCO:

26.40%

VOO:

19.46%

Max Drawdown

CHCO:

-89.15%

VOO:

-33.99%

Current Drawdown

CHCO:

-10.83%

VOO:

-5.22%

Returns By Period

In the year-to-date period, CHCO achieves a 1.12% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, CHCO has outperformed VOO with an annualized return of 13.50%, while VOO has yielded a comparatively lower 12.64% annualized return.


CHCO

YTD

1.12%

1M

0.87%

6M

-9.09%

1Y

19.66%

3Y*

16.71%

5Y*

18.27%

10Y*

13.50%

VOO

YTD

-0.85%

1M

8.20%

6M

-2.10%

1Y

11.60%

3Y*

15.45%

5Y*

16.18%

10Y*

12.64%

*Annualized

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City Holding Company

Vanguard S&P 500 ETF

Risk-Adjusted Performance

CHCO vs. VOO — Risk-Adjusted Performance Rank

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

CHCO
The Risk-Adjusted Performance Rank of CHCO is 7575
Overall Rank
The Sharpe Ratio Rank of CHCO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CHCO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of CHCO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CHCO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CHCO is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6262
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.

CHCO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for City Holding Company (CHCO) 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 CHCO Sharpe Ratio is 0.75, which is comparable to the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CHCO 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.


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Dividends

CHCO vs. VOO - Dividend Comparison

CHCO's dividend yield for the trailing twelve months is around 2.61%, more than VOO's 1.31% yield.


TTM20242023202220212020201920182017201620152014
CHCO
City Holding Company
2.61%2.48%2.42%2.63%2.84%3.28%2.64%2.83%2.59%2.53%3.64%3.37%
VOO
Vanguard S&P 500 ETF
1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CHCO vs. VOO - Drawdown Comparison

The maximum CHCO drawdown since its inception was -89.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHCO and VOO. For additional features, visit the drawdowns tool.


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Volatility

CHCO vs. VOO - Volatility Comparison

City Holding Company (CHCO) has a higher volatility of 5.23% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that CHCO'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.


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