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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.

500.00%550.00%600.00%650.00%December2025FebruaryMarchAprilMay
570.13%
572.51%
CHCO
VOO

Key characteristics

Sharpe Ratio

CHCO:

0.63

VOO:

0.74

Sortino Ratio

CHCO:

1.16

VOO:

1.14

Omega Ratio

CHCO:

1.14

VOO:

1.17

Calmar Ratio

CHCO:

0.90

VOO:

0.76

Martin Ratio

CHCO:

2.00

VOO:

2.98

Ulcer Index

CHCO:

8.23%

VOO:

4.75%

Daily Std Dev

CHCO:

26.30%

VOO:

19.14%

Max Drawdown

CHCO:

-89.15%

VOO:

-33.99%

Current Drawdown

CHCO:

-11.04%

VOO:

-7.79%

Returns By Period

In the year-to-date period, CHCO achieves a 0.88% return, which is significantly higher than VOO's -3.53% return. Over the past 10 years, CHCO has outperformed VOO with an annualized return of 13.30%, while VOO has yielded a comparatively lower 12.33% annualized return.


CHCO

YTD

0.88%

1M

5.60%

6M

3.73%

1Y

15.92%

5Y*

17.53%

10Y*

13.30%

VOO

YTD

-3.53%

1M

11.27%

6M

-0.45%

1Y

11.69%

5Y*

16.51%

10Y*

12.33%

*Annualized

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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 7272
Overall Rank
The Sharpe Ratio Rank of CHCO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CHCO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CHCO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CHCO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CHCO is 7272
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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 0.63, which is comparable to the VOO Sharpe Ratio of 0.74. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.63
0.74
CHCO
VOO

Dividends

CHCO vs. VOO - Dividend Comparison

CHCO's dividend yield for the trailing twelve months is around 2.62%, more than VOO's 1.35% yield.


TTM20242023202220212020201920182017201620152014
CHCO
City Holding Company
2.62%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
1.35%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.04%
-7.79%
CHCO
VOO

Volatility

CHCO vs. VOO - Volatility Comparison

The current volatility for City Holding Company (CHCO) is 7.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 12.94%. This indicates that CHCO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.59%
12.94%
CHCO
VOO