CHK vs. VOO
Compare and contrast key facts about Chesapeake Energy Corporation (CHK) 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: CHK or VOO.
Performance
CHK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CHK achieves a 8.32% return, which is significantly lower than VOO's 25.52% return.
CHK
8.32%
0.00%
-8.51%
2.05%
N/A
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| CHK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.23 | 2.62 |
| Sortino Ratio | 0.42 | 3.50 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.08 | 3.78 |
| Martin Ratio | 2.74 | 17.12 |
| Ulcer Index | 5.32% | 1.86% |
| Daily Std Dev | 24.53% | 12.19% |
| Max Drawdown | -29.69% | -33.99% |
| Current Drawdown | -15.83% | -1.36% |
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Correlation
The correlation between CHK and VOO is 0.35, 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
CHK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chesapeake Energy Corporation (CHK) 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
CHK vs. VOO - Dividend Comparison
CHK's dividend yield for the trailing twelve months is around 2.82%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHK Chesapeake Energy Corporation | 2.82% | 4.70% | 10.16% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CHK vs. VOO - Drawdown Comparison
The maximum CHK drawdown since its inception was -29.69%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHK and VOO. For additional features, visit the drawdowns tool.
Volatility
CHK vs. VOO - Volatility Comparison
The current volatility for Chesapeake Energy Corporation (CHK) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that CHK 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.