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

Performance

CIB vs. VOO - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.18%
11.73%
CIB
VOO

Returns By Period

In the year-to-date period, CIB achieves a 15.53% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, CIB has underperformed VOO with an annualized return of -0.31%, while VOO has yielded a comparatively higher 13.11% annualized return.


CIB

YTD

15.53%

1M

-0.97%

6M

-7.19%

1Y

33.60%

5Y (annualized)

-1.53%

10Y (annualized)

-0.31%

VOO

YTD

25.02%

1M

0.63%

6M

11.74%

1Y

32.35%

5Y (annualized)

15.50%

10Y (annualized)

13.11%

Key characteristics


CIBVOO
Sharpe Ratio1.332.67
Sortino Ratio1.933.56
Omega Ratio1.231.50
Calmar Ratio0.873.85
Martin Ratio4.3617.51
Ulcer Index7.88%1.86%
Daily Std Dev25.97%12.23%
Max Drawdown-93.43%-33.99%
Current Drawdown-18.00%-1.76%

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Correlation

-0.50.00.51.00.4

The correlation between CIB and VOO is 0.41, 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.

Risk-Adjusted Performance

CIB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) 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.


Sharpe ratio
The chart of Sharpe ratio for CIB, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.67
The chart of Sortino ratio for CIB, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.933.56
The chart of Omega ratio for CIB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.50
The chart of Calmar ratio for CIB, currently valued at 0.87, compared to the broader market0.002.004.006.000.873.85
The chart of Martin ratio for CIB, currently valued at 4.36, compared to the broader market-10.000.0010.0020.0030.004.3617.51
CIB
VOO

The current CIB Sharpe Ratio is 1.33, which is lower than the VOO Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of CIB 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.33
2.67
CIB
VOO

Dividends

CIB vs. VOO - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 10.79%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
CIB
Bancolombia S.A.
10.79%10.92%10.68%0.87%2.99%2.41%3.62%3.23%3.21%4.81%3.19%3.29%
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

CIB vs. VOO - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CIB and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.00%
-1.76%
CIB
VOO

Volatility

CIB vs. VOO - Volatility Comparison

Bancolombia S.A. (CIB) has a higher volatility of 9.75% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that CIB'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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.75%
4.09%
CIB
VOO