CINF vs. VOO
Compare and contrast key facts about Cincinnati Financial Corporation (CINF) 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: CINF or VOO.
Key characteristics
| CINF | VOO | |
|---|---|---|
| YTD Return | 48.66% | 26.94% |
| 1Y Return | 51.60% | 35.06% |
| 3Y Return (Ann) | 10.17% | 10.23% |
| 5Y Return (Ann) | 10.01% | 15.77% |
| 10Y Return (Ann) | 14.75% | 13.41% |
| Sharpe Ratio | 2.63 | 3.08 |
| Sortino Ratio | 3.34 | 4.09 |
| Omega Ratio | 1.47 | 1.58 |
| Calmar Ratio | 2.18 | 4.46 |
| Martin Ratio | 16.64 | 20.36 |
| Ulcer Index | 3.38% | 1.85% |
| Daily Std Dev | 21.38% | 12.23% |
| Max Drawdown | -59.64% | -33.99% |
| Current Drawdown | -0.26% | -0.25% |
Correlation
The correlation between CINF and VOO is 0.61, 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
CINF vs. VOO - Performance Comparison
In the year-to-date period, CINF achieves a 48.66% return, which is significantly higher than VOO's 26.94% return. Over the past 10 years, CINF has outperformed VOO with an annualized return of 14.75%, while VOO has yielded a comparatively lower 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
CINF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cincinnati Financial Corporation (CINF) 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
CINF vs. VOO - Dividend Comparison
CINF's dividend yield for the trailing twelve months is around 2.11%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CINF Cincinnati Financial Corporation | 2.11% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% | 3.16% |
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
CINF vs. VOO - Drawdown Comparison
The maximum CINF drawdown since its inception was -59.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CINF and VOO. For additional features, visit the drawdowns tool.
Volatility
CINF vs. VOO - Volatility Comparison
Cincinnati Financial Corporation (CINF) has a higher volatility of 8.85% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that CINF'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.