CPHC vs. VOO
CPHC (Canterbury Park Holding Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CPHC returned 4.79%/yr vs 15.14%/yr for VOO. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
CPHC vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CPHC achieves a 0.24% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, CPHC has underperformed VOO with an annualized return of 4.79%, while VOO has yielded a comparatively higher 15.14% annualized return.
CPHC
- 1D
- 0.33%
- 1M
- -4.32%
- 6M
- -0.41%
- YTD
- 0.24%
- 1Y
- -15.40%
- 3Y*
- -11.00%
- 5Y*
- 1.48%
- 10Y*
- 4.79%
- ALL TIME*
- 4.34%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.27K | $30.84K | $31.57K | |
| $3.82B | $3.78B | $5.44B |
CPHC vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPHC Canterbury Park Holding Corporation | 0.24% | -23.63% | 1.68% | -33.81% | 83.78% | 44.36% | -3.47% | -8.88% | -12.79% | 64.77% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between CPHC and VOO is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.06 |
The correlation between CPHC and VOO shifts across timeframes, from -0.03 (1 year) to 0.08 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CPHC vs. VOO — Risk / Return Rank
CPHC
VOO
CPHC vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canterbury Park Holding Corporation (CPHC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CPHC | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.21 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.15 | 9.44 | -10.58 |
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Drawdowns
CPHC vs. VOO - Drawdown Comparison
The maximum CPHC drawdown since its inception was -55.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPHC and VOO.
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Drawdown Indicators
| CPHC | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.88% | -33.99% | -21.89% |
Max Drawdown (1Y)Largest decline over 1 year | -20.90% | -8.90% | -12.00% |
Max Drawdown (3Y)Largest decline over 3 years | -48.75% | -18.69% | -30.06% |
Max Drawdown (5Y)Largest decline over 5 years | -55.88% | -24.52% | -31.36% |
Max Drawdown (10Y)Largest decline over 10 years | -55.88% | -33.99% | -21.89% |
Current DrawdownCurrent decline from peak | -50.67% | -1.38% | -49.29% |
Average DrawdownAverage peak-to-trough decline | -25.28% | -3.67% | -21.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.44% | 2.08% | +11.36% |
Volatility
CPHC vs. VOO - Volatility Comparison
Canterbury Park Holding Corporation (CPHC) has a higher volatility of 5.16% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that CPHC'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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Volatility by Period
| CPHC | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.54% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 10.10% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.06% | 12.82% | +12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.07% | 16.93% | +28.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.57% | 18.01% | +24.56% |
Dividends
CPHC vs. VOO - Dividend Comparison
CPHC's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPHC Canterbury Park Holding Corporation | 1.83% | 1.82% | 1.37% | 1.37% | 1.12% | 0.00% | 0.00% | 2.26% | 2.01% | 1.42% | 3.48% | 2.44% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CPHC and VOO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPHC has higher volatility (5.16%) compared to VOO (3.54%). In terms of maximum drawdown, CPHC dropped -55.88% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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