CPK vs. VOO
Compare and contrast key facts about Chesapeake Utilities Corporation (CPK) 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: CPK or VOO.
Performance
CPK vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with CPK having a 24.48% return and VOO slightly higher at 25.02%. Both investments have delivered pretty close results over the past 10 years, with CPK having a 13.20% annualized return and VOO not far behind at 13.11%.
CPK
24.48%
5.79%
16.32%
41.17%
9.55%
13.20%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| CPK | VOO | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.67 |
| Sortino Ratio | 2.59 | 3.56 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 1.19 | 3.85 |
| Martin Ratio | 12.37 | 17.51 |
| Ulcer Index | 3.40% | 1.86% |
| Daily Std Dev | 22.23% | 12.23% |
| Max Drawdown | -38.67% | -33.99% |
| Current Drawdown | -6.49% | -1.76% |
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Correlation
The correlation between CPK and VOO is 0.38, 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
CPK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chesapeake Utilities Corporation (CPK) 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
CPK vs. VOO - Dividend Comparison
CPK's dividend yield for the trailing twelve months is around 1.90%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPK Chesapeake Utilities Corporation | 1.90% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% | 2.15% | 2.53% |
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
CPK vs. VOO - Drawdown Comparison
The maximum CPK drawdown since its inception was -38.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPK and VOO. For additional features, visit the drawdowns tool.
Volatility
CPK vs. VOO - Volatility Comparison
Chesapeake Utilities Corporation (CPK) has a higher volatility of 6.79% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that CPK'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.