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

Correlation

The correlation between CPRI and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

CPRI vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-12.81%
521.81%
CPRI
VOO

Key characteristics

Sharpe Ratio

CPRI:

-0.99

VOO:

2.25

Sortino Ratio

CPRI:

-1.18

VOO:

2.98

Omega Ratio

CPRI:

0.72

VOO:

1.42

Calmar Ratio

CPRI:

-0.71

VOO:

3.31

Martin Ratio

CPRI:

-1.77

VOO:

14.77

Ulcer Index

CPRI:

32.50%

VOO:

1.90%

Daily Std Dev

CPRI:

57.88%

VOO:

12.46%

Max Drawdown

CPRI:

-92.47%

VOO:

-33.99%

Current Drawdown

CPRI:

-78.87%

VOO:

-2.47%

Returns By Period

In the year-to-date period, CPRI achieves a -58.00% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, CPRI has underperformed VOO with an annualized return of -11.97%, while VOO has yielded a comparatively higher 13.08% annualized return.


CPRI

YTD

-58.00%

1M

5.29%

6M

-32.59%

1Y

-57.74%

5Y*

-11.19%

10Y*

-11.97%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

CPRI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capri Holdings Limited (CPRI) 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 CPRI, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.992.25
The chart of Sortino ratio for CPRI, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.00-1.182.98
The chart of Omega ratio for CPRI, currently valued at 0.72, compared to the broader market0.501.001.502.000.721.42
The chart of Calmar ratio for CPRI, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.713.31
The chart of Martin ratio for CPRI, currently valued at -1.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.7714.77
CPRI
VOO

The current CPRI Sharpe Ratio is -0.99, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CPRI 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 Ratio-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.99
2.25
CPRI
VOO

Dividends

CPRI vs. VOO - Dividend Comparison

CPRI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
CPRI
Capri Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CPRI vs. VOO - Drawdown Comparison

The maximum CPRI drawdown since its inception was -92.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPRI and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.87%
-2.47%
CPRI
VOO

Volatility

CPRI vs. VOO - Volatility Comparison

Capri Holdings Limited (CPRI) has a higher volatility of 12.84% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that CPRI'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
12.84%
3.75%
CPRI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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