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CRL.L vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRL.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Creightons plc (CRL.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRL.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRL.L achieves a -22.03% return, which is significantly lower than VOO's 11.79% return. Over the past 10 years, CRL.L has underperformed VOO with an annualized return of 10.50%, while VOO has yielded a comparatively higher 16.47% annualized return.


CRL.L

1D
-2.13%
1M
-2.13%
YTD
-22.03%
6M
-26.98%
1Y
-45.13%
3Y*
-12.15%
5Y*
-22.96%
10Y*
10.50%

VOO

1D
0.00%
1M
4.51%
YTD
11.79%
6M
10.33%
1Y
30.71%
3Y*
19.48%
5Y*
15.22%
10Y*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRL.L vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRL.L
Creightons plc
-22.03%-7.97%50.31%-38.89%-58.78%39.54%41.77%49.63%-6.38%105.16%
VOO
Vanguard S&P 500 ETF
9.54%9.43%27.16%20.01%-8.44%30.01%14.85%26.37%1.16%11.24%

Correlation

The correlation between CRL.L and VOO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.02

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Return for Risk

CRL.L vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRL.L
CRL.L Risk / Return Rank: 44
Overall Rank
CRL.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CRL.L Sortino Ratio Rank: 44
Sortino Ratio Rank
CRL.L Omega Ratio Rank: 22
Omega Ratio Rank
CRL.L Calmar Ratio Rank: 66
Calmar Ratio Rank
CRL.L Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRL.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Creightons plc (CRL.L) 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.


CRL.LVOODifference
Sharpe ratioReturn per unit of total volatility

-3.87

Sortino ratioReturn per unit of downside risk

-5.24

Omega ratioGain probability vs. loss probability

0.70

1.51

-0.81

Calmar ratioReturn relative to maximum drawdown

-0.91

4.03

-4.94

Martin ratioReturn relative to average drawdown

-1.41

15.43

-16.85

CRL.L vs. VOO - Sharpe Ratio Comparison

The current CRL.L Sharpe Ratio is -1.17, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of CRL.L and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRL.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

2.70

-3.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.97

-1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.91

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.95

-0.75

Drawdowns

CRL.L vs. VOO - Drawdown Comparison

The maximum CRL.L drawdown since its inception was -86.54%, which is greater than VOO's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for CRL.L and VOO.


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Drawdown Indicators


CRL.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-86.54%

-26.09%

-60.45%

Max Drawdown (1Y)

Largest decline over 1 year

-49.31%

-7.66%

-41.65%

Max Drawdown (3Y)

Largest decline over 3 years

-51.99%

-21.93%

-30.06%

Max Drawdown (5Y)

Largest decline over 5 years

-86.54%

-21.93%

-64.61%

Max Drawdown (10Y)

Largest decline over 10 years

-86.54%

-26.09%

-60.45%

Current Drawdown

Current decline from peak

-82.26%

0.00%

-82.26%

Average Drawdown

Average peak-to-trough decline

-36.16%

-3.29%

-32.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.91%

1.99%

+29.92%

Volatility

CRL.L vs. VOO - Volatility Comparison

Creightons plc (CRL.L) has a higher volatility of 10.07% compared to Vanguard S&P 500 ETF (VOO) at 2.43%. This indicates that CRL.L'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


CRL.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

2.43%

+7.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.79%

8.10%

+14.69%

Volatility (1Y)

Calculated over the trailing 1-year period

39.06%

11.44%

+27.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.46%

15.76%

+38.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.40%

18.09%

+37.31%

Dividends

CRL.L vs. VOO - Dividend Comparison

CRL.L's dividend yield for the trailing twelve months is around 2.17%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
CRL.L
Creightons plc
2.17%1.69%1.38%0.00%0.42%0.57%1.03%1.22%1.25%1.15%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%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


CRL.L and VOO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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