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CRL vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charles River Laboratories International, Inc. (CRL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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CRL vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRL
Charles River Laboratories International, Inc.
-13.53%8.06%-21.91%8.49%-42.17%50.80%63.56%34.97%3.41%43.65%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, CRL achieves a -13.53% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, CRL has underperformed VOO with an annualized return of 8.32%, while VOO has yielded a comparatively higher 14.05% annualized return.


CRL

1D
8.00%
1M
-3.36%
YTD
-13.53%
6M
10.25%
1Y
14.60%
3Y*
-5.10%
5Y*
-10.13%
10Y*
8.32%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CRL vs. VOO — Risk / Return Rank

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

CRL
CRL Risk / Return Rank: 5151
Overall Rank
CRL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CRL Sortino Ratio Rank: 4949
Sortino Ratio Rank
CRL Omega Ratio Rank: 5252
Omega Ratio Rank
CRL Calmar Ratio Rank: 5050
Calmar Ratio Rank
CRL Martin Ratio Rank: 5151
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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 vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) 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.


CRLVOODifference

Sharpe ratio

Return per unit of total volatility

0.26

0.98

-0.72

Sortino ratio

Return per unit of downside risk

0.73

1.50

-0.77

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.32

1.53

-1.21

Martin ratio

Return relative to average drawdown

0.74

7.29

-6.55

CRL vs. VOO - Sharpe Ratio Comparison

The current CRL Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CRL 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.


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Sharpe Ratios by Period


CRLVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.98

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.70

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.78

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.83

-0.60

Correlation

The correlation between CRL and VOO is 0.56, 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.


Dividends

CRL vs. VOO - Dividend Comparison

CRL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
CRL
Charles River Laboratories International, Inc.
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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

CRL vs. VOO - Drawdown Comparison

The maximum CRL drawdown since its inception was -78.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRL and VOO.


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Drawdown Indicators


CRLVOODifference

Max Drawdown

Largest peak-to-trough decline

-78.23%

-33.99%

-44.24%

Max Drawdown (1Y)

Largest decline over 1 year

-33.18%

-11.98%

-21.20%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

-24.52%

-53.71%

Max Drawdown (10Y)

Largest decline over 10 years

-78.23%

-33.99%

-44.24%

Current Drawdown

Current decline from peak

-62.36%

-6.29%

-56.07%

Average Drawdown

Average peak-to-trough decline

-25.47%

-3.72%

-21.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.67%

2.52%

+12.15%

Volatility

CRL vs. VOO - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) has a higher volatility of 17.13% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that CRL'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


CRLVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.13%

5.29%

+11.84%

Volatility (6M)

Calculated over the trailing 6-month period

32.68%

9.44%

+23.24%

Volatility (1Y)

Calculated over the trailing 1-year period

56.65%

18.10%

+38.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.85%

16.82%

+25.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.20%

17.99%

+19.21%