CRS vs. VOO
Compare and contrast key facts about Carpenter Technology Corporation (CRS) 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: CRS or VOO.
Key characteristics
| CRS | VOO | |
|---|---|---|
| YTD Return | 151.68% | 26.88% |
| 1Y Return | 160.47% | 37.59% |
| 3Y Return (Ann) | 76.20% | 10.23% |
| 5Y Return (Ann) | 30.62% | 15.93% |
| 10Y Return (Ann) | 15.32% | 13.41% |
| Sharpe Ratio | 3.86 | 3.06 |
| Sortino Ratio | 4.24 | 4.08 |
| Omega Ratio | 1.54 | 1.58 |
| Calmar Ratio | 8.40 | 4.43 |
| Martin Ratio | 23.63 | 20.25 |
| Ulcer Index | 7.07% | 1.85% |
| Daily Std Dev | 43.30% | 12.23% |
| Max Drawdown | -84.68% | -33.99% |
| Current Drawdown | -1.18% | -0.30% |
Correlation
The correlation between CRS and VOO is 0.58, 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.
Performance
CRS vs. VOO - Performance Comparison
In the year-to-date period, CRS achieves a 151.68% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, CRS has outperformed VOO with an annualized return of 15.32%, while VOO has yielded a comparatively lower 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CRS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) 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
CRS vs. VOO - Dividend Comparison
CRS's dividend yield for the trailing twelve months is around 0.45%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 0.45% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% | 1.16% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CRS vs. VOO - Drawdown Comparison
The maximum CRS drawdown since its inception was -84.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRS and VOO. For additional features, visit the drawdowns tool.
Volatility
CRS vs. VOO - Volatility Comparison
Carpenter Technology Corporation (CRS) has a higher volatility of 15.91% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that CRS'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.