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CSFS.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSFS.LVOO
YTD Return60.87%11.61%
1Y Return448.15%29.33%
3Y Return (Ann)-14.18%10.04%
Sharpe Ratio5.012.66
Daily Std Dev95.67%11.60%
Max Drawdown-90.65%-33.99%
Current Drawdown-39.84%-0.19%

Correlation

-0.50.00.51.00.1

The correlation between CSFS.L and VOO is 0.13, 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.

Performance

CSFS.L vs. VOO - Performance Comparison

In the year-to-date period, CSFS.L achieves a 60.87% return, which is significantly higher than VOO's 11.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-44.77%
36.34%
CSFS.L
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cornerstone FS plc

Vanguard S&P 500 ETF

Risk-Adjusted Performance

CSFS.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone FS plc (CSFS.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.


CSFS.L
Sharpe ratio
The chart of Sharpe ratio for CSFS.L, currently valued at 3.97, compared to the broader market-2.00-1.000.001.002.003.004.003.97
Sortino ratio
The chart of Sortino ratio for CSFS.L, currently valued at 4.39, compared to the broader market-4.00-2.000.002.004.006.004.39
Omega ratio
The chart of Omega ratio for CSFS.L, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for CSFS.L, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for CSFS.L, currently valued at 23.97, compared to the broader market-10.000.0010.0020.0030.0023.97
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.68, compared to the broader market-2.00-1.000.001.002.003.004.002.68
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.006.003.78
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.56, compared to the broader market-10.000.0010.0020.0030.0010.56

CSFS.L vs. VOO - Sharpe Ratio Comparison

The current CSFS.L Sharpe Ratio is 5.01, which is higher than the VOO Sharpe Ratio of 2.66. The chart below compares the 12-month rolling Sharpe Ratio of CSFS.L and VOO.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
3.97
2.68
CSFS.L
VOO

Dividends

CSFS.L vs. VOO - Dividend Comparison

CSFS.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
CSFS.L
Cornerstone FS plc
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
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CSFS.L vs. VOO - Drawdown Comparison

The maximum CSFS.L drawdown since its inception was -90.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CSFS.L and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-44.77%
-0.19%
CSFS.L
VOO

Volatility

CSFS.L vs. VOO - Volatility Comparison

Cornerstone FS plc (CSFS.L) has a higher volatility of 16.16% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that CSFS.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.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
16.16%
3.41%
CSFS.L
VOO